Correlation coefficient

Result typeDOUBLE PRECISION

Syntax

  |CORR ( <expr1>, <expr2> )

The CORR function return the correlation coefficient for a pair of numerical expressions.

The function CORR(<expr1>, <expr2>) is equivalent to

  |COVAR_POP(<expr1>, <expr2>) / (STDDEV_POP(<expr2>) * STDDEV_POP(<expr1>))

This is also known as the Pearson correlation coefficient.

In a statistical sense, correlation is the degree to which a pair of variables are linearly related. A linear relation between variables means that the value of one variable can to a certain extent predict the value of the other. The correlation coefficient represents the degree of correlation as a number ranging from -1 (high inverse correlation) to 1 (high correlation). A value of 0 corresponds to no correlation.

If the group or window is empty, or contains only NULL values, the result will be NULL.

  |select
  |  corr(alength, aheight) AS c_corr
  |from measure

Population covariance

Result typeDOUBLE PRECISION

Syntax

  |COVAR_POP ( <expr1>, <expr2> )

The function COVAR_POP returns the population covariance for a pair of numerical expressions.

The function COVAR_POP(<expr1>, <expr2>) is equivalent to

  |(SUM(<expr1> * <expr2>) - SUM(<expr1>) * SUM(<expr2>) / COUNT(*)) / COUNT(*)

If the group or window is empty, or contains only NULL values, the result will be NULL.

  |select
  |  covar_pop(alength, aheight) AS c_covar_pop
  |from measure

Sample covariance

Result typeDOUBLE PRECISION

Syntax

  |COVAR_SAMP ( <expr1>, <expr2> )

The function COVAR_SAMP returns the sample covariance for a pair of numerical expressions.

The function COVAR_SAMP(<expr1>, <expr2>) is equivalent to

  |(SUM(<expr1> * <expr2>) - SUM(<expr1>) * SUM(<expr2>) / COUNT(*)) / (COUNT(*) - 1)

If the group or window is empty, contains only 1 row, or contains only NULL values, the result will be NULL.

  |select
  |  covar_samp(alength, aheight) AS c_covar_samp
  |from measure

Population standard deviation

Result typeDOUBLE PRECISION or NUMERIC depending on the type of expr

Syntax

  |STDDEV_POP ( <expr> )

The function STDDEV_POP returns the population standard deviation for a group or window. NULL values are skipped.

The function STDDEV_POP(<expr>) is equivalent to

  |SQRT(VAR_POP(<expr>))

If the group or window is empty, or contains only NULL values, the result will be NULL.

  |select
  |  dept_no
  |  stddev_pop(salary)
  |from employee
  |group by dept_no

Sample standard deviation

Result typeDOUBLE PRECISION or NUMERIC depending on the type of expr

Syntax

  |STDDEV_POP ( <expr> )

The function STDDEV_SAMP returns the sample standard deviation for a group or window. NULL values are skipped.

The function STDDEV_SAMP(<expr>) is equivalent to

  |SQRT(VAR_SAMP(<expr>))

If the group or window is empty, contains only 1 row, or contains only NULL values, the result will be NULL.

  |select
  |  dept_no
  |  stddev_samp(salary)
  |from employee
  |group by dept_no

Population variance

Result typeDOUBLE PRECISION or NUMERIC depending on the type of expr

Syntax

  |VAR_POP ( <expr> )

The function VAR_POP returns the population variance for a group or window. NULL values are skipped.

The function VAR_POP(<expr>) is equivalent to

  |(SUM(<expr> * <expr>) - SUM (<expr>) * SUM (<expr>) / COUNT(<expr>))
  |  / COUNT (<expr>)

If the group or window is empty, or contains only NULL values, the result will be NULL.

  |select
  |  dept_no
  |  var_pop(salary)
  |from employee
  |group by dept_no

Sample variance

Result typeDOUBLE PRECISION or NUMERIC depending on the type of expr

Syntax

  |VAR_SAMP ( <expr> )

The function VAR_POP returns the sample variance for a group or window. NULL values are skipped.

The function VAR_SAMP(<expr>) is equivalent to

  |(SUM(<expr> * <expr>) - SUM(<expr>) * SUM (<expr>) / COUNT (<expr>))
  |  / (COUNT(<expr>) - 1)

If the group or window is empty, contains only 1 row, or contains only NULL values, the result will be NULL.

  |select
  |  dept_no
  |  var_samp(salary)
  |from employee
  |group by dept_no