Statistical and Analytical
Xicor
Incremental correlation calculations in PostgreSQL
The xicor
extension provides support for calculating the Xi correlation coefficient, a robust measure of correlation that works well with non-linear relationships.
Your Nile database arrives with the xicor extension already enabled.
Overview
The xicor extension provides:
- Calculation of Xi correlation coefficient
- Support for incremental correlation updates
- Robust handling of non-linear relationships
- Better detection of dependencies between variables compared to Pearson correlation
Basic Usage
Calculate correlations:
Understanding Xi Correlation
The Xi correlation coefficient has several advantages over traditional correlation measures:
- Robust to Non-linearity:
- Range of Values:
- Returns values between 0 and 1
- 0 indicates no correlation
- 1 indicates perfect correlation (monotonic relationship)
- Interpretation: