# CORREL Function

Computes the correlation coefficient between two columns. Source values can be of Integer or Decimal type.

The correlation coefficient measures the relationship between two sets of values. You can use it as a measurement for how changes in one value affect changes in the other.

• Values range between -1 (negative correlation) and +1 (positive correlation).

• Negative correlation means that the second number tends to decrease when the first number increases.

• Positive correlation means that the second number tends to increase when the first number increases.

• A correlation coefficient that is close to 0 indicates a weak or non-existent correlation.

Terms...

Relevant terms:

Term

Description

Population

Population statistical functions are computed from all possible values. See https://en.wikipedia.org/wiki/Statistical_population.

Sample

Sample-based statistical functions are computed from a subset or sample of all values. See https://en.wikipedia.org/wiki/Sampling_(statistics).

These function names include SAMP in their name.

Statistical sampling has no relationship to the samples taken within the product. When statistical functions are computed during job execution, they are applied across the entire dataset. Sample method calculations are computed at that time.

Wrangle vs. SQL: This function is part of Wrangle, a proprietary data transformation language. Wrangle is not SQL. For more information, see Wrangle Language.

## Basic Usage

correl(initialInvestment,ROI)

Output: Returns the correlation coefficient between the values in the initialInvestment column and the ROI column.

## Syntax and Arguments

correl(function_col_ref1,<span>function_col_ref2</span>) [group:group_col_ref] [limit:limit_count]

Argument

Required?

Data Type

Description

function_col_ref1

Y

string

Name of column that is the first input to the function

function_col_ref2

Y

string

Name of column that is the second input to the function

For more information on the group and limit parameters, see Pivot Transform.

### function_col_ref1, function_col_ref2

Name of the column the values of which you want to calculate the correlation. Column must contain Integer or Decimal values.

• Literal values are not supported as inputs.

• Multiple columns and wildcards are not supported.

Usage Notes:

Required?

Data Type

Example Value

Yes

String (column reference)

myInputs

## Examples

ヒント

This example illustrates statistical functions that can be applied across two columns of values.

Functions:

Item

Description

CORREL Function

Computes the correlation coefficient between two columns. Source values can be of Integer or Decimal type.

COVAR Function

Computes the covariance between two columns using the population method. Source values can be of Integer or Decimal type.

COVARSAMP Function

Computes the covariance between two columns using the sample method. Source values can be of Integer or Decimal type.

ROUND Function

Rounds input value to the nearest integer. Input can be an Integer, a Decimal, a column reference, or an expression. Optional second argument can be used to specify the number of digits to which to round.

Source:

The following table contains height in inches and weight in pounds for a set of students.

Student

heightIn

weightLbs

1

70

134

2

67

135

3

67

147

4

67

160

5

72

136

6

73

146

7

71

135

8

63

145

9

67

138

10

66

138

11

71

161

12

70

131

13

74

131

14

67

157

15

73

161

16

70

133

17

63

132

18

64

153

19

64

156

20

72

154

Transformation:

You can use the following transformations to calculate the correlation co-efficient, the covariance, and the sampling method covariance between the two data columns:

 Transformation Name New formula Single row formula round(correl(heightIn, weightLbs), 3) 'corrHeightAndWeight'
 Transformation Name New formula Single row formula round(covar(heightIn, weightLbs), 3) 'covarHeightAndWeight'
 Transformation Name New formula Single row formula round(covarsamp(heightIn, weightLbs), 3) 'covarHeightAndWeight-Sample'

Results:

Student

heightIn

weightLbs

covarHeightAndWeight-Sample

covarHeightAndWeight

corrHeightAndWeight

1

70

134

-2.876

-2.732

-0.074

2

67

135

-2.876

-2.732

-0.074

3

67

147

-2.876

-2.732

-0.074

4

67

160

-2.876

-2.732

-0.074

5

72

136

-2.876

-2.732

-0.074

6

73

146

-2.876

-2.732

-0.074

7

71

135

-2.876

-2.732

-0.074

8

63

145

-2.876

-2.732

-0.074

9

67

138

-2.876

-2.732

-0.074

10

66

138

-2.876

-2.732

-0.074

11

71

161

-2.876

-2.732

-0.074

12

70

131

-2.876

-2.732

-0.074

13

74

131

-2.876

-2.732

-0.074

14

67

157

-2.876

-2.732

-0.074

15

73

161

-2.876

-2.732

-0.074

16

70

133

-2.876

-2.732

-0.074

17

63

132

-2.876

-2.732

-0.074

18

64

153

-2.876

-2.732

-0.074

19

64

156

-2.876

-2.732

-0.074

20

72

154

-2.876

-2.732

-0.074