In Tableau the CORR() is an aggregate function
(and the WINDOW_CORR() is her Table Calc cousin),
which takes the two vectors as an input
and produce a single vector as an output
(and using only the Pearson to calculate).
Hope it helps understanding.
Thanks for the reply. But I wanted to ask is it not possible if I could somehow do it in the Calculated field. Since it does not support any kind of loop so is there any other alternative way? In which I could calculate the correlation of one Measure with all other Measure?
You're right, there's no looping calc logic in Tableau,
so one outta brute force via some data transformations.
I could imagine the Un-Pivot of all Measures
into the two columns (Names & Values),
then do Self-Join ON the [Row ID] column
(you have to have one in the datasource)
to get all Measures combinations.
Then a matrix view would be just a click away.