SPL
Pearson Coefficient of Two Fields
Description
The following SPL query calculates the Pearson coefficient of two fields named x and y.
4 0
index=* | fields x y | eval n=1 | eval xx=x*x | eval xy=x*y | eval yy=y*y | addcoltotals | tail 1 | eval rho_xy=(xy/n-x/n*y/n)/(sqrt(xx/n-(x/n)*(x/n))*sqrt(yy/n-(y/n)*(y/n))) | fields rho_xy
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