Calculates the level Correlation coefficient.
Grammar

rankCorr(x, y)

Param
x — any Value. Float32 or Float64.
y — any Value. Float32 or Float64.

Return value
Returns the rank correlation coefficient for the ranks of x and y. The correlation coefficient ranges from -1 to +1. If fewer than two parameters are passed, the function returns an exception. A value close to +1 indicates a strong linear relationship where as one random variable increases, the second random variable also increases. A value close to -1 indicates a strong linear relationship where as one random variable increases, the second random variable decreases. A value close to or equals to 0 indicates no relationship between the two random variables.
Type: Float64.
Example
Search:

SELECT rankCorr(number, number) FROM numbers(100);

As a result:

┌─rankCorr(number, number)─┐ 
│                        1 │ 
└──────────────────────────┘

Search:

SELECT roundBankers(rankCorr(exp(number), sin(number)), 3) FROM numbers(100);

As a result:

┌─roundBankers(rankCorr(exp(number), sin(number)), 3)─┐ 
│                                              -0.037 │ 
└─────────────────────────────────────────────────────┘

See also
Spearman's rank correlation coefficient Spearman's rank correlation coefficient