CORR

Returns the Pearson correlation coefficient of value pairs.

Syntax

-- As an aggregate
CORR( expr1, expr2 )

-- As a window function
CORR ( expr1, expr2 ) OVER (
         [ PARTITION BY partition_expr [, ...] ]
         [ ORDER BY order [ ASC | DESC ] [, ...]]
      )

Arguments

Parameter

Description

expr1, expr2

Numeric expression

Returns

Returns the Perason correlation coefficient with type DOUBLE.

Notes

  • When all rows contain NULL values, the function returns NULL.

Examples

For these examples, assume a table named nba, with the following structure:

CREATE TABLE nba
(
   "Name" varchar(40),
   "Team" varchar(40),
   "Number" tinyint,
   "Position" varchar(2),
   "Age" tinyint,
   "Height" varchar(4),
   "Weight" real,
   "College" varchar(40),
   "Salary" float
 );

Here’s a peek at the table contents (Download nba.csv):

nba.csv

Name

Team

Number

Position

Age

Height

Weight

College

Salary

Avery Bradley

Boston Celtics

0.0

PG

25.0

6-2

180.0

Texas

7730337.0

Jae Crowder

Boston Celtics

99.0

SF

25.0

6-6

235.0

Marquette

6796117.0

John Holland

Boston Celtics

30.0

SG

27.0

6-5

205.0

Boston University

R.J. Hunter

Boston Celtics

28.0

SG

22.0

6-5

185.0

Georgia State

1148640.0

Jonas Jerebko

Boston Celtics

8.0

PF

29.0

6-10

231.0

5000000.0

Amir Johnson

Boston Celtics

90.0

PF

29.0

6-9

240.0

12000000.0

Jordan Mickey

Boston Celtics

55.0

PF

21.0

6-8

235.0

LSU

1170960.0

Kelly Olynyk

Boston Celtics

41.0

C

25.0

7-0

238.0

Gonzaga

2165160.0

Terry Rozier

Boston Celtics

12.0

PG

22.0

6-2

190.0

Louisville

1824360.0

Simple correlation

t=> SELECT "Team", CORR("Age","Salary") FROM nba GROUP BY 1 ORDER BY 2 ASC;
Team                   | corr
-----------------------+--------
Cleveland Cavaliers    | -0.3219
San Antonio Spurs      | -0.2015
Oklahoma City Thunder  | -0.1236
Detroit Pistons        | -0.0678
New Orleans Pelicans   | -0.0459
Los Angeles Clippers   | -0.0279
Utah Jazz              |  0.0913
Washington Wizards     |  0.1217
Dallas Mavericks       |  0.1388
Sacramento Kings       |  0.1489
Milwaukee Bucks        |  0.1626
Golden State Warriors  |  0.1648
Minnesota Timberwolves |  0.1909
Denver Nuggets         |  0.2035
Houston Rockets        |  0.2051
Philadelphia 76ers     |  0.2645
Chicago Bulls          |  0.2663
Phoenix Suns           |  0.2808
Orlando Magic          |  0.2878
Toronto Raptors        |  0.2916
Memphis Grizzlies      |  0.3225
Miami Heat             |  0.3635
Charlotte Hornets      |  0.3779
Brooklyn Nets          |  0.4084
Indiana Pacers         |  0.4261
Atlanta Hawks          |  0.4321
New York Knicks        |  0.4401
Los Angeles Lakers     |  0.4563
Portland Trail Blazers |  0.4856
Boston Celtics         |  0.6904