Github user NarineK commented on a diff in the pull request:
https://github.com/apache/spark/pull/9366#discussion_r44926444
--- Diff:
sql/core/src/main/scala/org/apache/spark/sql/execution/stat/StatFunctions.scala
---
@@ -33,6 +34,31 @@ private[sql] object StatFunctions extends Logging {
counts.Ck / math.sqrt(counts.MkX * counts.MkY)
}
+ /** Calculate the Pearson Correlation matrix for given DataFrame */
+ private[sql] def pearsonCorrelation(df: DataFrame): DataFrame = {
+ val fieldNames = df.schema.fieldNames
+ val dfStructAttrs = ArrayBuffer[AttributeReference](
+ AttributeReference("FieldName", StringType, true)())
+ val rows = fieldNames.map{fname => val countsRow = new
GenericMutableRow(fieldNames.length + 1)
+ countsRow.update(0, UTF8String.fromString(fname))
+ countsRow
+ }.toSeq
+ // generates field types of the output DataFrame
+ for(field <- fieldNames) dfStructAttrs += AttributeReference(field,
DoubleType, true)()
+
+ // fills the correlation matrix by computing column-by-column
correlations
+ for (i <- 0 to fieldNames.length - 1){
+ for (j <- 0 to i){
+ val corr = pearsonCorrelation(df, Seq(fieldNames(i),
fieldNames(j)))
--- End diff --
I'm not sure if showing null is valid. If not numeric then not showing
anything, I think so ....
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