Syntax

See Also:

Analytic Functions for information on syntax, semantics, and restrictions

Purpose

`CORR`

returns the coefficient of correlation of a set of number pairs. You can use it as an aggregate or analytic function.

This function takes as arguments any numeric data type or any nonnumeric data type that can be implicitly converted to a numeric data type. Oracle determines the argument with the highest numeric precedence, implicitly converts the remaining arguments to that data type, and returns that data type.

See Also:

Table 2-8 for more information on implicit conversion and Numeric Precedence for information on numeric precedence

Oracle Database applies the function to the set of (`expr1`

, `expr2`

) after eliminating the pairs for which either `expr1`

or `expr2`

is null. Then Oracle makes the following computation:

COVAR_POP(expr1, expr2) / (STDDEV_POP(expr1) * STDDEV_POP(expr2))

The function returns a value of type `NUMBER`

. If the function is applied to an empty set, then it returns null.

Note:

The `CORR`

function calculates the Pearson's correlation coefficient, which requires numeric expressions as arguments. Oracle also provides the `CORR_S`

(Spearman's rho coefficient) and `CORR_K`

(Kendall's tau-b coefficient) functions to support nonparametric or rank correlation.

See Also:

Aggregate Functions, About SQL Expressions for information on valid forms of `expr`

, and CORR_* for information on the `CORR_S`

and `CORR_K`

functions

Aggregate Example

The following example calculates the coefficient of correlation between the list prices and minimum prices of products by weight class in the sample table `oe.product_information`

:

SELECT weight_class, CORR(list_price, min_price) "Correlation" FROM product_information GROUP BY weight_class ORDER BY weight_class, "Correlation"; WEIGHT_CLASS Correlation ------------ ----------- 1 .999149795 2 .999022941 3 .998484472 4 .999359909 5 .999536087

Analytic Example

The following example shows the correlation between duration at the company and salary by the employee's position. The result set shows the same correlation for each employee in a given job:

SELECT employee_id, job_id, TO_CHAR((SYSDATE - hire_date) YEAR TO MONTH ) "Yrs-Mns", salary, CORR(SYSDATE-hire_date, salary) OVER(PARTITION BY job_id) AS "Correlation" FROM employees WHERE department_id in (50, 80) ORDER BY job_id, employee_id; EMPLOYEE_ID JOB_ID Yrs-Mns SALARY Correlation ----------- ---------- ------- ---------- ----------- 145 SA_MAN +04-09 14000 .912385598 146 SA_MAN +04-06 13500 .912385598 147 SA_MAN +04-04 12000 .912385598 148 SA_MAN +01-08 11000 .912385598 149 SA_MAN +01-05 10500 .912385598 150 SA_REP +04-05 10000 .80436755 151 SA_REP +04-03 9500 .80436755 152 SA_REP +03-10 9000 .80436755 153 SA_REP +03-03 8000 .80436755 154 SA_REP +02-07 7500 .80436755 155 SA_REP +01-07 7000 .80436755 . . .