[jira] [Updated] (HIVE-3455) ANSI CORR(X,Y) is incorrect

["Maxim Bolotin (JIRA)" <ji...@apache.org>]

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

Maxim Bolotin updated HIVE-3455:
--------------------------------

    Fix Version/s: 0.9.0
                   0.10.0
                   0.11.0
           Status: Patch Available  (was: Open)

> 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: 0.11.0, 0.10.0, 0.9.0, 0.8.1, 0.8.0, 0.7.1, 0.12.0, 0.9.1
>            Reporter: Maxim Bolotin
>              Labels: patch
>             Fix For: 0.11.0, 0.10.0, 0.9.0
>
>         Attachments: HIVE3455.corrTest.tar.gz, 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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