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" text(40),
   "Team" text(40),
   "Number" tinyint,
   "Position" text(2),
   "Age" tinyint,
   "Height" text(4),
   "Weight" real,
   "College" text(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