CORR

Returns the DOUBLE PRECISION coefficient of correlation of a set of expression pairs, as per the Pearson correlation coefficient.

Returns the DOUBLE PRECISION coefficient of correlation of a set of expression pairs, as per the Pearson correlation coefficient. CORR eliminates expression pairs where either expression in the pair is NULL. If no rows remain, the function returns NULL.

Syntax

CORR ( expression1, expression2 )

Parameters

expression1: The dependent DOUBLE PRECISION expression
expression2: The independent DOUBLE PRECISION expression

Examples

=> SELECT CORR (Annual_salary, Employee_age) FROM employee_dimension;
         CORR
----------------------
 -0.00719153413192422
(1 row)