Correlation coefficient

The quick measure calculates the Pearson correlation coefficient between two measures within the category. NAME: Correlation coefficient DESCRIPTION: Calculate the Pearson correlation...

Correlation.pbix31 KB

Mathematical

acanepa

Resolver I

8 years ago

Hello Daniil,

Thanks for this, this a great solution for correlation calculations on DAX.

I have tried the calculation with different measures and I will add the following improvement. In the following line, you could get a negative number.

VAR Pearson_Denominator =
    SQRT ( Pearson_Denominator_X * Pearson_Denominator_Y )

I suggest this slight modification to run in all scenarios.

VAR Pearson_Denominator =
    SQRT(ABS( Pearson_Denominator_X * Pearson_Denominator_Y ))

Regards,

Anonymous

Not applicable

8 years ago

Hi acanepa

Good programming practice would suggest avoiding a division by zero, however you need to think like a statistician - which can often be counter intuitive!

You actually want the Pearson Coefficient to "fail" when you divide by zero.

See this post for more info https://stackoverflow.com/questions/38548343/pearson-correlation-fails-for-perfectly-correlated-sets

From a DAX point of view the divide function will tolerate a division by zero.

Regards

Graeme