Github user mengxr commented on a diff in the pull request:
https://github.com/apache/spark/pull/5858#discussion_r29549089
--- Diff:
sql/core/src/main/scala/org/apache/spark/sql/execution/stat/StatFunctions.scala
---
@@ -23,29 +23,43 @@ import org.apache.spark.sql.types.{DoubleType,
NumericType}
private[sql] object StatFunctions {
+ /** Calculate the Pearson Correlation Coefficient for the given columns
*/
+ private[sql] def pearsonCorrelation(df: DataFrame, cols: Seq[String]):
Double = {
+ val counts = collectStatisticalData(df, cols)
+ counts.Ck / math.sqrt(counts.MkX * counts.MkY)
--- End diff --
Should be the sample correlation as well. In the unit tests, please provide
R commands that compute the correlation and the result, and verify that we
output the same value.
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