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https://issues.apache.org/jira/browse/HIVE-3455?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13458416#comment-13458416
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Maxim Bolotin commented on HIVE-3455:
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the whole point of the bug is that the MERGE part is wrong, not the MAP, you
can't test it with just inline array, you have to have at least to pieces to
merge in a reducer. please check again the formula in the merge part.
> 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: 0.7.1, 0.8.0, 0.8.1, 0.9.0, 0.10.0
> Reporter: Maxim Bolotin
>
> 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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