Contents

• pgxicor: XI (ξ) Correlation Coefficient in Postgres
  • Usage
  • Installation
    • Docker

pgxicor: XI (ξ) Correlation Coefficient in Postgres

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

Usage

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;

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:

CREATE EXTENSION pgxicor;

Docker

Get the Docker image with:

docker pull florents/pgxicor:pg17

This adds pgxicor to the Postgres image (replace 17 with your Postgres server version, and run it the same way).

Run the image in a container.

docker run --name pgxicor -p 5432:5432 -e POSTGRES_PASSWORD=pass florents/pgxicor:pg17

Through another terminal, connect to the running server (container).

PGPASSWORD=pass psql -h localhost -p 5432 -U postgres