The builtin corr() aggregate doesn't produce the correct results in some
circumstances. Per the SQL spec, corr(x, y) is defined as equivalent to
covar_pop(x, y) / (stddev_pop(x) * stddev_pop(y)).
postgres=# create table t1 (x float8, y float8);
CREATE TABLE
postgres=# copy t1 from stdin with csv;
0.940839937888086,0.539830380585045
0.84795232815668,0.396385048050433
0.601479615084827,0.899995123967528
0.785623408854008,0.302559469360858
0.829138438683003,0.0211085784249008
0.926528611686081,0.315794581547379
0.25934984581545,0.609216409735382
0.976522764191031,0.877208305988461
\.
postgres=# select corr(x, y) from t1;
corr
-------------------
0.214150892978763
(1 row)
postgres=# select covar_pop(x, y) / (stddev_pop(x) * stddev_pop(y)) from
t1;
?column?
--------------------
-0.214150892978763
(1 row)
With the attached patch, we get the expected results:
postgres=# select corr(x, y) from t1;
corr
--------------------
-0.214150892978763
(1 row)
Credit: Jie Zhang at Greenplum and Gavin Sherry for reporting the issue.
Barring any objections, I'll apply this to HEAD and 8.2 later tonight or
tomorrow.
-Neil
Index: src/backend/utils/adt/float.c
===================================================================
RCS file: /home/neilc/postgres/cvs_root/pgsql/src/backend/utils/adt/float.c,v
retrieving revision 1.150
diff -p -c -r1.150 float.c
*** src/backend/utils/adt/float.c 5 Jun 2007 21:31:06 -0000 1.150
--- src/backend/utils/adt/float.c 19 Sep 2007 00:51:27 -0000
*************** float8_corr(PG_FUNCTION_ARGS)
*** 2274,2281 ****
if (numeratorX <= 0 || numeratorY <= 0)
PG_RETURN_NULL();
! PG_RETURN_FLOAT8(sqrt((numeratorXY * numeratorXY) /
! (numeratorX * numeratorY)));
}
Datum
--- 2274,2280 ----
if (numeratorX <= 0 || numeratorY <= 0)
PG_RETURN_NULL();
! PG_RETURN_FLOAT8(numeratorXY / sqrt(numeratorX * numeratorY));
}
Datum
---------------------------(end of broadcast)---------------------------
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