Maxim Bolotin created HIVE-3455: ----------------------------------- Summary: 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: 0.9.0, 0.8.0, 0.7.1 Reporter: Maxim Bolotin
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 is automatically generated by JIRA. If you think it was sent incorrectly, please contact your JIRA administrators For more information on JIRA, see: http://www.atlassian.com/software/jira