Returns the correlation coefficient of a set of number pairs.

Syntax

CORR( dependent-expression, independent-expression )

Parameters

Remarks

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.

See also

• Aggregate functions
• COVAR_POP function [Aggregate]
• STDDEV_POP function [Aggregate]

Standards and compatibility

Example

The following example performs a correlation to discover whether age is associated with income level. This function returns the value 0.4402267564599596.

SELECT CORR( Salary, ( YEAR( NOW( ) ) - YEAR( BirthDate ) ) ) FROM Employees;