Pearson correlation coefficient in DAX

Examples of scatter diagrams with different values of correlation coefficient (ρ)

If you had tried calculating the Pearson correlation coefficient (PCC) in DAX, you would have likely read Gerhard Brueckl’s excellent blog post. If you haven’t, I encourage you to read it, as it contains a high-level overview of what PCC is. In this article I am showing how the same calculation can be done more efficiently using the new DAX functions, which are available starting with Power Pivot in Excel 2016, Power BI Desktop, SQL Server 2016 Analysis Services, and Azure Analysis Services. Continue reading “Pearson correlation coefficient in DAX”