Correlation

Description

Calculates the correlation between two columns

pl$corr(a, b, method = "pearson", ddof = 1, propagate_nans = FALSE)

`a`	One column name or Expr or anything convertible Into via `pl$col()`.
`b`	Another column name or Expr or anything convertible Into via `pl$col()`.
`method`	str One of ‘pearson’ or ‘spearman’
`ddof`	integer Delta Degrees of Freedom: the divisor used in the calculation is N - ddof, where N represents the number of elements. By default ddof is 1.
`propagate_nans`	bool Used only when calculating the spearman rank correlation. If `True` any `NaN` encountered will lead to `NaN` in the output. Defaults to `False` where `NaN` are regarded as larger than any finite number and thus lead to the highest rank.

Expr for the computed correlation

library(polars)

lf = pl$LazyFrame(data.frame(a = c(1, 8, 3), b = c(4, 5, 2)))
lf$select(pl$corr("a", "b", method = "spearman"))$collect()

#> shape: (1, 1)
#> ┌─────┐
#> │ a   │
#> │ --- │
#> │ f64 │
#> ╞═════╡
#> │ 0.5 │
#> └─────┘