SQL。计算资产类别的相关性

Question

我有一个包含101个模拟的数据库，比方说，5个不同的资产类别返回。

我需要编写一个查询来计算5个类中每个类之间的相应相关性。表格如下所示：

AssetClass_ID |模拟| AssetClass_Value

有什么想法吗？我很难接近。

（根据难度，我可能最终不得不告诉最终用户只需下载所有模拟并使用内置的EXCEL功能进行统计，但我不太可能这样做受欢迎）

Answer 1

好的，有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

到目前为止，答案与Excel内置函数相匹配，非常好。