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slug | sidebar_position |
---|---|
/en/sql-reference/aggregate-functions/reference/corrmatrix | 108 |
corrMatrix
Computes the correlation matrix over N variables.
Syntax
corrMatrix(x[, ...])
Arguments
Returned value
Example
Query:
DROP TABLE IF EXISTS test;
CREATE TABLE test
(
a UInt32,
b Float64,
c Float64,
d Float64
)
ENGINE = Memory;
INSERT INTO test(a, b, c, d) VALUES (1, 5.6, -4.4, 2.6), (2, -9.6, 3, 3.3), (3, -1.3, -4, 1.2), (4, 5.3, 9.7, 2.3), (5, 4.4, 0.037, 1.222), (6, -8.6, -7.8, 2.1233), (7, 5.1, 9.3, 8.1222), (8, 7.9, -3.6, 9.837), (9, -8.2, 0.62, 8.43555), (10, -3, 7.3, 6.762);
SELECT arrayMap(x -> round(x, 3), arrayJoin(corrMatrix(a, b, c, d))) AS corrMatrix
FROM test;
Result:
┌─corrMatrix─────────────┐
1. │ [1,-0.096,0.243,0.746] │
2. │ [-0.096,1,0.173,0.106] │
3. │ [0.243,0.173,1,0.258] │
4. │ [0.746,0.106,0.258,1] │
└────────────────────────┘