Github user brkyvz commented on a diff in the pull request:
https://github.com/apache/spark/pull/5858#discussion_r29549773
--- Diff:
sql/core/src/main/scala/org/apache/spark/sql/execution/stat/StatFunctions.scala
---
@@ -23,29 +23,43 @@ import org.apache.spark.sql.types.{DoubleType,
NumericType}
private[sql] object StatFunctions {
+ /** Calculate the Pearson Correlation Coefficient for the given columns
*/
+ private[sql] def pearsonCorrelation(df: DataFrame, cols: Seq[String]):
Double = {
+ val counts = collectStatisticalData(df, cols)
+ counts.Ck / math.sqrt(counts.MkX * counts.MkY)
--- End diff --
It is, isn't it? The n - 1's cancel. I tested with sciPy Pearsonr method.
That's why I have the non trivial (i, sqrt(i)) test.
On May 2, 2015 10:32 AM, "Xiangrui Meng" <notificati...@github.com> wrote:
> In
>
sql/core/src/main/scala/org/apache/spark/sql/execution/stat/StatFunctions.scala
> <https://github.com/apache/spark/pull/5858#discussion_r29549089>:
>
> > @@ -23,29 +23,43 @@ import org.apache.spark.sql.types.{DoubleType,
NumericType}
> >
> > private[sql] object StatFunctions {
> >
> > + /** Calculate the Pearson Correlation Coefficient for the given
columns */
> > + private[sql] def pearsonCorrelation(df: DataFrame, cols:
Seq[String]): Double = {
> > + val counts = collectStatisticalData(df, cols)
> > + counts.Ck / math.sqrt(counts.MkX * counts.MkY)
>
> Should be the sample correlation as well. In the unit tests, please
> provide R commands that compute the correlation and the result, and verify
> that we output the same value.
>
> â
> Reply to this email directly or view it on GitHub
> <https://github.com/apache/spark/pull/5858/files#r29549089>.
>
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