title: first_value windowing function in pyspark
body: <p>I am using pyspark 1.5 getting my data from Hive tables and trying to use windowing functions.</p>
  
  <p>According to <a href="https://databricks.com/blog/2015/07/15/introducing-window-functions-in-spark-sql.html" rel="noreferrer">this</a> there exists an analytic function called <code>firstValue</code> that will give me the first non-null value for a given window. I know this exists in Hive but I can not find this in pyspark anywhere.</p>
  
  <p>Is there a way to implement this given that pyspark won't allow UserDefinedAggregateFunctions (UDAFs)?</p>