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Returns the correlation coefficient of a set of number pairs.
CORR (dependent-expression, independent-expression)
CORR (dependent-expression, independent-expression)
OVER (window-spec)
window-spec: See Syntax 2 instructions in the Usage section, below.
dependent-expression The variable that is affected by the independent-expression.
independent-expression The variable that influences the outcome.
The following example performs a correlation to discover whether age is associated with income level. This function returns the value 0.440227:
SELECT CORR( Salary, ( YEAR( NOW( ) ) - YEAR( BirthDate ) ) ) FROM Employees;
The CORR function converts its arguments to DOUBLE, performs the computation in double-precision floating-point, and returns a DOUBLE as the result. If applied to an empty set, then CORR returns NULL.
dependent-expression and independent-expression are both 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 (x) * STDDEV_POP (y))
where x represents the dependent-expression and y represents the independent-expression.
ROLLUP and CUBE are not supported in the GROUP
BY clause with Syntax 1.
Syntax 2 represents usage as a window function in a SELECT statement. As such, you can specify elements of window-spec either in the function syntax (inline), or with a WINDOW clause in the SELECT statement. For information on how to specify the window, see “Analytical functions”.
