# Basic Statistics

2020-01-21


## Correlation

Calculating the correlation between two series of data is a common operation in Statistics. In spark.ml we provide the flexibility to calculate pairwise correlations among many series. The supported correlation methods are currently Pearson's and Spearman's correlation.

[Correlation](api/scala/index.html#org.apache.spark.ml.stat.Correlation$) computes the correlation matrix for the input Dataset of Vectors using the specified method. The output will be a DataFrame that contains the correlation matrix of the column of vectors. {% include_example scala/org/apache/spark/examples/ml/CorrelationExample.scala %} [Correlation](api/java/org/apache/spark/ml/stat/Correlation.html) computes the correlation matrix for the input Dataset of Vectors using the specified method. The output will be a DataFrame that contains the correlation matrix of the column of vectors. {% include_example java/org/apache/spark/examples/ml/JavaCorrelationExample.java %} [Correlation](api/python/pyspark.ml.html#pyspark.ml.stat.Correlation$) computes the correlation matrix for the input Dataset of Vectors using the specified method. The output will be a DataFrame that contains the correlation matrix of the column of vectors. {% include_example python/ml/correlation_example.py %}

## Hypothesis testing

Hypothesis testing is a powerful tool in statistics to determine whether a result is statistically significant, whether this result occurred by chance or not. spark.ml currently supports Pearson's Chi-squared ( $\chi^2$) tests for independence.

ChiSquareTest conducts Pearson's independence test for every feature against the label. For each feature, the (feature, label) pairs are converted into a contingency matrix for which the Chi-squared statistic is computed. All label and feature values must be categorical.

Refer to the [ChiSquareTest Scala docs](api/scala/index.html#org.apache.spark.ml.stat.ChiSquareTest$) for details on the API. {% include_example scala/org/apache/spark/examples/ml/ChiSquareTestExample.scala %} Refer to the [ChiSquareTest Java docs](api/java/org/apache/spark/ml/stat/ChiSquareTest.html) for details on the API. {% include_example java/org/apache/spark/examples/ml/JavaChiSquareTestExample.java %} Refer to the [ChiSquareTest Python docs](api/python/index.html#pyspark.ml.stat.ChiSquareTest$) for details on the API. {% include_example python/ml/chi_square_test_example.py %}

## Summarizer

We provide vector column summary statistics for Dataframe through Summarizer. Available metrics are the column-wise max, min, mean, sum, variance, std, and number of nonzeros, as well as the total count.

The following example demonstrates using [Summarizer](api/scala/index.html#org.apache.spark.ml.stat.Summarizer$) to compute the mean and variance for a vector column of the input dataframe, with and without a weight column. {% include_example scala/org/apache/spark/examples/ml/SummarizerExample.scala %} The following example demonstrates using [Summarizer](api/java/org/apache/spark/ml/stat/Summarizer.html) to compute the mean and variance for a vector column of the input dataframe, with and without a weight column. {% include_example java/org/apache/spark/examples/ml/JavaSummarizerExample.java %} Refer to the [Summarizer Python docs](api/python/index.html#pyspark.ml.stat.Summarizer$) for details on the API. {% include_example python/ml/summarizer_example.py %}