Forum Discussion

Greg_Deckler's avatar
Greg_Deckler
Community Champion
8 years ago

Serious Issue with New Correlation Coefficient Quick Measure

OK, in my opinion, there is a serious deficiency in the new Correlation Coefficient Quick Measure. The issue is that it does not factor in the possibility that there are more rows in, say Y than in X...
General Comment
Greg_Deckler's avatar
Greg_Deckler
Community Champion
8 years ago

I would suggest perhaps this:

 

{X MEASURE} and {Y MEASURE} correlation for {CATEGORY} = 
VAR __CORRELATION_TABLE = FILTER(ADDCOLUMNS(VALUES({CATEGORY}),"__X",CALCULATE({X MEASURE})),"__Y",CALCULATE({Y MEASURE}))), AND (
            NOT ( ISBLANK ( [__X] ) ),
            NOT ( ISBLANK ( [__Y] ) )
        ))
VAR __COUNT =
	COUNTX(
		KEEPFILTERS(__CORRELATION_TABLE),
		[__X]
	)
VAR __SUM_X =
	SUMX(
		KEEPFILTERS(__CORRELATION_TABLE),
		[__X]
	)
VAR __SUM_Y = SUMX(KEEPFILTERS(__CORRELATION_TABLE), [__Y])
VAR __SUM_XY =
	SUMX(
		KEEPFILTERS(__CORRELATION_TABLE),
		[__X] * [__Y] * 1.
	)
VAR __SUM_X2 =
	SUMX(
		KEEPFILTERS(__CORRELATION_TABLE),
		[__X] ^ 2
	)
VAR __SUM_Y2 =
	SUMX(
		KEEPFILTERS(__CORRELATION_TABLE),
		[__Y] ^ 2
	)
RETURN
	DIVIDE(
		__COUNT * __SUM_XY - __SUM_X * __SUM_Y * 1.,
		SQRT(
			(__COUNT * __SUM_X2 - __SUM_X ^ 2)
				* (__COUNT * __SUM_Y2 - __SUM_Y ^ 2)
		)
	)