Statistical Aggregate Functions

Built-in Scalar FunctionsWindow (Analytical) Functions

Statistical Aggregate Functions

`CORR()`

Correlation coefficient

Result type

DOUBLE PRECISION

Syntax

CORR ( <expr1>, <expr2> )

Table 1. `CORR` Function Parameters
Parameter	Description
exprN	Numeric expression.It may contain a table column, a constant, a variable, an expression, a non-aggregate function or a UDF.Aggregate functions are not allowed as expressions.

The CORR function return the correlation coefficient for a pair of numerical expressions.

The function CORR(<expr1>, <expr2>) is equivalent to

COVAR_POP(<expr1>, <expr2>) / (STDDEV_POP(<expr2>) * STDDEV_POP(<expr1>))

This is also known as the Pearson correlation coefficient.

In a statistical sense, correlation is the degree to which a pair of variables are linearly related.A linear relation between variables means that the value of one variable can to a certain extent predict the value of the other.The correlation coefficient represents the degree of correlation as a number ranging from -1 (high inverse correlation) to 1 (high correlation).A value of 0 corresponds to no correlation.

If the group or window is empty, or contains only NULL values, the result will be NULL.