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https://issues.apache.org/jira/browse/SPARK-10645?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14994293#comment-14994293
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Xiangrui Meng commented on SPARK-10645:
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Hi [~acs_s],
Spearman's correlation was already implemented in MLlib:
https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/mllib/stat/correlation/SpearmanCorrelation.scala.
You are right that it is hard to implement it as a UDAF. We should consider
other approaches.
> Bivariate Statistics: Spearman's Correlation support as UDAF
> ------------------------------------------------------------
>
> Key: SPARK-10645
> URL: https://issues.apache.org/jira/browse/SPARK-10645
> Project: Spark
> Issue Type: Sub-task
> Components: ML, SQL
> Reporter: Jihong MA
>
> Spearman's rank correlation coefficient :
> https://en.wikipedia.org/wiki/Spearman%27s_rank_correlation_coefficient
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