https://github.com/florents-tselai/pgxicor
XI (ξ) Correlation Coefficient in Postgres
https://github.com/florents-tselai/pgxicor
aggregate correlation sql statistics
Last synced: about 1 year ago
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XI (ξ) Correlation Coefficient in Postgres
- Host: GitHub
- URL: https://github.com/florents-tselai/pgxicor
- Owner: Florents-Tselai
- License: gpl-3.0
- Created: 2025-01-30T11:36:45.000Z (over 1 year ago)
- Default Branch: main
- Last Pushed: 2025-02-18T10:17:51.000Z (over 1 year ago)
- Last Synced: 2025-04-11T23:43:45.264Z (about 1 year ago)
- Topics: aggregate, correlation, sql, statistics
- Language: C
- Homepage: https://tselai.com/pgxicor
- Size: 33.2 KB
- Stars: 5
- Watchers: 2
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# pgxicor: XI (ξ) Correlation Coefficient in Postgres
[](https://github.com/Florents-Tselai/pgxicor/actions/workflows/build.yml)
**pgxicor** is a Postgres extension that exposes a `SELECT xicor(X, Y)` aggregate function.
XI can detect functional relationships between X and Y.
You can use it as a more powerful alternative to standard `corr(X, Y)` which works best on linear relationships only.
For more information on XI, see the original paper.
[A New Coefficient of Correlation S. Chatterjee 2020](https://gwern.net/doc/statistics/order/2020-chatterjee.pdf)
## Usage
```tsql
CREATE TABLE xicor_test (x float8, y float8);
INSERT INTO xicor_test (x, y)
VALUES
(1.0, 2.0),
(2.5, 3.5),
(3.0, 4.0),
(4.5, 5.5),
(5.0, 6.0);
-- Query to calculate the Xi correlation using the aggregate function
SELECT xicor(x, y) FROM xicor_test;
```
If your data contains ties and you want 100% reproducible results, you should also set the following.
```sql
SET xicor.ties = true;
SET xicor.seed = 42;
```
> [!TIP]
> If you're interested in this, also check out
> [vasco](https://github.com/Florents-Tselai/vasco); another similar extension based on the Maximal Information Coefficient (MIC).
> A standalone C implementation of ξ is also available [libxicor](https://github.com/Florents-Tselai/libxicor).
## Installation
```
cd /tmp
git clone https://github.com/Florents-Tselai/pgxicor.git
cd pgxicor
make
make install # may need sudo
```
After the installation, in a session:
```tsql
CREATE EXTENSION xicor;
```
### Docker
Get the [Docker image](https://hub.docker.com/r/florents/pgxicor) with:
```sh
docker pull florents/pgxicor:pg17
```
This adds pgxicor to the [Postgres image](https://hub.docker.com/_/postgres) (replace `17` with your Postgres server version, and run it the same way).
Run the image in a container.
```sh
docker run --name pgxicor -p 5432:5432 -e POSTGRES_PASSWORD=pass florents/pgxicor:pg17
```
Through another terminal, connect to the running server (container).
```sh
PGPASSWORD=pass psql -h localhost -p 5432 -U postgres
```
### PGXN
Install from the [PostgreSQL Extension Network](https://pgxn.org/dist/pgxicor) with:
```sh
pgxn install pgxicor
```