Github user viirya commented on a diff in the pull request: https://github.com/apache/spark/pull/17494#discussion_r110105126 --- Diff: python/pyspark/ml/stat.py --- @@ -71,6 +71,67 @@ def test(dataset, featuresCol, labelCol): return _java2py(sc, javaTestObj.test(*args)) +class Correlation(object): + """ + .. note:: Experimental + + Compute the correlation matrix for the input dataset of Vectors using the specified method. + Methods currently supported: `pearson` (default), `spearman`. + + Notice: For Spearman, a rank correlation, we need to create an RDD[Double] for each column --- End diff -- Ok. Not quite familiar with PyDoc...
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