Hi!
One of the clients complained as to why the query for calculating the
correlation coefficient with the CORR function yielded such weird
results. After a little analysis, it was discovered that they were
calculating the correlation coefficient for two sets, one of which is
more or less random and the other of which is simply a set of constant
values (0.09 if that matters). As a result, they were attaining
unexpected results. However, as far as I am aware, they should have
received NULL because it is impossible to calculate the standard
deviation for such a set.
It turns out that for some values, the function does not return NULL.
Here is a reproducing of the problem:
==============================
postgres=# WITH dataset AS (SELECT x, 0.125 AS y FROM generate_series(0, 5) AS x) SELECT corr(x, y) FROM dataset;
corr
------
(1 row)
postgres=# WITH dataset AS (SELECT x, 0.1 AS y FROM generate_series(0, 5) AS x) SELECT corr(x, y) FROM dataset;
corr
--------------------
0.6546536707079771
(1 row)
==============================
I'm not sure how to fix that yet, but the issue is that the Sxx and Syy
variables in the float8_corr function are very close to 0, but not zero,
so we can't return NULL.
-- Best regards,
Maxim Orlov.
