regression by group

Description

Not sure if we haven't got that feature already.
I would like to compute regression by group, which in most other software can be computed as correlation(v1, v2)^2.
Example API in data.table
```
#R data.table
DT

#py datatable
DT[:, {"r2": corr(f.v1, f.v2)**2}, by(f.id2, f.id4)]
```

Assignee

New H2O Bugs

Fix versions

None

Reporter

Jan Gorecki

Support ticket URL

None

Labels

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Affected Spark version

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Customer Request Type

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Task progress

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CustomerVisible

No

Priority

Major
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