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From "Dmitriy V. Ryaboy (JIRA)" <j...@apache.org>
Subject [jira] Commented: (PIG-1150) VAR() Variance UDF
Date Wed, 07 Apr 2010 13:23:33 GMT

    [ https://issues.apache.org/jira/browse/PIG-1150?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12854487#action_12854487
] 

Dmitriy V. Ryaboy commented on PIG-1150:
----------------------------------------

Jay, there may be -- I only glanced at the code here. The real problem is this: http://planetmath.org/encyclopedia/OnePassAlgorithmToComputeSampleVariance.html
 -- you are going to get round-off errors, and possibly overflow errors, using this approach.

Thanks for reminding me that I promised this, I'll work on open-sourcing our code.

-Dmitriy

> VAR() Variance UDF
> ------------------
>
>                 Key: PIG-1150
>                 URL: https://issues.apache.org/jira/browse/PIG-1150
>             Project: Pig
>          Issue Type: New Feature
>    Affects Versions: 0.5.0
>         Environment: UDF, written in Pig 0.5 contrib/
>            Reporter: Russell Jurney
>            Assignee: Dmitriy V. Ryaboy
>             Fix For: 0.8.0
>
>         Attachments: var.patch
>
>
> I've implemented a UDF in Pig 0.5 that implements Algebraic and calculates variance in
a distributed manner, based on the AVG() builtin.  It works by calculating the count, sum
and sum of squares, as described here: http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm
> Is this a worthwhile contribution?  Taking the square root of this value using the contrib
SQRT() function gives Standard Deviation, which is missing from Pig.

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