# # Licensed to the Apache Software Foundation (ASF) under one or more # contributor license agreements. See the NOTICE file distributed with # this work for additional information regarding copyright ownership. # The ASF licenses this file to You under the Apache License, Version 2.0 # (the "License"); you may not use this file except in compliance with # the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # """ Python package for statistical functions in MLlib. """ from pyspark.mllib._common import \ _get_unmangled_double_vector_rdd, _get_unmangled_rdd, \ _serialize_double, _serialize_double_vector, \ _deserialize_double, _deserialize_double_matrix class Statistics(object): @staticmethod def corr(x, y=None, method=None): """ Compute the correlation (matrix) for the input RDD(s) using the specified method. Methods currently supported: I{pearson (default), spearman}. If a single RDD of Vectors is passed in, a correlation matrix comparing the columns in the input RDD is returned. Use C{method=} to specify the method to be used for single RDD inout. If two RDDs of floats are passed in, a single float is returned. >>> x = sc.parallelize([1.0, 0.0, -2.0], 2) >>> y = sc.parallelize([4.0, 5.0, 3.0], 2) >>> zeros = sc.parallelize([0.0, 0.0, 0.0], 2) >>> abs(Statistics.corr(x, y) - 0.6546537) < 1e-7 True >>> Statistics.corr(x, y) == Statistics.corr(x, y, "pearson") True >>> Statistics.corr(x, y, "spearman") 0.5 >>> from math import isnan >>> isnan(Statistics.corr(x, zeros)) True >>> from linalg import Vectors >>> rdd = sc.parallelize([Vectors.dense([1, 0, 0, -2]), Vectors.dense([4, 5, 0, 3]), ... Vectors.dense([6, 7, 0, 8]), Vectors.dense([9, 0, 0, 1])]) >>> Statistics.corr(rdd) array([[ 1. , 0.05564149, nan, 0.40047142], [ 0.05564149, 1. , nan, 0.91359586], [ nan, nan, 1. , nan], [ 0.40047142, 0.91359586, nan, 1. ]]) >>> Statistics.corr(rdd, method="spearman") array([[ 1. , 0.10540926, nan, 0.4 ], [ 0.10540926, 1. , nan, 0.9486833 ], [ nan, nan, 1. , nan], [ 0.4 , 0.9486833 , nan, 1. ]]) >>> try: ... Statistics.corr(rdd, "spearman") ... print "Method name as second argument without 'method=' shouldn't be allowed." ... except TypeError: ... pass """ sc = x.ctx # Check inputs to determine whether a single value or a matrix is needed for output. # Since it's legal for users to use the method name as the second argument, we need to # check if y is used to specify the method name instead. if type(y) == str: raise TypeError("Use 'method=' to specify method name.") if not y: try: Xser = _get_unmangled_double_vector_rdd(x) except TypeError: raise TypeError("corr called on a single RDD not consisted of Vectors.") resultMat = sc._jvm.PythonMLLibAPI().corr(Xser._jrdd, method) return _deserialize_double_matrix(resultMat) else: xSer = _get_unmangled_rdd(x, _serialize_double) ySer = _get_unmangled_rdd(y, _serialize_double) result = sc._jvm.PythonMLLibAPI().corr(xSer._jrdd, ySer._jrdd, method) return result def _test(): import doctest from pyspark import SparkContext globs = globals().copy() globs['sc'] = SparkContext('local[4]', 'PythonTest', batchSize=2) (failure_count, test_count) = doctest.testmod(globs=globs, optionflags=doctest.ELLIPSIS) globs['sc'].stop() if failure_count: exit(-1) if __name__ == "__main__": _test()