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53 lines
1.9 KiB
Markdown
53 lines
1.9 KiB
Markdown
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## rankCorr {#agg_function-rankcorr}
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Computes a rank correlation coefficient.
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**Syntax**
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``` sql
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rankCorr(x, y)
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```
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**Parameters**
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- `x` — Arbitrary value. [Float32](../../../sql-reference/data-types/float.md#float32-float64) or [Float64](../../../sql-reference/data-types/float.md#float32-float64).
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- `y` — Arbitrary value. [Float32](../../../sql-reference/data-types/float.md#float32-float64) or [Float64](../../../sql-reference/data-types/float.md#float32-float64).
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**Returned value(s)**
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- 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.
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Type: [Float64](../../../sql-reference/data-types/float.md#float32-float64).
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**Example**
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Query:
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``` sql
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SELECT rankCorr(number, number) FROM numbers(100);
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```
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Result:
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``` text
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┌─rankCorr(number, number)─┐
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│ 1 │
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└──────────────────────────┘
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```
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Query:
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``` sql
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SELECT roundBankers(rankCorr(exp(number), sin(number)), 3) FROM numbers(100);
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```
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Result:
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``` text
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┌─roundBankers(rankCorr(exp(number), sin(number)), 3)─┐
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│ -0.037 │
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└─────────────────────────────────────────────────────┘
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```
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**See Also**
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- [Spearman's rank correlation coefficient](https://en.wikipedia.org/wiki/Spearman%27s_rank_correlation_coefficient)
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