CORR()

Aggregate. Returns the correlation coefficient of a set of number pairs. The CORR function is an alias of the CORRCOEF() function.

Syntax

CORR(dependent-expression, independent-expression)

Parameters
dependent-expression	The variable that is affected by the independent variable.
independent-expression	The variable that influences the outcome.

This function converts its arguments to DOUBLE, performs the computation in double-precision floating point, and returns a DOUBLE as the result. If the function is applied to an empty set, then it returns NULL.

Both dependent-expression and independent-expression are numeric. The function is applied to the set of (dependent-expression, independent-expression) after eliminating the pairs for which either dependent-expression or independent-expression is NULL. The following computation is made:

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

where x represents the dependent-expression and y represents the independent-expression.

SQL/2003 SQL foundation feature outside of core SQL.

The following example performs a correlation to discover whether age is associated with income level.

With a GROUP BY clause:

SELECT CORR( Salary, ( 2008 - YEAR( BirthDate ) ) ) 
FROM Employees
group by depart_ID

With a window:

SELECT CORR( Salary, ( 2008 - YEAR( BirthDate ) ) ) 
FROM Employees
KEEP 10 ROWS