{"action":"created","comment":{"url":"https://api.github.com/repos/apache/spark/pulls/comments/29557544","id":29557544,"diff_hunk":"@@ -23,29 +23,43 @@ import org.apache.spark.sql.types.{DoubleType, NumericType}\n \n private[sql] object StatFunctions {\n   \n+  /** Calculate the Pearson Correlation Coefficient for the given columns */\n+  private[sql] def pearsonCorrelation(df: DataFrame, cols: Seq[String]): Double = {\n+    val counts = collectStatisticalData(df, cols)\n+    counts.Ck / math.sqrt(counts.MkX * counts.MkY)\n+  }\n+\n   /** Helper class to simplify tracking and merging counts. */\n   private class CovarianceCounter extends Serializable {\n-    var xAvg = 0.0\n-    var yAvg = 0.0\n-    var Ck = 0.0\n-    var count = 0L\n+    var xAvg = 0.0 // the mean of all examples seen so far in col1\n+    var yAvg = 0.0 // the mean of all examples seen so far in col2\n+    var Ck = 0.0 // the co-moment after k examples\n+    var MkX = 0.0 // sum of squares of differences from the (current) mean for col1\n+    var MkY = 0.0 // sum of squares of differences from the (current) mean for col1\n+    var count = 0L // count of observed examples\n     // add an example to the calculation\n     def add(x: Double, y: Double): this.type = {\n-      val oldX = xAvg\n+      val deltaX = x - xAvg\n+      val deltaY = y - yAvg\n       count += 1\n-      xAvg += (x - xAvg) / count\n-      yAvg += (y - yAvg) / count\n-      Ck += (y - yAvg) * (x - oldX)\n+      xAvg += deltaX / count\n+      yAvg += deltaY / count\n+      Ck += deltaX * (y - yAvg)\n+      MkX += deltaX * (x - xAvg)","path":"sql/core/src/main/scala/org/apache/spark/sql/execution/stat/StatFunctions.scala","position":34,"original_position":34,"commit_id":"d10babb3c52a10bac0aacace97cc06cba3c2a501","original_commit_id":"d10babb3c52a10bac0aacace97cc06cba3c2a501","user":{"login":"brkyvz","id":5243515,"avatar_url":"https://avatars.githubusercontent.com/u/5243515?v=3","gravatar_id":"","url":"https://api.github.com/users/brkyvz","html_url":"https://github.com/brkyvz","followers_url":"https://api.github.com/users/brkyvz/followers","following_url":"https://api.github.com/users/brkyvz/following{/other_user}","gists_url":"https://api.github.com/users/brkyvz/gists{/gist_id}","starred_url":"https://api.github.com/users/brkyvz/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/brkyvz/subscriptions","organizations_url":"https://api.github.com/users/brkyvz/orgs","repos_url":"https://api.github.com/users/brkyvz/repos","events_url":"https://api.github.com/users/brkyvz/events{/privacy}","received_events_url":"https://api.github.com/users/brkyvz/received_events","type":"User","site_admin":false},"body":"Same here","created_at":"2015-05-03T16:29:18Z","updated_at":"2015-05-03T16:29:18Z","html_url":"https://github.com/apache/spark/pull/5858#discussion_r29557544","pull_request_url":"https://api.github.com/repos/apache/spark/pulls/5858","_links":{"self":{"href":"https://api.github.com/repos/apache/spark/pulls/comments/29557544"},"html":{"href":"https://github.com/apache/spark/pull/5858#discussion_r29557544"},"pull_request":{"href":"https://api.github.com/repos/apache/spark/pulls/5858"}}},"pull_request":{"url":"https://api.github.com/repos/apache/spark/pulls/5858","id":34579671,"html_url":"https://github.com/apache/spark/pull/5858","diff_url":"https://github.com/apache/spark/pull/5858.diff","patch_url":"https://github.com/apache/spark/pull/5858.patch","issue_url":"https://api.github.com/repos/apache/spark/issues/5858","number":5858,"state":"open","locked":false,"title":"[SPARK-7241] Pearson correlation for DataFrames","user":{"login":"brkyvz","id":5243515,"avatar_url":"https://avatars.githubusercontent.com/u/5243515?v=3","gravatar_id":"","url":"https://api.github.com/users/brkyvz","html_url":"https://github.com/brkyvz","followers_url":"https://api.github.com/users/brkyvz/followers","following_url":"https://api.github.com/users/brkyvz/following{/other_user}","gists_url":"https://api.github.com/users/brkyvz/gists{/gist_id}","starred_url":"https://api.github.com/users/brkyvz/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/brkyvz/subscriptions","organizations_url":"https://api.github.com/users/brkyvz/orgs","repos_url":"https://api.github.com/users/brkyvz/repos","events_url":"https://api.github.com/users/brkyvz/events{/privacy}","received_events_url":"https://api.github.com/users/brkyvz/received_events","type":"User","site_admin":false},"body":"submitting this PR from a phone, excuse the brevity.\r\nadds Pearson correlation to Dataframes, reusing the covariance calculation code\r\n\r\ncc @mengxr @rxin ","created_at":"2015-05-02T02:34:14Z","updated_at":"2015-05-03T16:29:18Z","closed_at":null,"merged_at":null,"merge_commit_sha":"6128bcff66aa69d0f78523069a898db4319b75c2","assignee":null,"milestone":null,"commits_url":"https://api.github.com/repos/apache/spark/pulls/5858/commits","review_comments_url":"https://api.github.com/repos/apache/spark/pulls/5858/comments","review_comment_url":"https://api.github.com/repos/apache/spark/pulls/comments{/number}","comments_url":"https://api.github.com/repos/apache/spark/issues/5858/comments","statuses_url":"https://api.github.com/repos/apache/spark/statuses/d10babb3c52a10bac0aacace97cc06cba3c2a501","head":{"label":"brkyvz:df-corr","ref":"df-corr","sha":"d10babb3c52a10bac0aacace97cc06cba3c2a501","user":{"login":"brkyvz","id":5243515,"avatar_url":"https://avatars.githubusercontent.com/u/5243515?v=3","gravatar_id":"","url":"https://api.github.com/users/brkyvz","html_url":"https://github.com/brkyvz","followers_url":"https://api.github.com/users/brkyvz/followers","following_url":"https://api.github.com/users/brkyvz/following{/other_user}","gists_url":"https://api.github.com/users/brkyvz/gists{/gist_id}","starred_url":"https://api.github.com/users/brkyvz/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/brkyvz/subscriptions","organizations_url":"https://api.github.com/users/brkyvz/orgs","repos_url":"https://api.github.com/users/brkyvz/repos","events_url":"https://api.github.com/users/brkyvz/events{/privacy}","received_events_url":"https://api.github.com/users/brkyvz/received_events","type":"User","site_admin":false},"repo":{"id":21919521,"name":"spark","full_name":"brkyvz/spark","owner":{"login":"brkyvz","id":5243515,"avatar_url":"https://avatars.githubusercontent.com/u/5243515?v=3","gravatar_id":"","url":"https://api.github.com/users/brkyvz","html_url":"https://github.com/brkyvz","followers_url":"https://api.github.com/users/brkyvz/followers","following_url":"https://api.github.com/users/brkyvz/following{/other_user}","gists_url":"https://api.github.com/users/brkyvz/gists{/gist_id}","starred_url":"https://api.github.com/users/brkyvz/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/brkyvz/subscriptions","organizations_url":"https://api.github.com/users/brkyvz/orgs","repos_url":"https://api.github.com/users/brkyvz/repos","events_url":"https://api.github.com/users/brkyvz/events{/privacy}","received_events_url":"https://api.github.com/users/brkyvz/received_events","type":"User","site_admin":false},"private":false,"html_url":"https://github.com/brkyvz/spark","description":"Mirror 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