[jira] [Commented] (SPARK-11057) SQL: corr and cov for many columns

["Narine Kokhlikyan (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/SPARK-11057?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14955376#comment-14955376 ] 

Narine Kokhlikyan commented on SPARK-11057:
-------------------------------------------

I have one short question about the limitations on the maximum number of columns/rows for the output DataFrame.

I've noticed that you have set some limitations for - crossTabulate () -  logWarning("The maximum limit of 1e6 pairs have been collected, ... , Please try reducing the amount of distinct items in your columns.)

Are there any limitation on how large the rows can be in DataFrame?

[~shivaram] [~rxin]


> 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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