CumulativeCorr
Calculates the cumulative correlation coefficient between two columns from the first row up to the current row within a partition.
Category: window
Syntax:
CumulativeCorr([column1], [column2])
Returns: Float
Context Filtering: ✓ Yes
Parameters
| Name | Type | Required | Description |
|---|---|---|---|
column1 |
column |
✓ Yes | The first numeric column for correlation calculation |
column2 |
column |
✓ Yes | The second numeric column for correlation calculation |
Allowed Column Types for column1: INT, FLOAT, DECIMAL, NUMBER
Allowed Column Types for column2: INT, FLOAT, DECIMAL, NUMBER
Validation
- Minimum parameters: 2
- Maximum parameters: 2
Examples
CumulativeCorr([Sales], [Marketing_Spend])
Returns the running correlation between sales and marketing spend from the first row to the current row.
CumulativeCorr([Temperature], [Ice_Cream_Sales])
Calculates cumulative correlation to track how the relationship between temperature and ice cream sales evolves over time.
Related Functions
- Corr - Calculates overall correlation
- MovingCorr - Calculates moving correlation with a window
- CumulativeAvg - Calculates cumulative average