ClickHouse/dbms/tests/queries/0_stateless/00181_aggregate_functions_statistics.sql

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DROP TABLE IF EXISTS series;
CREATE TABLE series(i UInt32, x_value Float64, y_value Float64) ENGINE = Memory;
INSERT INTO series(i, x_value, y_value) VALUES (1, 5.6,-4.4),(2, -9.6,3),(3, -1.3,-4),(4, 5.3,9.7),(5, 4.4,0.037),(6, -8.6,-7.8),(7, 5.1,9.3),(8, 7.9,-3.6),(9, -8.2,0.62),(10, -3,7.3);
/* varSamp */
SELECT varSamp(x_value) FROM (SELECT x_value FROM series LIMIT 0);
SELECT varSamp(x_value) FROM (SELECT x_value FROM series LIMIT 1);
SELECT round(abs(res1 - res2), 6) FROM
(
SELECT
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varSamp(x_value) AS res1,
(sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / (count() - 1) AS res2
FROM series
);
/* stddevSamp */
SELECT stddevSamp(x_value) FROM (SELECT x_value FROM series LIMIT 0);
SELECT stddevSamp(x_value) FROM (SELECT x_value FROM series LIMIT 1);
SELECT round(abs(res1 - res2), 6) FROM
(
SELECT
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stddevSamp(x_value) AS res1,
sqrt((sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / (count() - 1)) AS res2
FROM series
);
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/* skewSamp */
SELECT skewSamp(x_value) FROM (SELECT x_value FROM series LIMIT 0);
SELECT skewSamp(x_value) FROM (SELECT x_value FROM series LIMIT 1);
SELECT round(abs(res1 - res2), 6) FROM
(
SELECT
skewSamp(x_value) AS res1,
(
sum(x_value * x_value * x_value) / count()
- 3 * sum(x_value * x_value) / count() * sum(x_value) / count()
+ 2 * sum(x_value) / count() * sum(x_value) / count() * sum(x_value) / count()
) / pow((sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / (count() - 1), 1.5) AS res2
FROM series
);
/* kurtSamp */
SELECT kurtSamp(x_value) FROM (SELECT x_value FROM series LIMIT 0);
SELECT kurtSamp(x_value) FROM (SELECT x_value FROM series LIMIT 1);
SELECT round(abs(res1 - res2), 6) FROM
(
SELECT
kurtSamp(x_value) AS res1,
(
sum(x_value * x_value * x_value * x_value) / count()
- 4 * sum(x_value * x_value * x_value) / count() * sum(x_value) / count()
+ 6 * sum(x_value * x_value) / count() * sum(x_value) / count() * sum(x_value) / count()
- 3 * sum(x_value) / count() * sum(x_value) / count() * sum(x_value) / count() * sum(x_value) / count()
) / pow((sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / (count() - 1), 2) AS res2
FROM series
);
/* varPop */
SELECT varPop(x_value) FROM (SELECT x_value FROM series LIMIT 0);
SELECT varPop(x_value) FROM (SELECT x_value FROM series LIMIT 1);
SELECT round(abs(res1 - res2), 6) FROM
(
SELECT
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varPop(x_value) AS res1,
(sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / count() AS res2
FROM series
);
/* stddevPop */
SELECT stddevPop(x_value) FROM (SELECT x_value FROM series LIMIT 0);
SELECT stddevPop(x_value) FROM (SELECT x_value FROM series LIMIT 1);
SELECT round(abs(res1 - res2), 6) FROM
(
SELECT
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stddevPop(x_value) AS res1,
sqrt((sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / count()) AS res2
FROM series
);
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/* skewPop */
SELECT skewPop(x_value) FROM (SELECT x_value FROM series LIMIT 0);
SELECT skewPop(x_value) FROM (SELECT x_value FROM series LIMIT 1);
SELECT round(abs(res1 - res2), 6) FROM
(
SELECT
skewPop(x_value) AS res1,
(
sum(x_value * x_value * x_value) / count()
- 3 * sum(x_value * x_value) / count() * sum(x_value) / count()
+ 2 * sum(x_value) / count() * sum(x_value) / count() * sum(x_value) / count()
) / pow((sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / count(), 1.5) AS res2
FROM series
);
/* kurtPop */
SELECT kurtPop(x_value) FROM (SELECT x_value FROM series LIMIT 0);
SELECT kurtPop(x_value) FROM (SELECT x_value FROM series LIMIT 1);
SELECT round(abs(res1 - res2), 6) FROM
(
SELECT
kurtPop(x_value) AS res1,
(
sum(x_value * x_value * x_value * x_value) / count()
- 4 * sum(x_value * x_value * x_value) / count() * sum(x_value) / count()
+ 6 * sum(x_value * x_value) / count() * sum(x_value) / count() * sum(x_value) / count()
- 3 * sum(x_value) / count() * sum(x_value) / count() * sum(x_value) / count() * sum(x_value) / count()
) / pow((sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / count(), 2) AS res2
FROM series
);
/* covarSamp */
SELECT covarSamp(x_value, y_value) FROM (SELECT x_value, y_value FROM series LIMIT 0);
SELECT covarSamp(x_value, y_value) FROM (SELECT x_value, y_value FROM series LIMIT 1);
SELECT round(abs(COVAR1 - COVAR2), 6)
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FROM
(
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SELECT
arrayJoin([1]) AS ID2,
covarSamp(x_value, y_value) AS COVAR1
FROM series
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) ANY INNER JOIN
(
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SELECT
arrayJoin([1]) AS ID2,
sum(VAL) / (count() - 1) AS COVAR2
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FROM
(
SELECT (X - AVG_X) * (Y - AVG_Y) AS VAL
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FROM
(
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SELECT
toUInt32(arrayJoin([1, 2, 3, 4, 5, 6, 7, 8, 9, 10])) AS ID,
avg(x_value) AS AVG_X,
avg(y_value) AS AVG_Y
FROM series
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) ANY INNER JOIN
(
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SELECT
i AS ID,
x_value AS X,
y_value AS Y
FROM series
) USING ID
)
) USING ID2;
/* covarPop */
SELECT covarPop(x_value, y_value) FROM (SELECT x_value, y_value FROM series LIMIT 0);
SELECT covarPop(x_value, y_value) FROM (SELECT x_value, y_value FROM series LIMIT 1);
SELECT round(abs(COVAR1 - COVAR2), 6)
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FROM
(
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SELECT
arrayJoin([1]) AS ID2,
covarPop(x_value, y_value) AS COVAR1
FROM series
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) ANY INNER JOIN
(
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SELECT
arrayJoin([1]) AS ID2,
sum(VAL) / count() AS COVAR2
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FROM
(
SELECT (X - AVG_X) * (Y - AVG_Y) AS VAL
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FROM
(
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SELECT
toUInt32(arrayJoin([1, 2, 3, 4, 5, 6, 7, 8, 9, 10])) AS ID,
avg(x_value) AS AVG_X,
avg(y_value) AS AVG_Y
FROM series
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) ANY INNER JOIN
(
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SELECT
i AS ID,
x_value AS X,
y_value AS Y
FROM series
) USING ID
)
) USING ID2;
/* corr */
SELECT corr(x_value, y_value) FROM (SELECT x_value, y_value FROM series LIMIT 0);
SELECT corr(x_value, y_value) FROM (SELECT x_value, y_value FROM series LIMIT 1);
SELECT round(abs(corr(x_value, y_value) - covarPop(x_value, y_value) / (stddevPop(x_value) * stddevPop(y_value))), 6) FROM series;
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/* quantile AND quantileExact */
SELECT '----quantile----';
SELECT quantileExactIf(number, number > 0) FROM numbers(90);
SELECT quantileExactIf(number, number > 100) FROM numbers(90);
SELECT quantileExactIf(toFloat32(number) , number > 100) FROM numbers(90);
SELECT quantileExactIf(toFloat64(number) , number > 100) FROM numbers(90);
SELECT quantileIf(number, number > 100) FROM numbers(90);
SELECT quantileIf(toFloat32(number) , number > 100) FROM numbers(90);
SELECT quantileIf(toFloat64(number) , number > 100) FROM numbers(90);
DROP TABLE series;