CORR

The *CORR* function returns the correlation coefficient between a set of dependent and independent variables.

Call the function with two variables, one dependent and the other independent:

CORR(,`dependent`

)`independent`

Any pair in which either the dependent variable, the independent variable, or both are NULL is ignored. The result of the function is NULL when none of the input pairs consists of two non-NULL values.

Oracle supports the ANSI SQL syntax, and the following analytic syntax:

CORR(,`dependent`

) OVER (`independent`

)`window_ clause`

For an explanation of the * window_clause*, see the “ANSI SQL Window Functions” section later in this chapter.

PostgreSQL supports the ANSI SQL syntax of the *CORR* function.

These platforms do not support any form of the *CORR* function.

The following *CORR* example uses the data retrieved by the first *SELECT*:

Y X ---------- ---------- 1 3 2 2 3 1`SELECT * FROM test2;`

CORR(Y,X) --------- −1`SELECT CORR(y,x) FROM test2;`

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