corr

Calculates the Pearson correlation coefficient:

$$\frac{\Sigma{(x - \bar{x})(y - \bar{y})}}{\sqrt{\Sigma{(x - \bar{x})^2} * \Sigma{(y - \bar{y})^2}}}$$

Note

This function uses a numerically unstable algorithm. If you need numerical stability in calculations, use the corrStable function. It is slower but provides a more accurate result.

Syntax

Arguments

• x — first variable. (U)Int*, Float*, Decimal.
• y — second variable. (U)Int*, Float*, Decimal.

Returned Value

• The Pearson correlation coefficient. Float64.

Example

Query:

Result: