zhengruifeng opened a new pull request, #37927:
URL: https://github.com/apache/spark/pull/37927

   ### What changes were proposed in this pull request?
   Fix doc of `DataFrame.corr`, it should be the implementation of `Kendall` in 
PS has the complexity of O(#row * #row), since it apply a cross join (within 
each partition) to compute the statistics
   
   
   ### Why are the changes needed?
   Fix doc of `DataFrame.corr`
   
   
   ### Does this PR introduce _any_ user-facing change?
   yes, doc fixed
   
   ### How was this patch tested?
   manually check


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