Returns the correlation coefficient of a set of number pairs.

Syntax

CORR( dependent-expression, independent-expression )

Parameters

Returns

DOUBLE

Remarks

This function converts its arguments to DOUBLE, and performs the computation in double-precision floating point. 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 ( y, x ) / STDDEV_POP ( y ) * STDDEV_POP ( x )

where y represents the dependent-expression and x 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 0.44022675645995957.

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