zhengruifeng opened a new pull request, #37929:
URL: https://github.com/apache/spark/pull/37929
### What changes were proposed in this pull request?
1. extract the computation of `DataFrame.corr` into `correlation.py`, so it
can be reused in `DataFrame.corrwith`/`Groupby.corr`/etc;
2. implement `spearman` and `kendall` in `DataFrame.corrwith`
3. add parameter `axis` in `DataFrame.corrwith`;
### Why are the changes needed?
For API coverage
```
In [1]: import pyspark.pandas as ps
In [2]: df1 = ps.DataFrame({ "A":[1, 5, 7, 8], "X":[5, 8, 4, 3], "C":[10, 4,
9, 3]})
In [3]: df2 = ps.DataFrame({ "A":[5, 3, 6, 4], "B":[11, 2, 4, 3], "C":[4,
3, 8, 5]})
In [4]: ps.set_option("compute.ops_on_diff_frames", True)
In [5]: df1.corrwith(df2, method="kendall").sort_index()
A 0.0
B NaN
C 0.0
X NaN
dtype: float64
In [6]: df1.to_pandas().corrwith(df2.to_pandas(),
method="kendall").sort_index()
/Users/ruifeng.zheng/Dev/spark/python/pyspark/pandas/utils.py:975:
PandasAPIOnSparkAdviceWarning: `to_pandas` loads all data into the driver's
memory. It should only be used if the resulting pandas DataFrame is expected to
be small.
warnings.warn(message, PandasAPIOnSparkAdviceWarning)
/Users/ruifeng.zheng/Dev/spark/python/pyspark/pandas/utils.py:975:
PandasAPIOnSparkAdviceWarning: `to_pandas` loads all data into the driver's
memory. It should only be used if the resulting pandas DataFrame is expected to
be small.
warnings.warn(message, PandasAPIOnSparkAdviceWarning)
Out[6]:
A 0.0
B NaN
C 0.0
X NaN
dtype: float64
In [7]: df1.corrwith(df2.B, method="spearman").sort_index()
Out[7]:
A -0.4
C 0.8
X -0.2
dtype: float64
In [8]: df1.to_pandas().corrwith(df2.B.to_pandas(),
method="spearman").sort_index()
/Users/ruifeng.zheng/Dev/spark/python/pyspark/pandas/utils.py:975:
PandasAPIOnSparkAdviceWarning: `to_pandas` loads all data into the driver's
memory. It should only be used if the resulting pandas DataFrame is expected to
be small.
warnings.warn(message, PandasAPIOnSparkAdviceWarning)
/Users/ruifeng.zheng/Dev/spark/python/pyspark/pandas/utils.py:975:
PandasAPIOnSparkAdviceWarning: `to_pandas` loads all data into the driver's
memory. It should only be used if the resulting pandas Series is expected to be
small.
warnings.warn(message, PandasAPIOnSparkAdviceWarning)
Out[8]:
A -0.4
C 0.8
X -0.2
dtype: float64
```
### Does this PR introduce _any_ user-facing change?
yes, new correlations supported
### How was this patch tested?
added UT
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