Aggregate. Returns the correlation coefficient of a set of number pairs. The CORR function is an alias of the CORRCOEF() function.
CORR(dependent-expression, independent-expression)
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.
SELECT CORR( Salary, ( 2008 - YEAR( BirthDate ) ) ) FROM Employees group by depart_IDWith a window:
SELECT CORR( Salary, ( 2008 - YEAR( BirthDate ) ) ) FROM Employees KEEP 10 ROWS