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corr

The corr() aggregate function calculates the Pearson correlation coefficient between two sets of number pairs. This function measures the linear relationship between two variables, providing a value between -1 and 1.

Syntax

The syntax for this function is:

CORR(y, x)

Parameters

  • y: Variable being predicted.

  • x: Variable used for prediction.

Examples

The following example uses a simplified version of the film table from the Pagila database, containing only the title, length and rating columns. The complete schema for the film table can be found on the Pagila database website.

DROP TABLE IF EXISTS film;
CREATE TABLE film (
  title text NOT NULL,
  length int,
  rating int
);
INSERT INTO film(title, length, rating) VALUES
  ('ATTRACTION NEWTON', 83, 5),
  ('CHRISTMAS MOONSHINE', 150, 7),
  ('DANGEROUS UPTOWN', 121, 4),
  ('KILL BROTHERHOOD', 54, 3),
  ('HALLOWEEN NUTS', 47, 5),
  ('HOURS RAGE', 122, 7),
  ('PIANIST OUTFIELD', 136, 7),
  ('PICKUP DRIVING', 77, 3),
  ('INDEPENDENCE HOTEL', 157, 7),
  ('PRIVATE DROP', 106, 4),
  ('SAINTS BRIDE', 125, 3),
  ('FOREVER CANDIDATE', 131, 7),
  ('MILLION ACE', 142, 5),
  ('SLEEPY JAPANESE', 137, 4),
  ('WRATH MILE', 176, 7),
  ('YOUTH KICK', 179, 7),
  ('CLOCKWORK PARADISE', 143, 5);

The following query uses the corr() function to calculate the correlation between film length and rating:

SELECT
  CORR(length, rating) AS CorrelationCoefficient
FROM film;

The query returns:

 correlationcoefficient
------------------------
     0.6190587870867634
(1 row)