zhengruifeng commented on PR #37845:
URL: https://github.com/apache/spark/pull/37845#issuecomment-1243107196

   @srowen   Existing implementation calls the [`Correlation.corr` 
](https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/ml/stat/Correlation.scala#L67-L75)
 in the ML side, it accepts a vector column, and it can also handle `NaN`.
   
   But Pandas-API-on-Spark uses `null` to internally represent missing values, 
which will cause an error in `Correlation.corr`. Moreover, in order to support 
new parameter and lazy evluation, new scenarios (support 
groupBy/expanding/rolling/corrwith in the future), I think we need a new 
implementation for correlation.
   
   


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