CORR

Syntax

corr::=
Description of corr.gif follows

Description of the illustration corr.gif

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 datatype or any nonnumeric datatype that can be implicitly converted to a numeric datatype. Oracle determines the argument with the highest numeric precedence, implicitly converts the remaining arguments to that datatype, and returns that datatype.

See Also:

Table 2-11, "Implicit Type Conversion Matrix" 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) to support nonparametric or rank correlation.

See Also:

"Aggregate Functions ", "About SQL Expressions " for information on valid forms of expr, and CORR_* and CORR_S

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)
   FROM product_information
   GROUP BY weight_class;

WEIGHT_CLASS CORR(LIST_PRICE,MIN_PRICE)
------------ --------------------------
           1                  .99914795
           2                 .999022941
           3                 .998484472
           4                 .999359909
           5                 .999536087

Analytic Example

The following example returns the cumulative coefficient of correlation of monthly sales revenues and monthly units sold from the sample tables sh.sales and sh.times for year 1998:

SELECT t.calendar_month_number,
   CORR (SUM(s.amount_sold), SUM(s.quantity_sold))
   OVER (ORDER BY t.calendar_month_number) as CUM_CORR
   FROM sales s, times t
      WHERE s.time_id = t.time_id AND calendar_year = 1998
      GROUP BY t.calendar_month_number
      ORDER BY t.calendar_month_number;

CALENDAR_MONTH_NUMBER   CUM_CORR
--------------------- ----------
                    1
                    2          1
                    3 .994309382
                    4 .852040875
                    5 .846652204
                    6 .871250628
                    7 .910029803
                    8 .917556399
                    9 .920154356
                   10  .86720251
                   11 .844864765
                   12 .903542662

Correlation functions require more than one row on which to operate, so the first row in the preceding example has no value calculated for it.