corr()

Calculate the correlation coefficient from a two-dimensional statistical aggregate

Since 1.3.0

Calculate the correlation coefficient from a two-dimensional statistical aggregate. The calculation uses the standard least-squares fitting for linear regression.

corr(
  summary StatsSummary2D
) RETURNS DOUBLE PRECISION

Arguments

Name	Type	Default	Required	Description
summary	StatsSummary2D	-	✔	The statistical aggregate produced by a stats_agg call

Returns

Column	Type	Description
corr	DOUBLE PRECISION	The correlation coefficient of the least-squares fit line

Samples

Calculate the correlation coefficient of independent variable y and dependent variable x for each 15-minute time bucket:

SELECT
  id,
  time_bucket('15 min'::interval, ts) AS bucket,
  corr(stats_agg(y, x)) AS summary
FROM foo
GROUP BY id, time_bucket('15 min'::interval, ts)