Corr_K calculates a rank correlation : Corr_K « Statistical Functions « Oracle PL/SQL Tutorial





SQL>
SQL> -- create demo table
SQL> create table myTable(
  2    id           NUMBER(2),
  3    value        NUMBER(6,2)
  4  )
  5  /

Table created.

SQL>
SQL> -- prepare data
SQL> insert into myTable(ID,  value)values (1,9);

1 row created.

SQL> insert into myTable(ID,  value)values (2,2.11);

1 row created.

SQL> insert into myTable(ID,  value)values (3,3.44);

1 row created.

SQL> insert into myTable(ID,  value)values (4,-4.21);

1 row created.

SQL> insert into myTable(ID,  value)values (5,10);

1 row created.

SQL> insert into myTable(ID,  value)values (6,3);

1 row created.

SQL> insert into myTable(ID,  value)values (7,-5.88);

1 row created.

SQL> insert into myTable(ID,  value)values (8,123.45);

1 row created.

SQL> insert into myTable(ID,  value)values (9,98.23);

1 row created.

SQL> insert into myTable(ID,  value)values (10,938.23);

1 row created.

SQL> insert into myTable(ID,  value)values (11,984.23);

1 row created.

SQL> insert into myTable(ID,  value)values (12,198.23);

1 row created.

SQL> insert into myTable(ID,  value)values (13,928.87);

1 row created.

SQL> insert into myTable(ID,  value)values (14,25.37);

1 row created.

SQL> insert into myTable(ID,  value)values (15,918.3);

1 row created.

SQL> insert into myTable(ID,  value)values (16,9.23);

1 row created.

SQL> insert into myTable(ID,  value)values (17,8.23);

1 row created.

SQL>
SQL> select * from myTable
  2  /

        ID      VALUE
---------- ----------
         1          9
         2       2.11
         3       3.44
         4      -4.21
         5         10
         6          3
         7      -5.88
         8     123.45
         9      98.23
        10     938.23
        11     984.23

        ID      VALUE
---------- ----------
        12     198.23
        13     928.87
        14      25.37
        15      918.3
        16       9.23
        17       8.23

17 rows selected.

SQL>
SQL>
SQL> select CORR_K(value, id, 'COEFFICIENT') from myTable;

CORR_K(VALUE,ID,'COEFFICIENT')
------------------------------
                    .294117647

SQL>
SQL>
SQL>
SQL> -- clean the table
SQL> drop table myTable
  2  /

Table dropped.

SQL>
SQL>










19.3.Corr_K
19.3.1.Corr_K calculates a rank correlation
19.3.2.For significance level of one-sided test: CORR_K(expr1, expr2, 'ONE_SIDED_SIG')
19.3.3.For significance level of two-sided test: CORR_K(expr1, expr2, 'TWO_SIDED_SIG')