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From "Ashutosh Chauhan (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (HIVE-3455) ANSI CORR(X,Y) is incorrect
Date Sat, 08 Dec 2012 23:13:21 GMT

     [ https://issues.apache.org/jira/browse/HIVE-3455?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Ashutosh Chauhan updated HIVE-3455:
-----------------------------------

    Status: Open  (was: Patch Available)

Patch needs a testcase. Maxim / Ed, if you guys are working on this, can you please add a
testcase and update the patch?
                
> 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: 0.9.0, 0.8.1, 0.8.0, 0.7.1, 0.10.0, 0.9.1
>            Reporter: Maxim Bolotin
>              Labels: patch
>         Attachments: my.patch
>
>
> 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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