CORR

Returns the DOUBLE PRECISION coefficient of correlation of a set of expression pairs. CORR eliminates expression pairs where either expression in the pair is NULL. If no rows remain, the function returns NULL.

Syntax

CORR ( expression1, expression2 )

Parameters

expression1 The dependent DOUBLE PRECISION expression
expression2 The independent DOUBLE PRECISION expression

Example

=> SELECT CORR (Annual_salary, Employee_age) FROM employee_dimension;
         CORR
----------------------
 -0.00719153413192422
(1 row)