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From "Apache Spark (JIRA)" <j...@apache.org>
Subject [jira] [Assigned] (SPARK-7240) Covariance for DataFrames
Date Fri, 01 May 2015 04:16:06 GMT

     [ https://issues.apache.org/jira/browse/SPARK-7240?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Apache Spark reassigned SPARK-7240:
-----------------------------------

    Assignee: Apache Spark  (was: Burak Yavuz)

> Covariance for DataFrames
> -------------------------
>
>                 Key: SPARK-7240
>                 URL: https://issues.apache.org/jira/browse/SPARK-7240
>             Project: Spark
>          Issue Type: Sub-task
>          Components: SQL
>            Reporter: Xiangrui Meng
>            Assignee: Apache Spark
>
> This JIRA is for computing stable covariance between two columns. The method `cov` should
live under `df.stat` (similar to `na`).
> {code}
> df.stat.cov(col1, col2): Double
> {code}
> Stable algorithm: http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Covariance
> UDAF support will be added later. Then users can do
> {code}
> df.groupBy("gender").agg(cov("age", "salary").as("cov_age_salary"))
> {code}



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