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From "Edward Capriolo (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (HIVE-3455) ANSI CORR(X,Y) is incorrect
Date Wed, 19 Sep 2012 05:15:07 GMT

    [ https://issues.apache.org/jira/browse/HIVE-3455?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13458414#comment-13458414
] 

Edward Capriolo commented on HIVE-3455:
---------------------------------------

I think your data file must be in error.

{noformat}
FROM (

select inline ( array( struct(1,2), struct(2,4), struct(3,6) ) ) as (x,y) from dummy limit
3

) b select corr(b.x,b.y) 

OK
0.9999999999999999
Time taken: 9.436 seconds

{noformat}

and 

{noformat}
hive> FROM (
    > 
    > select inline ( array( struct(1,3), struct(2,2), struct(3,1) ) ) as (x,y) from dummy
limit 3
    > 
    > ) b select corr(b.x,b.y) ;

Mapred Local Task Succeeded . Convert the Join into MapJoin
OK
-0.9999999999999999
Time taken: 10.842 seconds

{noformat}

Looks good compared to. http://my.safaribooksonline.com/book/databases/sql/9780596155322/ansi-sql-aggregate-functions/id3490390

Please re-open if I am wrong.
                
> ANSI CORR(X,Y) is incorrect
> ---------------------------
>
>                 Key: HIVE-3455
>                 URL: https://issues.apache.org/jira/browse/HIVE-3455
>             Project: Hive
>          Issue Type: Bug
>          Components: UDF
>    Affects Versions: 0.7.1, 0.8.0, 0.8.1, 0.9.0, 0.10.0
>            Reporter: Maxim Bolotin
>
> A simple test with 2 collinear vectors returns a wrong result.
> The problem is the merge of variances, file:
> http://svn.apache.org/viewvc/hive/trunk/ql/src/java/org/apache/hadoop/hive/ql/udf/generic/GenericUDAFCorrelation.java?revision=1157222&view=markup
> lines:
> 347: myagg.xvar += xvarB + (xavgA-xavgB) * (xavgA-xavgB) * myagg.count;
> 348: myagg.yvar += yvarB + (yavgA-yavgB) * (yavgA-yavgB) * myagg.count;
> the correct merge should be like this:
> 347: myagg.xvar += xvarB+(xavgA - xavgB)*(xavgA-xavgB)/myagg.count*nA*nB;
> 348: myagg.yvar += yvarB+(yavgA - yavgB)*(yavgA-yavgB)/myagg.count*nA*nB;

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