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corr() ToolkitTimescaleDB Toolkit functions are available under Timescale Community Edition. They are automatically included with Timescale Cloud. Click to learn more.
Toolkit
TimescaleDB Toolkit functions are available under Timescale Community Edition. They are automatically included with Timescale Cloud. Click to learn more.
corr(
summary StatsSummary2D
) RETURNS DOUBLE PRECISION
The correlation coefficient of the least squares fit line computed from a two-dimensional statistical aggregate.
For more information about statistical aggregate functions, see the hyperfunctions documentation.
Required arguments
Name | Type | Description |
---|---|---|
summary | StatsSummary2D | The input StatsSummary from a stats_agg call |
Returns
Name | Type | Description |
---|---|---|
corr | DOUBLE PRECISION | The correlation coefficient of the least squares fit line. |
Sample usage
SELECT
id,
time_bucket('15 min'::interval, ts) AS bucket,
corr(stats_agg(y, x)) AS summary
FROM foo
GROUP BY id, time_bucket('15 min'::interval, ts)
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