itholic commented on code in PR #37945:
URL: https://github.com/apache/spark/pull/37945#discussion_r975971640
##########
python/pyspark/pandas/series.py:
##########
@@ -3312,16 +3318,25 @@ def autocorr(self, periods: int = 1) -> float:
)
return np.nan if corr is None else corr
- def corr(self, other: "Series", method: str = "pearson") -> float:
+ def corr(
+ self, other: "Series", method: str = "pearson", min_periods:
Optional[int] = None
+ ) -> float:
"""
Compute correlation with `other` Series, excluding missing values.
+ .. versionadded:: 3.3.0
+
Parameters
----------
other : Series
- method : {'pearson', 'spearman'}
+ method : {'pearson', 'spearman', 'kendall'}
* pearson : standard correlation coefficient
* spearman : Spearman rank correlation
+ * kendall : Kendall Tau correlation coefficient
Review Comment:
Maybe we should add `.. versionchanged:: 3.4.0` for mentioning about the
`kendall` ??
```python
method : {'pearson', 'spearman', 'kendall'}
* pearson : standard correlation coefficient
* spearman : Spearman rank correlation
* kendall : Kendall Tau correlation coefficient
.. versionchanged:: 3.4.0
support 'kendall' for method parameter
```
##########
python/pyspark/pandas/tests/test_stats.py:
##########
@@ -258,8 +258,6 @@ def test_skew_kurt_numerical_stability(self):
self.assert_eq(psdf.kurt(), pdf.kurt(), almost=True)
def test_dataframe_corr(self):
- # existing 'test_corr' is mixed by df.corr and ser.corr, will delete
'test_corr'
- # when we have separate tests for df.corr and ser.corr
Review Comment:
Nice!
##########
python/pyspark/pandas/series.py:
##########
@@ -3333,29 +3348,74 @@ def corr(self, other: "Series", method: str =
"pearson") -> float:
... 's2': [.3, .6, .0, .1]})
>>> s1 = df.s1
>>> s2 = df.s2
- >>> s1.corr(s2, method='pearson') # doctest: +ELLIPSIS
- -0.851064...
+ >>> s1.corr(s2, method='pearson')
+ -0.85106...
- >>> s1.corr(s2, method='spearman') # doctest: +ELLIPSIS
- -0.948683...
+ >>> s1.corr(s2, method='spearman')
+ -0.94868...
- Notes
- -----
- There are behavior differences between pandas-on-Spark and pandas.
Review Comment:
Oh, so now we can have the same behavior with pandas ?
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