Categories:

Aggregate Functions (General) , Window Functions (General)

CORR

Returns the correlation coefficient for non-null pairs in a group. It is computed for non-null pairs using the following formula:

COVAR_POP(y, x) / (STDDEV_POP(x) * STDDEV_POP(y))

Where x is the independent variable and y is the dependent variable.

See also:

COVAR_POP , STDDEV_POP

Syntax

Syntax when used as an aggregate function:

CORR( y , x )

Syntax when used as a window function:

CORR( y , x ) OVER ( [ PARTITION BY <expr3> ] )

Usage Notes

  • DISTINCT is not supported for this function.

  • When used as a window function:

    • This function does not support:

      • ORDER BY sub-clause in the OVER clause.

      • Window frames.

Examples

CREATE OR REPLACE TABLE aggr(k int, v decimal(10,2), v2 decimal(10, 2));
INSERT INTO aggr VALUES(1, 10, NULL);
INSERT INTO aggr VALUES(2, 10, 11), (2, 20, 22), (2, 25, NULL), (2, 30, 35);

SELECT * FROM aggr;

+---+-------+---------+
| K |     V |      V2 |
|---+-------+---------|
| 1 | 10.00 | NULL    |
| 2 | 10.00 |   11.00 |
| 2 | 20.00 |   22.00 |
| 2 | 25.00 | NULL    |
| 2 | 30.00 |   35.00 |
+---+-------+---------+
SELECT k, CORR(v, v2) FROM aggr GROUP BY k;

+---+-----------------+
| K |     CORR(V, V2) |
|---+-----------------|
| 1 | NULL            |
| 2 |    0.9988445981 |
+---+-----------------+