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

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corr

Syntax: corr(x, y)

Calculates the Pearson correlation coefficient: Σ((x - x̅)(y - y̅)) / sqrt(Σ((x - x̅)^2) * Σ((y - y̅)^2)).

:::note This function uses a numerically unstable algorithm. If you need numerical stability in calculations, use the corrStable function. It works slower but provides a lower computational error. :::