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The shell in different language.
A shell create normally automatically a context (connection, session) given the name sc.
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Python
pyspark
Example of path: /usr/local/bin/spark-1.3.1-bin-hadoop2.6/bin/
Scala
spark-shell
R
SparkR
./bin/sparkR shell for R
Sparklyr
Spark inside RStudio for instance.
Jupyter
SQL
Sql Shell