corr()

Calculate the correlation coefficient from a counter aggregate

Since 1.3.0

Calculate the correlation coefficient from a counter aggregate. The calculation uses a linear least-squares fit, and returns a value between 0.0 and 1.0, from no correlation to the strongest possible correlation.

Samples

Calculate the correlation coefficient to determine the goodness of a linear fit between counter value and time.

SELECT
    id,
    bucket,
    corr(summary)
FROM (
    SELECT
        id,
        time_bucket('15 min'::interval, ts) AS bucket,
        counter_agg(ts, val) AS summary
    FROM foo
    GROUP BY id, time_bucket('15 min'::interval, ts)
) t

Arguments

The syntax is:

corr(
    summary CounterSummary
) RETURNS DOUBLE PRECISION

Name	Type	Default	Required	Description
summary	CounterSummary	-	✔	A counter aggregate created using counter_agg

Returns

Column	Type	Description
corr	DOUBLE PRECISION	The correlation coefficient calculated with time as the independent variable and counter value as the dependent variable.