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MaxCompute:CORR

Last Updated:Jul 24, 2023

Calculates the Pearson correlation coefficient for two columns of data. This function is an additional function of MaxCompute V2.0.

Syntax

double corr(<col1>, <col2>)

Parameters

col1 and col2: required. The names of the two columns for which the Pearson correlation coefficient is calculated. The value is of the DOUBLE, BIGINT, INT, SMALLINT, TINYINT, FLOAT, or DECIMAL type. Data in the col1 and col2 columns can be of different data types.

Return value

A value of the DOUBLE type is returned. If an input column has a null value in a row, the row is not involved in the calculation.

Sample data

This section provides sample source data and examples for you to understand how to use the functions. In this topic, a table named mf_math_fun_t is created and data is inserted into the table. Sample statements:

create table if not exists mf_math_fun_t(
     int_data     int,
     bigint_data  bigint,
     double_data  double,
     decimal_data decimal,
     float_data   float,
     string_data  string
    );
insert into mf_math_fun_t values
(null, -10, 0.525, 0.525BD, cast(0.525 as float), '10'),
(-20, null, -0.1, -0.1BD, cast(-0.1 as float), '-10'),
(0, -1, null, 20.45BD, cast(-1 as float), '30'),
(-40, 4, 0.89, null, cast(0.89 as float), '-30'),
(5, -50, -1, -1BD, null, '50'),
(-60, 6, 1.5, 1.5BD, cast(1.5 as float), '-50'),
(-1, -70, -7.5, -7.5BD, cast(-7.5 as float),null ),
(-80, 1, -10.2, -10.2BD, cast(-10.2 as float), '-1' ),
(9, -90, 2.58, 2.58BD, cast(2.58 as float), '0'),
(-100, 10, -5.8, -5.8BD, cast(-5.8 as float), '-90');

Query data from the mf_math_fun_t table. Sample statement:

select * from mf_math_fun_t;
-- The following result is returned: 
+------------+-------------+-------------+--------------+------------+-------------+
| int_data   | bigint_data | double_data | decimal_data | float_data | string_data |
+------------+-------------+-------------+--------------+------------+-------------+
| NULL       | -10         | 0.525       | 0.525        | 0.525      | 10          |
| -20        | NULL        | -0.1        | -0.1         | -0.1       | -10         |
| 0          | -1          | NULL        | 20.45        | -1.0       | 30          |
| -40        | 4           | 0.89        | NULL         | 0.89       | -30         |
| 5          | -50         | -1.0        | -1           | NULL       | 50          |
| -60        | 6           | 1.5         | 1.5          | 1.5        | -50         |
| -1         | -70         | -7.5        | -7.5         | -7.5       | NULL        |
| -80        | 1           | -10.2       | -10.2        | -10.2      | -1          |
| 9          | -90         | 2.58        | 2.58         | 2.58       | 0           |
| -100       | 10          | -5.8        | -5.8         | -5.8       | -90         |
+------------+-------------+-------------+--------------+------------+-------------+

Examples

Calculate the Pearson correlation coefficient for the double_data and float_data columns of data based on the Sample data. Sample statement:

select corr(double_data,float_data) from mf_math_fun_t;

The return value is 1.0.

Related functions

CORR is a mathematical function. For more information about functions related to data computing and conversion, see Mathematical functions.