[REQUEST] Stored procedure for dynamic correlation matrix

[tbrownlow]

I've been trying to build a stored procedure in either BigQuery or Snowflake that dynamically creates a correlation table.

I know you can manually create a correlation matrix as seen here, but there's gotta be a way to do it dynamically, right?

I've been trying to use the logic in Felipe Hoffa's dynamic pivot stored procedure to get the logic right but haven't cracked it yet.

Documentation

• Stored Procedures in BigQuery
• Stored Procedures in Snowflake

Any thoughts much appreciated!