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Navis updated HIVE-3455: ------------------------ Status: Patch Available (was: Open) > ANSI CORR(X,Y) is incorrect > --------------------------- > > Key: HIVE-3455 > URL: https://issues.apache.org/jira/browse/HIVE-3455 > Project: Hive > Issue Type: Bug > Components: UDF > Affects Versions: 0.12.0, 0.11.0, 0.10.0, 0.9.0, 0.8.1, 0.8.0, 0.7.1, 0.9.1 > Reporter: Maxim Bolotin > Labels: patch > Attachments: HIVE-3455.1.patch.txt, HIVE3455.corrTest.tar.gz, my.patch > > > A simple test with 2 collinear vectors returns a wrong result. > The problem is the merge of variances, file: > http://svn.apache.org/viewvc/hive/trunk/ql/src/java/org/apache/hadoop/hive/ql/udf/generic/GenericUDAFCorrelation.java?revision=1157222&view=markup > lines: > 347: myagg.xvar += xvarB + (xavgA - xavgB) * (xavgA - xavgB) * myagg.count; > 348: myagg.yvar += yvarB + (yavgA - yavgB) * (yavgA - yavgB) * myagg.count; > the correct merge should be like this: > 347: myagg.xvar += xvarB + (xavgA - xavgB) * (xavgA - xavgB) / myagg.count * > nA * nB; > 348: myagg.yvar += yvarB + (yavgA - yavgB) * (yavgA - yavgB) / myagg.count * > nA * nB; -- This message was sent by Atlassian JIRA (v6.1#6144)