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From "Sean Owen (JIRA)" <j...@apache.org>
Subject [jira] [Resolved] (SPARK-11057) SQL: corr and cov for many columns
Date Sun, 25 Jun 2017 14:09:02 GMT

     [ https://issues.apache.org/jira/browse/SPARK-11057?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Sean Owen resolved SPARK-11057.
-------------------------------
    Resolution: Won't Fix

> SQL: corr and cov for many columns
> ----------------------------------
>
>                 Key: SPARK-11057
>                 URL: https://issues.apache.org/jira/browse/SPARK-11057
>             Project: Spark
>          Issue Type: New Feature
>          Components: SQL
>            Reporter: Narine Kokhlikyan
>
> Hi there,
> As we know R has the option to calculate the correlation and covariance for all columns
of a dataframe or between columns of two dataframes.
> If we look at apache math package we can see that, they have that too. 
> http://commons.apache.org/proper/commons-math/apidocs/org/apache/commons/math3/stat/correlation/PearsonsCorrelation.html#computeCorrelationMatrix%28org.apache.commons.math3.linear.RealMatrix%29
> In case we have as input only one DataFrame:
> ------------------------------------------------------
> for correlation:
> cor[i,j] = cor[j,i]
> and for the main diagonal we can have 1s.
> ---------------------
> for covariance: 
> cov[i,j] = cov[j,i]
> and for main diagonal: we can compute the variance for that specific column:
> See:
> http://commons.apache.org/proper/commons-math/apidocs/org/apache/commons/math3/stat/correlation/Covariance.html#computeCovarianceMatrix%28org.apache.commons.math3.linear.RealMatrix%29
> Let me know what do you think.
> I'm working on this and will make a pull request soon.
> Thanks,
> Narine



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