CORR() OVER ...

All functions > WINDOW FUNCTION > CORR() OVER ...

Returns the Pearson correlation coefficient over the window frame.

Syntax

CORR(expr_y, expr_x) [FILTER (WHERE condition) | WITHIN (WHERE condition)] OVER ([PARTITION BY expr [, ...]] [ORDER BY sort_item [, ...]] [ROWS|RANGE|GROUPS frame])

Notes

  • Returns a value between -1 (perfect negative) and 1 (perfect positive)
  • NULL values in either expression are excluded

See also

Examples

FeatureQL
-- Pearson correlation of y = 2x over the whole frame
RETURN
    f1 := ZIP(
        ARRAY(1, 2, 3) AS id,
        ARRAY(1.0e0, 2.0e0, 3.0e0) AS x,
        ARRAY(2.0e0, 4.0e0, 6.0e0) AS y
    ).TRANSFORM(RETURN CORR(y, x) OVER ().ROUND(2)).UNWRAP()
;
Result
f1 ARRAY<DOUBLE>
[1.00, 1.00, 1.00]