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https://issues.apache.org/jira/browse/PIG-1150?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12854487#action_12854487
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Dmitriy V. Ryaboy commented on PIG-1150:
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Jay, there may be -- I only glanced at the code here. The real problem is this:
http://planetmath.org/encyclopedia/OnePassAlgorithmToComputeSampleVariance.html
-- you are going to get round-off errors, and possibly overflow errors, using
this approach.
Thanks for reminding me that I promised this, I'll work on open-sourcing our
code.
-Dmitriy
> VAR() Variance UDF
> ------------------
>
> Key: PIG-1150
> URL: https://issues.apache.org/jira/browse/PIG-1150
> Project: Pig
> Issue Type: New Feature
> Affects Versions: 0.5.0
> Environment: UDF, written in Pig 0.5 contrib/
> Reporter: Russell Jurney
> Assignee: Dmitriy V. Ryaboy
> Fix For: 0.8.0
>
> Attachments: var.patch
>
>
> I've implemented a UDF in Pig 0.5 that implements Algebraic and calculates
> variance in a distributed manner, based on the AVG() builtin. It works by
> calculating the count, sum and sum of squares, as described here:
> http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm
> Is this a worthwhile contribution? Taking the square root of this value
> using the contrib SQRT() function gives Standard Deviation, which is missing
> from Pig.
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