Correlation coefficient

The objective of this example is to create a DAX measure which executes the the Pearson correlation coefficient formula.

Correlation Coefficient for Sample Formula
  • A fact table is available at the grain of product category by month with both marketing expense and sales amount 
Aggregate Fact Table: Marketing Expense and Sales Amount by Product Category
  • The values in the active filter context for the Marketing Amt and Sales columns will provide the X and Y arrays
  1. Create the correlation numerator measure
Correl Numerator ...

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