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SQL Anywhere 11.0.1 » SQL Anywhere Server - SQL Reference » Using SQL » SQL functions » SQL functions (A-D)

 

CORR function [Aggregate]

Returns the correlation coefficient of a set of number pairs.

Syntax
CORR( dependent-expression, independent-expression )
Parameters
  • dependent-expression   The variable that is affected by the independent variable.

  • independent-expression   The variable that influences the outcome.

Returns

DOUBLE

Remarks

This function converts its arguments to DOUBLE, and performs the computation in double-precision floating point. 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 ( y, x ) / STDDEV_POP ( y ) * STDDEV_POP ( x )

where y represents the dependent-expression and x represents the independent-expression.

See also
Standards and compatibility
  • SQL/2003   SQL foundation feature outside core SQL.

Example

The following example performs a correlation to discover whether age is associated with income level. This function returns the value 0.44022675645995957.

SELECT CORR( Salary, ( YEAR( NOW( ) ) - YEAR( BirthDate ) ) ) FROM Employees;