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https://issues.apache.org/jira/browse/PIG-1150?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12869720#action_12869720
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hc busy commented on PIG-1150:
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similarly, there's some code here on numerically stable and distributed
calculation: http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
I mean, while we're at it, why not calculate all central moments?
{code}
centralMoments(x, y)
{code}
returns central moments of x up to y
{code}
centralMoments(x,3)
{code}
will return a tuple containing
(mean, variance, skew)
> VAR() Variance UDF
> ------------------
>
> Key: PIG-1150
> URL: https://issues.apache.org/jira/browse/PIG-1150
> Project: Pig
> Issue Type: New Feature
> Affects Versions: 0.5.0
> Environment: UDF, written in Pig 0.5 contrib/
> Reporter: Russell Jurney
> Assignee: Dmitriy V. Ryaboy
> Fix For: 0.8.0
>
> Attachments: var.patch
>
>
> I've implemented a UDF in Pig 0.5 that implements Algebraic and calculates
> variance in a distributed manner, based on the AVG() builtin. It works by
> calculating the count, sum and sum of squares, as described here:
> http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm
> Is this a worthwhile contribution? Taking the square root of this value
> using the contrib SQRT() function gives Standard Deviation, which is missing
> from Pig.
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