Fix corr accuracy

oap-project · Oct 29, 2023 · 0b09604 · 0b09604
1 parent 6dab43a
commit 0b09604
Showing 1 changed file with 2 additions and 3 deletions.
diff --git a/velox/functions/prestosql/aggregates/CovarianceAggregates.cpp b/velox/functions/prestosql/aggregates/CovarianceAggregates.cpp
@@ -236,9 +236,8 @@ struct CorrResultAccessor {
   }
 
   static double result(const CorrAccumulator& accumulator) {
-    double stddevX = std::sqrt(accumulator.m2X());
-    double stddevY = std::sqrt(accumulator.m2Y());
-    return accumulator.c2() / stddevX / stddevY;
+    // Modify the calculation order to maintain the same accuracy with spark.
+    return accumulator.c2() / std::sqrt(accumulator.m2X() * accumulator.m2Y());
   }
 };