Is it possible to calculate a correlation in a MySQL query?


Yes, it is possible to calculate a correlation in a query. To understand the correlation in a query, you need to first create a table. The query to create a table is as follows

mysql> create table correlationDemo
   - > (
   - > value float not null,
   - > value2 float not null
   - > );
Query OK, 0 rows affected (0.62 sec)

Insert some records in the table with the help of insert command. The query is as follows to insert records in the table

mysql> insert into correlationDemo values(1,10);
Query OK, 1 row affected (0.19 sec)
mysql> insert into correlationDemo values(2,4);
Query OK, 1 row affected (0.16 sec)
mysql> insert into correlationDemo values(3,5);
Query OK, 1 row affected (0.14 sec)
mysql> insert into correlationDemo values(6,17);
Query OK, 1 row affected (0.16 sec)

Display all records from the table using select statement.

The query is as follows

mysql> select *from correlationDemo;

The following is the output

+-------+--------+
| value | value2 |
+-------+--------+
|     1 | 10     |
|     2 | 4      |
|     3 | 5      |
|     6 | 17     |
+-------+--------+
4 rows in set (0.03 sec)

Now here is the simple correlation in a query

mysql> select @firstValue:=avg(value),
   - > @secondValue:=avg(value2),
   - > @division:=(stddev_samp(value) * stddev_samp(value2)) from correlationDemo;

The following is the output

+-------------------------+---------------------------+-------------------------------------------------------+
| @firstValue:=avg(value) | @secondValue:=avg(value2) | @division:=(stddev_samp(value) *stddev_samp(value2))  |
+-------------------------+---------------------------+-------------------------------------------------------+
| 3                       | 9                         | 12.84090685617215                                     |
+-------------------------+---------------------------+-------------------------------------------------------+
1 row in set (0.00 sec)

Here is the calculation of the above correlation query

mysql> select sum( ( value - @firstValue ) * (value2 - @secondValue) ) / ((count(value) -1) *
@division) from
   - > correlationDemo;

The following is the output

+--------------------------------------------------------------------------------------------+
| sum( ( value - @firstValue ) * (value2 - @secondValue) ) / ((count(value) -1) * @division) |
+--------------------------------------------------------------------------------------------+
| 0.7008850777290727                                                                         |
+--------------------------------------------------------------------------------------------+
1 row in set (0.00 sec)

Updated on: 30-Jul-2019

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