regr_r2 aggregate function

Applies to: check marked yes Databricks SQL check marked yes Databricks Runtime 11.3 LTS and above

Returns the coefficient of determination from values of a group where xExpr and yExpr are NOT NULL.

Syntax 

regr_r2( [ALL | DISTINCT] yExpr, xExpr) [FILTER ( WHERE cond ) ]

This function can also be invoked as a window function using the OVER clause.

Arguments

  • yExpr: A numeric expression, the dependent variable.

  • xExpr: A numeric expression, the independent variable.

  • cond: An optional Boolean expression filtering the rows used for the function.

Returns

A DOUBLE.

Any nulls within the group are ignored. If a group is empty or consists only of nulls, the result is NULL.

If DISTINCT is specified, the average is computed after duplicates are removed.

Examples 

> SELECT regr_r2(y, x) FROM VALUES (1, 2), (2, 3), (2, 3), (null, 4), (4, null) AS T(y, x);
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