rankCorr

Introduced in: v20.9.0 Computes a rank correlation coefficient. 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. See Also

Spearman’s rank correlation coefficient

Syntax

rankCorr(x, y)

Arguments

x — Arbitrary value. Float*
y — Arbitrary value. Float*

Returned value Returns a rank correlation coefficient of the ranks of x and y. The value ranges from -1 to +1. Float64 Examples Perfect correlation

Query

SELECT rankCorr(number, number) FROM numbers(100);

Response

┌─rankCorr(number, number)─┐
│                        1 │
└──────────────────────────┘

Non-linear relationship

Query

SELECT roundBankers(rankCorr(exp(number), sin(number)), 3) FROM numbers(100);

Response

┌─roundBankers(rankCorr(exp(number), sin(number)), 3)─┐
│                                              -0.037 │
└─────────────────────────────────────────────────────┘

See Also

Spearman’s rank correlation coefficient

​rankCorr

rankCorr