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CORR | Snowflake Documentation

Categories:

Aggregate functions (General) , Window functions (General)

Returns the correlation coefficient for non-null pairs in a group. It is computed for non-null pairs using the following formula:

COVAR_POP(y, x) / (STDDEV_POP(x) * STDDEV_POP(y))

Where x is the independent variable and y is the dependent variable.

See also:

COVAR_POP , STDDEV_POP

Syntax when used as an aggregate function:

Syntax when used as a window function:

CORR( y , x ) OVER ( [ PARTITION BY <expr3> ] )

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• DISTINCT is not supported for this function.

• When this function is called as a window function, it does not support:

  • An ORDER BY clause within the OVER clause.

  • Explicit window frames.

CREATE OR REPLACE TABLE aggr(k int, v decimal(10,2), v2 decimal(10, 2));
INSERT INTO aggr VALUES(1, 10, NULL);
INSERT INTO aggr VALUES(2, 10, 11), (2, 20, 22), (2, 25, NULL), (2, 30, 35);

SELECT * FROM aggr;

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+---+-------+-------+
| K |     V |    V2 |
|---+-------+-------|
| 1 | 10.00 |  NULL |
| 2 | 10.00 | 11.00 |
| 2 | 20.00 | 22.00 |
| 2 | 25.00 |  NULL |
| 2 | 30.00 | 35.00 |
+---+-------+-------+

SELECT k, CORR(v, v2) FROM aggr GROUP BY k;

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+---+--------------+
| K |  CORR(V, V2) |
|---+--------------|
| 1 |         NULL |
| 2 | 0.9988445981 |
+---+--------------+

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