[SPARK-11567] [PYTHON] Add Python API for corr Aggregate function

like `df.agg(corr("col1", "col2")`

davies

Author: felixcheung <[email protected]>

Closes apache#9536 from felixcheung/pyfunc.

python/pyspark/sql/functions.py

@@ -255,6 +255,22 @@ def coalesce(*cols):
     return Column(jc)
 
 
+@since(1.6)
+def corr(col1, col2):
+    """Returns a new :class:`Column` for the Pearson Correlation Coefficient for ``col1``
+    and ``col2``.
+
+    >>> a = [x * x - 2 * x + 3.5 for x in range(20)]
+    >>> b = range(20)
+    >>> corrDf = sqlContext.createDataFrame(zip(a, b))
+    >>> corrDf = corrDf.agg(corr(corrDf._1, corrDf._2).alias('c'))
+    >>> corrDf.selectExpr('abs(c - 0.9572339139475857) < 1e-16 as t').collect()
+    [Row(t=True)]
+    """
+    sc = SparkContext._active_spark_context
+    return Column(sc._jvm.functions.corr(_to_java_column(col1), _to_java_column(col2)))
+
+
 @since(1.3)
 def countDistinct(col, *cols):
     """Returns a new :class:`Column` for distinct count of ``col`` or ``cols``.