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https://issues.apache.org/jira/browse/SPARK-10641?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Xiangrui Meng updated SPARK-10641:
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Attachment: simpler-moments.pdf
I did some calculation offline and got a simpler formula for updating
high-order moments. [~sethah] If you are interested, you can implement
ImperativeAggregate using this formula.
> skewness and kurtosis support
> -----------------------------
>
> Key: SPARK-10641
> URL: https://issues.apache.org/jira/browse/SPARK-10641
> Project: Spark
> Issue Type: Sub-task
> Components: ML, SQL
> Reporter: Jihong MA
> Assignee: Seth Hendrickson
> Attachments: simpler-moments.pdf
>
>
> Implementing skewness and kurtosis support based on following algorithm:
> https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Higher-order_statistics
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