Returns the correlation coefficient of a set of number pairs.
CORR( dependent-expression, independent-expression )
dependent-expression The variable that is affected by the independent variable.
independent-expression The variable that influences the outcome.
This function converts its arguments to DOUBLE, performs the computation in double-precision floating point, and returns a DOUBLE as the result. If the function is applied to an empty set, then it returns NULL.
Both dependent-expression and independent-expression are 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 ( x, y ) / STDDEV_POP ( x ) * STDDEV_POP ( y )
where x represents the dependent-expression and y represents the independent-expression.
SQL/2003 SQL foundation feature outside of core SQL.
The following example performs a correlation to discover whether age is associated with income level. This function returns the value 0.4402267564599596.
SELECT CORR( Salary, ( YEAR( NOW() ) - YEAR( BirthDate ) ) ) FROM Employees;