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RE: Where are the CORRELATION, VARIANCE, and COVARIANCE functions in IBM i DB2


Based on the links for DB2 LUW, the following should get you what you need.

avgcte as (SELECT AVG(exp1) as avgexp1, AVG(exp2) as avgexp2 FROM table1),
covarcte as (SELECT AVG((exp1 - avgexp1)*(exp2-avgexp2)) as covarvalue FROM
table1, avgcte),
corrcte as (SELECT covarvalue/(STDDEV(exp1)*STDDEV(exp2)) as corrvalue FROM
table1, covarcte)

SELECT * from avgcte, covarcte, corrcte

I can't test this out right now, but it looks like it might work to me.

-Tom Stieger

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