Github user HyukjinKwon commented on the issue:

    https://github.com/apache/spark/pull/19782
  
    This is also partly for running Python coverage without extra code change. 
I know a hacky way to run this (see 
https://github.com/apache/spark/pull/19630#issuecomment-345490662 and 
https://github.com/apache/spark/pull/19630#issuecomment-345171997):
    
    Now, we can do, for example, as below:
    
    ```
    pip install coverage
    # Build Spark (http://spark.apache.org/docs/latest/building-spark.html)
    rm python/lib/pyspark.zip
    rm -fr .coverage
    rm -fr coverage_html
    
    echo "spark.python.use.daemon false" >> conf/spark-defaults.conf
    
    echo "
    #!/usr/bin/env bash
    coverage run -p \$@
    " > coverage_python
    chmod 755 coverage_python
    
    # Run actual Python tests
    PATH=`pwd`:$PATH PYSPARK_PYTHON=coverage_python SPARK_TESTING=1 bin/pyspark 
pyspark.sql.tests VectorizedUDFTests 
    
    rm conf/spark-defaults.conf
    
    coverage combine
    coverage html -d coverage_html -i
    open coverage_html
    # Open up index.html in your browser.
    ```


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