As an example, consider the Correlation Calculator Block, which is one of the standard blocks provided with Apama.

The Correlation Calculator Block calculates the correlation coefficient between two streams of data. The calculation can be performed over an unlimited set of data from each stream, or a set limited by number of samples or age of samples. The calculator generates output only if there is at least one suitable sample from each stream.

A correlation coefficient approaching +1.0 shows a strong correlation between the streams, a coefficient close to 0.0 shows little or no correlation between the streams and a coefficient approaching –1.0 shows an inverse correlation between the streams; for example, if one is increasing, the other is decreasing.

The topics below describe the Correlation Calculator block.