rankCorr

计算等级相关系数。

语法

rankCorr(x, y)

参数

• x — 任意值。Float32 或 Float64。
• y — 任意值。Float32 或 Float64。

返回值

• 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.

类型: Float64。

示例

查询:

SELECT rankCorr(number, number) FROM numbers(100);

结果:

┌─rankCorr(number, number)─┐
│                        1 │
└──────────────────────────┘

查询:

SELECT roundBankers(rankCorr(exp(number), sin(number)), 3) FROM numbers(100);

结果:

┌─roundBankers(rankCorr(exp(number), sin(number)), 3)─┐
│                                              -0.037 │
└─────────────────────────────────────────────────────┘

参见

• 斯皮尔曼等级相关系数Spearman’s rank correlation coefficient