rankCorr
Computes a rank correlation coefficient.
Syntax
rankCorr(x, y)
Arguments
Returned value(s)
- Returns a rank correlation coefficient of the ranks of x and y. The value of the correlation coefficient ranges from -1 to +1. If less than two arguments are passed, the function will return an exception. The value close to +1 denotes a high linear relationship, and with an increase of one random variable, the second random variable also increases. The value close to -1 denotes a high linear relationship, and with an increase of one random variable, the second random variable decreases. The value close or equal to 0 denotes no relationship between the two random variables.
Type: Float64.
Example
Query:
SELECT rankCorr(number, number) FROM numbers(100);
Result:
┌─rankCorr(number, number)─┐
│ 1 │
└──────────────────────────┘
Query:
SELECT roundBankers(rankCorr(exp(number), sin(number)), 3) FROM numbers(100);
Result:
┌─roundBankers(rankCorr(exp(number), sin(number)), 3)─┐
│ -0.037 │
└─────────────────────────────────────────────────────┘
See Also