Merge

dbms/include/DB/AggregateFunctions/AggregateFunctionsStatistics.h

@@ -0,0 +1,426 @@
+#pragma once
+
+#include <DB/IO/WriteHelpers.h>
+#include <DB/IO/ReadHelpers.h>
+#include <DB/DataTypes/DataTypesNumberFixed.h>
+#include <DB/AggregateFunctions/IUnaryAggregateFunction.h>
+#include <DB/AggregateFunctions/IBinaryAggregateFunction.h>
+#include <DB/Columns/ColumnVector.h>
+
+#include <cmath>
+
+namespace DB
+{
+
+/** Статистические аггрегатные функции:
+  * varSamp - выборочная дисперсия
+  * stddevSamp - среднее выборочное квадратичное отклонение
+  * varPop - дисперсия
+  * stddevPop - среднее квадратичное отклонение
+  * covarSamp - выборочная ковариация
+  * covarPop - ковариация
+  * corr - корреляция
+  */
+
+/** Параллельный и инкрементальный алгоритм для вычисления дисперсии.
+  * Источник: "Updating formulae and a pairwise algorithm for computing sample variances"
+  * (Chan et al., Stanford University, 12.1979)
+  */
+template<typename T, typename Op>
+class AggregateFunctionVarianceData
+{
+public:
+	AggregateFunctionVarianceData() = default;
+
+	void update(const IColumn & column, size_t row_num)
+	{
+		T received = static_cast<const ColumnVector<T> &>(column).getData()[row_num];
+		Float64 val = static_cast<Float64>(received);
+		Float64 delta = val - mean;
+
+		++count;
+		mean += delta / count;
+		m2 += delta * (val - mean);
+	}
+
+	void mergeWith(const AggregateFunctionVarianceData & source)
+	{
+		UInt64 total_count = count + source.count;
+		if (total_count == 0)
+			return;
+
+		Float64 factor = static_cast<Float64>(count * source.count) / total_count;
+		Float64 delta = mean - source.mean;
+
+		auto res = std::minmax(count, source.count);
+		if (((1 - static_cast<Float64>(res.first) / res.second) < 0.001) && (res.first > 10000))
+		{
+			/// Эта формула более стабильная, когда размеры обоих источников велики и сравнимы.
+			mean = (source.count * source.mean + count * mean) / total_count;
+		}
+		else
+			mean = source.mean + delta * (static_cast<Float64>(count) / total_count);
+
+		m2 += source.m2 + delta * delta * factor;
+		count = total_count;
+	}
+
+	void serialize(WriteBuffer & buf) const
+	{
+		writeVarUInt(count, buf);
+		writeBinary(mean, buf);
+		writeBinary(m2, buf);
+	}
+
+	void deserialize(ReadBuffer & buf)
+	{
+		readVarUInt(count, buf);
+		readBinary(mean, buf);
+		readBinary(m2, buf);
+	}
+
+	void publish(IColumn & to) const
+	{
+		static_cast<ColumnFloat64 &>(to).getData().push_back(Op::apply(m2, count));
+	}
+
+private:
+	UInt64 count = 0;
+	Float64 mean = 0.0;
+	Float64 m2 = 0.0;
+};
+
+/** Основной код для реализации функций varSamp, stddevSamp, varPop, stddevPop.
+  */
+template<typename T, typename Op>
+class AggregateFunctionVariance final : public IUnaryAggregateFunction<AggregateFunctionVarianceData<T, Op>, AggregateFunctionVariance<T, Op> >
+{
+public:
+	String getName() const override { return Op::name; }
+
+	DataTypePtr getReturnType() const override
+	{
+		return new DataTypeFloat64;
+	}
+
+	void setArgument(const DataTypePtr & argument) override
+	{
+		if (!argument->behavesAsNumber())
+			throw Exception("Illegal type " + argument->getName() + " of argument for aggregate function " + getName(),
+				ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+	}
+
+	void addOne(AggregateDataPtr place, const IColumn & column, size_t row_num) const
+	{
+		this->data(place).update(column, row_num);
+	}
+
+	void merge(AggregateDataPtr place, ConstAggregateDataPtr rhs) const override
+	{
+		this->data(place).mergeWith(this->data(rhs));
+	}
+
+	void serialize(ConstAggregateDataPtr place, WriteBuffer & buf) const override
+	{
+		this->data(place).serialize(buf);
+	}
+
+	void deserializeMerge(AggregateDataPtr place, ReadBuffer & buf) const override
+	{
+		AggregateFunctionVarianceData<T, Op> source;
+		source.deserialize(buf);
+
+		this->data(place).mergeWith(source);
+	}
+
+	void insertResultInto(ConstAggregateDataPtr place, IColumn & to) const override
+	{
+		this->data(place).publish(to);
+	}
+};
+
+namespace
+{
+
+/** Реализации функции varSamp.
+  */
+struct VarSampImpl
+{
+	static constexpr auto name = "varSamp";
+
+	static inline Float64 apply(Float64 m2, UInt64 count)
+	{
+		if (count < 2)
+			return 0.0;
+		else
+			return m2 / (count - 1);
+	}
+};
+
+/** Реализация функции stddevSamp.
+  */
+struct StdDevSampImpl
+{
+	static constexpr auto name = "stddevSamp";
+
+	static inline Float64 apply(Float64 m2, UInt64 count)
+	{
+		return sqrt(VarSampImpl::apply(m2, count));
+	}
+};
+
+/** Реализация функции varPop.
+  */
+struct VarPopImpl
+{
+	static constexpr auto name = "varPop";
+
+	static inline Float64 apply(Float64 m2, UInt64 count)
+	{
+		if (count < 2)
+			return 0.0;
+		else
+			return m2 / count;
+	}
+};
+
+/** Реализация функции stddevPop.
+  */
+struct StdDevPopImpl
+{
+	static constexpr auto name = "stddevPop";
+
+	static inline Float64 apply(Float64 m2, UInt64 count)
+	{
+		return sqrt(VarPopImpl::apply(m2, count));
+	}
+};
+
+}
+
+/** Параллельный и инкрементальный алгоритм для вычисления ковариации.
+  * Источник: "Numerically Stable, Single-Pass, Parallel Statistics Algorithms"
+  * (J. Bennett et al., Sandia National Laboratories,
+  *  2009 IEEE International Conference on Cluster Computing)
+  */
+template<typename T, typename U, typename Op, bool compute_marginal_moments>
+class CovarianceData
+{
+public:
+	CovarianceData() = default;
+
+	void update(const IColumn & column_left, const IColumn & column_right, size_t row_num)
+	{
+		T left_received = static_cast<const ColumnVector<T> &>(column_left).getData()[row_num];
+		Float64 val_left = static_cast<Float64>(left_received);
+		Float64 left_delta = val_left - left_mean;
+
+		U right_received = static_cast<const ColumnVector<U> &>(column_right).getData()[row_num];
+		Float64 val_right = static_cast<Float64>(right_received);
+		Float64 right_delta = val_right - right_mean;
+
+		Float64 old_right_mean = right_mean;
+
+		++count;
+
+		left_mean +=  left_delta / count;
+		right_mean += right_delta / count;
+		co_moment += (val_left - left_mean) * (val_right - old_right_mean);
+
+		if (compute_marginal_moments)
+		{
+			left_m2 += left_delta * (val_left - left_mean);
+			right_m2 += right_delta * (val_right - right_mean);
+		}
+	}
+
+	void mergeWith(const CovarianceData & source)
+	{
+		UInt64 total_count = count + source.count;
+		if (total_count == 0)
+			return;
+
+		Float64 factor = static_cast<Float64>(count * source.count) / total_count;
+		Float64 left_delta = left_mean - source.left_mean;
+		Float64 right_delta = right_mean - source.right_mean;
+
+		left_mean = source.left_mean + left_delta * (static_cast<Float64>(count) / total_count);
+		right_mean = source.right_mean + right_delta * (static_cast<Float64>(count) / total_count);
+		co_moment += source.co_moment + left_delta * right_delta * factor;
+		count = total_count;
+
+		if (compute_marginal_moments)
+		{
+			left_m2 += source.left_m2 + left_delta * left_delta * factor;
+			right_m2 += source.right_m2 + right_delta * right_delta * factor;
+		}
+	}
+
+	void serialize(WriteBuffer & buf) const
+	{
+		writeVarUInt(count, buf);
+		writeBinary(left_mean, buf);
+		writeBinary(right_mean, buf);
+		writeBinary(co_moment, buf);
+
+		if (compute_marginal_moments)
+		{
+			writeBinary(left_m2, buf);
+			writeBinary(right_m2, buf);
+		}
+	}
+
+	void deserialize(ReadBuffer & buf)
+	{
+		readVarUInt(count, buf);
+		readBinary(left_mean, buf);
+		readBinary(right_mean, buf);
+		readBinary(co_moment, buf);
+
+		if (compute_marginal_moments)
+		{
+			readBinary(left_m2, buf);
+			readBinary(right_m2, buf);
+		}
+	}
+
+	void publish(IColumn & to) const
+	{
+		static_cast<ColumnFloat64 &>(to).getData().push_back(Op::apply(co_moment, left_m2, right_m2, count));
+	}
+
+private:
+	UInt64 count = 0;
+	Float64 left_mean = 0.0;
+	Float64 right_mean = 0.0;
+	Float64 co_moment = 0.0;
+	Float64 left_m2 = 0.0;
+	Float64 right_m2 = 0.0;
+};
+
+template<typename T, typename U, typename Op, bool compute_marginal_moments = false>
+class AggregateFunctionCovariance final
+	: public IBinaryAggregateFunction<
+		CovarianceData<T, U, Op, compute_marginal_moments>,
+		AggregateFunctionCovariance<T, U, Op, compute_marginal_moments> >
+{
+public:
+	String getName() const override { return Op::name; }
+
+	DataTypePtr getReturnType() const override
+	{
+		return new DataTypeFloat64;
+	}
+
+	void setArgumentsImpl(const DataTypes & arguments)
+	{
+		if (!arguments[0]->behavesAsNumber())
+			throw Exception("Illegal type " + arguments[0]->getName() + " of first argument to function " + getName(),
+				ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+
+		if (!arguments[1]->behavesAsNumber())
+			throw Exception("Illegal type " + arguments[1]->getName() + " of second argument to function " + getName(),
+				ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+	}
+
+	void addOne(AggregateDataPtr place, const IColumn & column_left, const IColumn & column_right, size_t row_num) const
+	{
+		this->data(place).update(column_left, column_right, row_num);
+	}
+
+	void merge(AggregateDataPtr place, ConstAggregateDataPtr rhs) const override
+	{
+		this->data(place).mergeWith(this->data(rhs));
+	}
+
+	void serialize(ConstAggregateDataPtr place, WriteBuffer & buf) const override
+	{
+		this->data(place).serialize(buf);
+	}
+
+	void deserializeMerge(AggregateDataPtr place, ReadBuffer & buf) const override
+	{
+		CovarianceData<T, U, Op, compute_marginal_moments> source;
+		source.deserialize(buf);
+
+		this->data(place).mergeWith(source);
+	}
+
+	void insertResultInto(ConstAggregateDataPtr place, IColumn & to) const override
+	{
+		this->data(place).publish(to);
+	}
+};
+
+namespace
+{
+
+/** Реализация функции covarSamp.
+  */
+struct CovarSampImpl
+{
+	static constexpr auto name = "covarSamp";
+
+	static inline Float64 apply(Float64 co_moment, Float64 left_m2, Float64 right_m2, UInt64 count)
+	{
+		if (count < 2)
+			return 0.0;
+		else
+			return co_moment / (count - 1);
+	}
+};
+
+/** Реализация функции covarPop.
+  */
+struct CovarPopImpl
+{
+	static constexpr auto name = "covarPop";
+
+	static inline Float64 apply(Float64 co_moment, Float64 left_m2, Float64 right_m2, UInt64 count)
+	{
+		if (count < 2)
+			return 0.0;
+		else
+			return co_moment / count;
+	}
+};
+
+/** Реализация функции corr.
+  */
+struct CorrImpl
+{
+	static constexpr auto name = "corr";
+
+	static inline Float64 apply(Float64 co_moment, Float64 left_m2, Float64 right_m2, UInt64 count)
+	{
+		if (count < 2)
+			return 0.0;
+		else
+			return co_moment / sqrt(left_m2 * right_m2);
+	}
+};
+
+}
+
+template<typename T>
+using AggregateFunctionVarSamp = AggregateFunctionVariance<T, VarSampImpl>;
+
+template<typename T>
+using AggregateFunctionStdDevSamp = AggregateFunctionVariance<T, StdDevSampImpl>;
+
+template<typename T>
+using AggregateFunctionVarPop = AggregateFunctionVariance<T, VarPopImpl>;
+
+template<typename T>
+using AggregateFunctionStdDevPop = AggregateFunctionVariance<T, StdDevPopImpl>;
+
+template<typename T, typename U>
+using AggregateFunctionCovarSamp = AggregateFunctionCovariance<T, U, CovarSampImpl>;
+
+template<typename T, typename U>
+using AggregateFunctionCovarPop = AggregateFunctionCovariance<T, U, CovarPopImpl>;
+
+template<typename T, typename U>
+using AggregateFunctionCorr = AggregateFunctionCovariance<T, U, CorrImpl, true>;
+
+}

dbms/include/DB/Functions/FunctionsRound.h

@@ -92,28 +92,152 @@ namespace DB
 		}
 	};
 
-	template<typename T, template<typename> class Op, typename PowersTable>
+	/// Реализация функций округления на низком уровне.
-	struct FunctionApproximatingImpl
+
+	template<typename T, int rounding_mode>
+	struct RoundingComputation
 	{
-		template <typename U = T>
+	};
-		static inline U apply(U val, UInt8 precision,
+
-							  typename std::enable_if<std::is_floating_point<U>::value>::type * = nullptr)
+	template<int rounding_mode>
+	struct RoundingComputation<Float32, rounding_mode>
+	{
+		using Data = std::array<Float32, 4>;
+		using Scale = __m128;
+
+		static inline void prepareScale(size_t scale, Scale & mm_scale)
+		{
+			Float32 fscale = static_cast<Float32>(scale);
+			mm_scale = _mm_load1_ps(&fscale);
+		}
+
+		static inline void compute(const Data & in, const Scale & mm_scale, Data & out)
+		{
+			Float32 input[4] __attribute__((aligned(16))) = {in[0], in[1], in[2], in[3]};
+			__m128 mm_value = _mm_load_ps(input);
+
+			mm_value = _mm_mul_ps(mm_value, mm_scale);
+			mm_value = _mm_round_ps(mm_value, rounding_mode);
+			mm_value = _mm_div_ps(mm_value, mm_scale);
+
+			Float32 res[4] __attribute__((aligned(16)));
+			_mm_store_ps(res, mm_value);
+			out = {res[0], res[1], res[2], res[3]};
+		}
+	};
+
+	template<int rounding_mode>
+	struct RoundingComputation<Float64, rounding_mode>
+	{
+		using Data = std::array<Float64, 2>;
+		using Scale = __m128d;
+
+		static inline void prepareScale(size_t scale, Scale & mm_scale)
+		{
+			Float64 fscale = static_cast<Float64>(scale);
+			mm_scale = _mm_load1_pd(&fscale);
+		}
+
+		static inline void compute(const Data & in, const Scale & mm_scale, Data & out)
+		{
+			Float64 input[2] __attribute__((aligned(16))) = { in[0], in[1] };
+			__m128d mm_value = _mm_load_pd(input);
+
+			mm_value = _mm_mul_pd(mm_value, mm_scale);
+			mm_value = _mm_round_pd(mm_value, rounding_mode);
+			mm_value = _mm_div_pd(mm_value, mm_scale);
+
+			Float64 res[2] __attribute__((aligned(16)));
+			_mm_store_pd(res, mm_value);
+			out = {res[0], res[1]};
+		}
+	};
+
+	/// Реализация функций округления на высоком уровне.
+
+	template<typename T, int rounding_mode, typename Enable = void>
+	struct FunctionRoundingImpl
+	{
+	};
+
+	/// В случае целочисленных значений не выполяется округления.
+	template<typename T, int rounding_mode>
+	struct FunctionRoundingImpl<T, rounding_mode, typename std::enable_if<std::is_integral<T>::value>::type>
+	{
+		static inline void apply(const PODArray<T> & in, size_t scale, typename ColumnVector<T>::Container_t & out)
+		{
+			size_t size = in.size();
+			for (size_t i = 0; i < size; ++i)
+				out[i] = in[i];
+		}
+
+		static inline T apply(T val, size_t scale)
+		{
+			return val;
+		}
+	};
+
+	template<typename T, int rounding_mode>
+	struct FunctionRoundingImpl<T, rounding_mode, typename std::enable_if<std::is_floating_point<T>::value>::type>
+	{
+	private:
+		using Op = RoundingComputation<T, rounding_mode>;
+		using Data = typename Op::Data;
+		using Scale = typename Op::Scale;
+
+	public:
+		static inline void apply(const PODArray<T> & in, size_t scale, typename ColumnVector<T>::Container_t & out)
+		{
+			Scale mm_scale;
+			Op::prepareScale(scale, mm_scale);
+
+			const size_t size = in.size();
+			const size_t data_size = std::tuple_size<Data>();
+
+			size_t i;
+			for (i = 0; i < (size - data_size + 1); i += data_size)
+			{
+				Data tmp;
+				for (size_t j = 0; j < data_size; ++j)
+					tmp[j] = in[i + j];
+
+				Data res;
+				Op::compute(tmp, mm_scale, res);
+
+				for (size_t j = 0; j < data_size; ++j)
+					out[i + j] = res[j];
+			}
+
+			if (i < size)
+			{
+				Data tmp{0};
+				for (size_t j = 0; (j < data_size) && ((i + j) < size); ++j)
+					tmp[j] = in[i + j];
+
+				Data res;
+				Op::compute(tmp, mm_scale, res);
+
+				for (size_t j = 0; (j < data_size) && ((i + j) < size); ++j)
+					out[i + j] = in[i + j];
+			}
+		}
+
+		static inline T apply(T val, size_t scale)
 		{
 			if (val == 0)
 				return val;
 			else
 			{
-				size_t power = PowersTable::values[precision];
+				Scale mm_scale;
-				return Op<U>::apply(val * power) / power;
+				Op::prepareScale(scale, mm_scale);
-			}
-		}
 
-		/// Для целых чисел ничего не надо делать.
+				Data tmp{0};
-		template <typename U = T>
+				tmp[0] = val;
-		static inline U apply(U val, UInt8 precision,
+
-							  typename std::enable_if<std::is_integral<U>::value>::type * = nullptr)
+				Data res;
-		{
+				Op::compute(tmp, mm_scale, res);
-			return val;
+				return res[0];
+			}
 		}
 	};
 
@@ -208,20 +332,20 @@ namespace
 		using result = typename FillArrayImpl<N - 1>::result;
 	};
 
-	/** Шаблон для функцией, которые вычисляют приближенное значение входного параметра
+	/** Шаблон для функций, которые вычисляют приближенное значение входного параметра
 	  * типа (U)Int8/16/32/64 или Float32/64 и принимают дополнительный необязятельный
 	  * параметр указывающий сколько знаков после запятой оставить (по умолчанию - 0).
 	  * Op - функция (round/floor/ceil)
 	  */
-	template<template<typename> class Op, typename Name>
+	template<typename Name, int rounding_mode>
-	class FunctionApproximating : public IFunction
+	class FunctionRounding : public IFunction
 	{
 	public:
 		static constexpr auto name = Name::name;
-		static IFunction * create(const Context & context) { return new FunctionApproximating; }
+		static IFunction * create(const Context & context) { return new FunctionRounding; }
 
 	private:
-		using PowersOf10 = FillArray<std::numeric_limits<DB::Float64>::digits10 + 1>::result;
+		using PowersOf10 = FillArray<std::numeric_limits<Float64>::digits10 + 1>::result;
 
 	private:
 		template<typename T>
@@ -233,6 +357,8 @@ namespace
 		template<typename T>
 		bool executeForType(Block & block, const ColumnNumbers & arguments, size_t result)
 		{
+			using Op = FunctionRoundingImpl<T, rounding_mode>;
+
 			if (ColumnVector<T> * col = typeid_cast<ColumnVector<T> *>(&*block.getByPosition(arguments[0]).column))
 			{
 				UInt8 precision = 0;
@@ -245,10 +371,7 @@ namespace
 				typename ColumnVector<T>::Container_t & vec_res = col_res->getData();
 				vec_res.resize(col->getData().size());
 
-				const PODArray<T> & a = col->getData();
+				Op::apply(col->getData(), PowersOf10::values[precision], vec_res);
-				size_t size = a.size();
-				for (size_t i = 0; i < size; ++i)
-					vec_res[i] = FunctionApproximatingImpl<T, Op, PowersOf10>::apply(a[i], precision);
 
 				return true;
 			}
@@ -258,7 +381,7 @@ namespace
 				if (arguments.size() == 2)
 					precision = getPrecision<T>(block.getByPosition(arguments[1]).column);
 
-				T res = FunctionApproximatingImpl<T, Op, PowersOf10>::apply(col->getData(), precision);
+				T res = Op::apply(col->getData(), PowersOf10::values[precision]);
 
 				ColumnConst<T> * col_res = new ColumnConst<T>(col->size(), res);
 				block.getByPosition(result).column = col_res;
@@ -355,92 +478,6 @@ namespace
 		}
 	};
 
-namespace
-{
-	/// Определение функцией для использования в шаблоне FunctionApproximating.
-
-	template<typename T>
-	struct RoundImpl
-	{
-		static inline T apply(T val)
-		{
-			return val;
-		}
-	};
-
-	template<>
-	struct RoundImpl<Float32>
-	{
-		static inline Float32 apply(Float32 val)
-		{
-			return roundf(val);
-		}
-	};
-
-	template<>
-	struct RoundImpl<Float64>
-	{
-		static inline Float64 apply(Float64 val)
-		{
-			return round(val);
-		}
-	};
-
-	template<typename T>
-	struct CeilImpl
-	{
-		static inline T apply(T val)
-		{
-			return val;
-		}
-	};
-
-	template<>
-	struct CeilImpl<Float32>
-	{
-		static inline Float32 apply(Float32 val)
-		{
-			return ceilf(val);
-		}
-	};
-
-	template<>
-	struct CeilImpl<Float64>
-	{
-		static inline Float64 apply(Float64 val)
-		{
-			return ceil(val);
-		}
-	};
-
-	template<typename T>
-	struct FloorImpl
-	{
-		static inline T apply(T val)
-		{
-			return val;
-		}
-	};
-
-	template<>
-	struct FloorImpl<Float32>
-	{
-		static inline Float32 apply(Float32 val)
-		{
-			return floorf(val);
-		}
-	};
-
-	template<>
-	struct FloorImpl<Float64>
-	{
-		static inline Float64 apply(Float64 val)
-		{
-			return floor(val);
-		}
-	};
-}
-
 	struct NameRoundToExp2		{ static constexpr auto name = "roundToExp2"; };
 	struct NameRoundDuration	{ static constexpr auto name = "roundDuration"; };
 	struct NameRoundAge 		{ static constexpr auto name = "roundAge"; };
@@ -451,7 +488,7 @@ namespace
 	typedef FunctionUnaryArithmetic<RoundToExp2Impl,	NameRoundToExp2> 	FunctionRoundToExp2;
 	typedef FunctionUnaryArithmetic<RoundDurationImpl,	NameRoundDuration>	FunctionRoundDuration;
 	typedef FunctionUnaryArithmetic<RoundAgeImpl,		NameRoundAge>		FunctionRoundAge;
-	typedef FunctionApproximating<RoundImpl,		NameRound>		FunctionRound;
+	typedef FunctionRounding<NameRound,	_MM_FROUND_NINT>	FunctionRound;
-	typedef FunctionApproximating<CeilImpl,			NameCeil>		FunctionCeil;
+	typedef FunctionRounding<NameCeil,	_MM_FROUND_CEIL>	FunctionCeil;
-	typedef FunctionApproximating<FloorImpl,		NameFloor>		FunctionFloor;
+	typedef FunctionRounding<NameFloor,	_MM_FROUND_FLOOR>	FunctionFloor;
 }

dbms/src/AggregateFunctions/AggregateFunctionFactory.cpp

@@ -16,6 +16,7 @@
 #include <DB/AggregateFunctions/AggregateFunctionMerge.h>
 #include <DB/AggregateFunctions/AggregateFunctionDebug.h>
 #include <DB/AggregateFunctions/AggregateFunctionSequenceMatch.h>
+#include <DB/AggregateFunctions/AggregateFunctionsStatistics.h>
 
 #include <DB/AggregateFunctions/AggregateFunctionFactory.h>
 
@@ -544,6 +545,90 @@ AggregateFunctionPtr AggregateFunctionFactory::get(const String & name, const Da
 
 		return new AggregateFunctionSequenceMatch;
 	}
+	else if (name == "varSamp")
+	{
+		if (argument_types.size() != 1)
+			throw Exception("Incorrect number of arguments for aggregate function " + name, ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
+
+		AggregateFunctionPtr res = createWithNumericType<AggregateFunctionVarSamp>(*argument_types[0]);
+
+		if (!res)
+			throw Exception("Illegal type " + argument_types[0]->getName() + " of argument for aggregate function " + name, ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+
+		return res;
+	}
+	else if (name == "varPop")
+	{
+		if (argument_types.size() != 1)
+			throw Exception("Incorrect number of arguments for aggregate function " + name, ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
+
+		AggregateFunctionPtr res = createWithNumericType<AggregateFunctionVarPop>(*argument_types[0]);
+
+		if (!res)
+			throw Exception("Illegal type " + argument_types[0]->getName() + " of argument for aggregate function " + name, ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+
+		return res;
+	}
+	else if (name == "stddevSamp")
+	{
+		if (argument_types.size() != 1)
+			throw Exception("Incorrect number of arguments for aggregate function " + name, ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
+
+		AggregateFunctionPtr res = createWithNumericType<AggregateFunctionStdDevSamp>(*argument_types[0]);
+
+		if (!res)
+			throw Exception("Illegal type " + argument_types[0]->getName() + " of argument for aggregate function " + name, ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+
+		return res;
+	}
+	else if (name == "stddevPop")
+	{
+		if (argument_types.size() != 1)
+			throw Exception("Incorrect number of arguments for aggregate function " + name, ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
+
+		AggregateFunctionPtr res = createWithNumericType<AggregateFunctionStdDevPop>(*argument_types[0]);
+
+		if (!res)
+			throw Exception("Illegal type " + argument_types[0]->getName() + " of argument for aggregate function " + name, ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+
+		return res;
+	}
+	else if (name == "covarSamp")
+	{
+		if (argument_types.size() != 2)
+			throw Exception("Incorrect number of arguments for aggregate function " + name, ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
+
+		AggregateFunctionPtr res = createWithTwoNumericTypes<AggregateFunctionCovarSamp>(*argument_types[0], *argument_types[1]);
+		if (!res)
+			throw Exception("Illegal types " + argument_types[0]->getName() + " and " + argument_types[1]->getName()
+				+ " of arguments for aggregate function " + name, ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+
+		return res;
+	}
+	else if (name == "covarPop")
+	{
+		if (argument_types.size() != 2)
+			throw Exception("Incorrect number of arguments for aggregate function " + name, ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
+
+		AggregateFunctionPtr res = createWithTwoNumericTypes<AggregateFunctionCovarPop>(*argument_types[0], *argument_types[1]);
+		if (!res)
+			throw Exception("Illegal types " + argument_types[0]->getName() + " and " + argument_types[1]->getName()
+				+ " of arguments for aggregate function " + name, ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+
+		return res;
+	}
+	else if (name == "corr")
+	{
+		if (argument_types.size() != 2)
+			throw Exception("Incorrect number of arguments for aggregate function " + name, ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
+
+		AggregateFunctionPtr res = createWithTwoNumericTypes<AggregateFunctionCorr>(*argument_types[0], *argument_types[1]);
+		if (!res)
+			throw Exception("Illegal types " + argument_types[0]->getName() + " and " + argument_types[1]->getName()
+				+ " of arguments for aggregate function " + name, ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+
+		return res;
+	}
 	else if (recursion_level == 0 && name.size() > strlen("State") && !(strcmp(name.data() + name.size() - strlen("State"), "State")))
 	{
 		/// Для агрегатных функций вида aggState, где agg - имя другой агрегатной функции.
@@ -639,7 +724,14 @@ const AggregateFunctionFactory::FunctionNames & AggregateFunctionFactory::getFun
 		"medianTimingWeighted",
 		"quantileDeterministic",
 		"quantilesDeterministic",
-		"sequenceMatch"
+		"sequenceMatch",
+		"varSamp",
+		"varPop",
+		"stddevSamp",
+		"stddevPop",
+		"covarSamp",
+		"covarPop",
+		"corr"
 	};
 
 	return names;