SQL。資產類別的計算相關性

Question

我有一個數據庫，包含101個模擬，可以說有5個不同的資產類別返回。

我需要編寫一個查詢來計算5個類別之間的各自相關性。表格將如下所示：

AssetClass_ID |模擬| AssetClass_Value

任何想法？我正在努力爭取接近。

（根據難易我可能最終不得不告訴最終用戶只要下載所有的模擬，並使用內置Excel函數做統計，但我不可能成爲流行這樣做）

Answer 1

好，與一些谷歌和一些工作，我想出了：

SELECT 
     AssetID_1, AssetID_2, 
     ((psum - (sum1 * sum2/n))/sqrt((sum1sq - sum1*sum1/n) * (sum2sq - sum2*sum2/n))) AS [Correlation Coefficient], 
     n 
FROM 
     (SELECT 
       n1.AssetClass_ID AS AssetID_1, 
       n2.AssetClass_ID AS AssetID_2, 
       SUM(n1.RunResults_Value) AS sum1, 
       SUM(n2.RunResults_Value) AS sum2, 
       SUM(n1.RunResults_Value * n1.RunResults_Value) AS sum1sq, 
       SUM(n2.RunResults_Value * n2.RunResults_Value) AS sum2sq, 
       SUM(n1.RunResults_Value * n2.RunResults_Value) AS psum, 
       COUNT(*) AS n 
     FROM 
       dbo.tbl_RunResults AS n1 
       LEFT JOIN dbo.tbl_RunResults AS n2 ON n1.Simulation_ID = n2.Simulation_ID 
     WHERE 

       n1.AssetClass_ID < n2.AssetClass_ID AND 
       n1.series_ID = 2332 AND 
       n2.series_ID = 2332 

    GROUP BY 
     n1.AssetClass_ID, n2.AssetClass_ID) AS step1 
ORDER BY 
     AssetID_1 

答案匹配Excel內置功能到目前爲止，這麼好。