Fix corr1 (#353)

* change

* fix corr

* fix Series.corr

Author: Rubtsowa

sdc/datatypes/hpat_pandas_series_functions.py

@@ -1178,7 +1178,7 @@ def hpat_pandas_series_corr(self, other, method='pearson', min_periods=None):
     if not isinstance(other.data.dtype, types.Number):
         ty_checker.raise_exc(other.data, 'number', 'other.data')
 
-    if not isinstance(min_periods, (types.Integer, types.Omitted, types.NoneType)):
+    if not isinstance(min_periods, (int, types.Integer, types.Omitted, types.NoneType)) and min_periods is not None:
         ty_checker.raise_exc(min_periods, 'int64', 'min_periods')
 
     def hpat_pandas_series_corr_impl(self, other, method='pearson', min_periods=None):
@@ -1200,7 +1200,20 @@ def hpat_pandas_series_corr_impl(self, other, method='pearson', min_periods=None
         if len(self_arr) < min_periods:
             return numpy.nan
 
-        return numpy.corrcoef(self_arr, other_arr)[0, 1]
+        new_self = pandas.Series(self_arr)
+        new_other = pandas.Series(other_arr)
+
+        n = new_self.count()
+        ma = new_self.sum()
+        mb = new_other.sum()
+        a = n * (self_arr * other_arr).sum() - ma * mb
+        b1 = n * (self_arr * self_arr).sum() - ma * ma
+        b2 = n * (other_arr * other_arr).sum() - mb * mb
+
+        if b1 == 0 or b2 == 0:
+            return numpy.nan
+
+        return a / numpy.sqrt(b1 * b2)
 
     return hpat_pandas_series_corr_impl
 

sdc/tests/test_series.py

@@ -623,7 +623,7 @@ def test_series_corr_impl(S1, S2, min_periods=None):
     @skip_sdc_jit('Series.corr() parameter "min_periods" unsupported')
     def test_series_corr_unsupported_period(self):
         def test_series_corr_impl(S1, S2, min_periods=None):
-            return S1.corr(S2, min_periods)
+            return S1.corr(S2, min_periods=min_periods)
 
         hpat_func = self.jit(test_series_corr_impl)
         S1 = pd.Series([.2, .0, .6, .2])