CORRELATION

The CORRELATION function returns the coefficient of the correlation of a set of number pairs.


>>-CORRELATION(expression-1,expression-2)----------------------><

The schema is SYSIBM.

The argument values must each be the value of any built-in numeric data type.

If an argument is DECFLOAT(n), the result of the function is DECFLOAT(34). Otherwise, the result of the function is double precision floating-point. The result is between -1 and 1. The result can be null.

The function is applied to the set of (expression-1, expression-2) pairs derived from the argument values by the elimination of all pairs for which either expression-1 or expression-2 is null.

If the function is applied to an empty set, or if either STDDEV(expression-1) or STDDEV(expression-2) is equal to zero, the result is a null value. Otherwise, the result is the correlation coefficient for the value pairs in the set. The result is equivalent to the following expression:

COVARIANCE(expression-1,expression-2)/
  (STDDEV(expression-1)* STDDEV(expression-2))

The order in which the values are aggregated is undefined, but every intermediate result must be within the range of the result data type.

CORR can be specified as a synonym for CORRELATION.

Example: Using sample table DSN8A10.EMP, set the host variable :corrln (double-precision floating point) to the correlation between the salary and the bonus for those employees in department (WORKDEPT) 'A00'.

   SELECT CORRELATION(SALARY, BONUS) INTO :corrln 
       FROM DSN8A10.EMP WHERE WORKDEPT = 'A00';

:corrln is set to approximately 9.99853953399538E-001.