Aggregates Aggregate

corr()

Returns the correlation coefficient for non-null pairs in a group.

Arguments & returns

Aggregate

Overload link	`y`	`x`	Returns
#01	`DOUBLE`	`DOUBLE`	`DOUBLE`

SELECT COVAR_POP(y, x) / (STDDEV_POP(x) * STDDEV_POP(y))
FROM (VALUES
  (10, 10),
  (20, 20),
  (NULL, NULL)
) AS sample("x", "y");

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Engine example with sample data · Run to view results.

Used in larger rewrites 1

These examples use corr as one part of a larger SQL translation.

SELECT CORR(a, b)

In DuckDB

SELECT CASE WHEN ISNAN(CORR(a, b)) THEN NULL ELSE CORR(a, b) END