srowen commented on PR #37845:
URL: https://github.com/apache/spark/pull/37845#issuecomment-1243109985

   Where data is missing, the correlation is really just undefined. Why not 
return NaN? this is mixing in some arbitrary logic to skip some data, I don't 
see the point of that. If the caller wants to do that, the caller can just do 
that first.


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