ClickHouse/docs/en/sql-reference/aggregate-functions/reference/rankCorr.md

57 lines
2.0 KiB
Markdown
Raw Normal View History

2021-05-27 07:55:24 +00:00
---
sidebar_position: 145
2021-05-27 07:55:24 +00:00
---
2021-05-27 07:37:50 +00:00
# rankCorr {#agg_function-rankcorr}
Computes a rank correlation coefficient.
**Syntax**
``` sql
rankCorr(x, y)
```
**Arguments**
- `x` — Arbitrary value. [Float32](../../../sql-reference/data-types/float.md#float32-float64) or [Float64](../../../sql-reference/data-types/float.md#float32-float64).
- `y` — Arbitrary value. [Float32](../../../sql-reference/data-types/float.md#float32-float64) or [Float64](../../../sql-reference/data-types/float.md#float32-float64).
**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](../../../sql-reference/data-types/float.md#float32-float64).
**Example**
Query:
``` sql
SELECT rankCorr(number, number) FROM numbers(100);
```
Result:
``` text
┌─rankCorr(number, number)─┐
│ 1 │
└──────────────────────────┘
```
Query:
``` sql
SELECT roundBankers(rankCorr(exp(number), sin(number)), 3) FROM numbers(100);
```
Result:
``` text
┌─roundBankers(rankCorr(exp(number), sin(number)), 3)─┐
│ -0.037 │
└─────────────────────────────────────────────────────┘
```
**See Also**
- [Spearman's rank correlation coefficient](https://en.wikipedia.org/wiki/Spearman%27s_rank_correlation_coefficient)