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