Correlation (PQL)

Returns the statistical correlation coefficient across elements in the specified list.

Syntax

Correlation( <List> , <Data Point> , OPTIONAL <Data Point> )

* Click on the function's arguments above for more details on the input values.

Comments
  • List parameter should be a list or set of elements from an existing hierarchy in the model.
  • The first data point or tuple is required. The second is optional. Both are used to describe the values used to generate the correlation. If not supplied, the default measure or the query context will determine this value instead.
  • For details on how to employ and use this function see the semantic calculation overview.
Different Function types
  • This function is like the MDX correlation function; it calculates a correlation across a list of elements in a hierarchy or attribute.
  • To use a simple correlation mathematical operation on a list of numbers, use the Common library function.

Examples

This example returns the correlation of expenses to sales across the product category in the product table/ dimension, using the sample demo model:

Correlation( {AllMembers([products].[Product Category])}, ([measures].[data Expenses]), ([measures].[data Sales]) )

Below, using the sample data of the 4 product categories we can use the above formula to calculate the sample correlation. Looking at the list, the statistical correlation value using sales and expenses is 1.0: