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Fix and add tests
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@ -189,6 +189,9 @@ struct HighOrderMoments
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T NO_SANITIZE_UNDEFINED getMoment3() const
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{
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// to avoid accuracy problem
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if (m0 == 1)
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return 0;
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return (m3
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- (3 * m2
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- 2 * m1 * m1 / m0
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@ -198,6 +201,9 @@ struct HighOrderMoments
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T NO_SANITIZE_UNDEFINED getMoment4() const
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{
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// to avoid accuracy problem
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if (m0 == 1)
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return 0;
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return (m4
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- (4 * m3
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- (6 * m2
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@ -5,6 +5,12 @@ nan
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nan
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0
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nan
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nan
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0
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nan
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nan
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0
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nan
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0
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0
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nan
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@ -14,6 +20,12 @@ nan
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nan
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0
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nan
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nan
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0
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nan
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nan
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0
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nan
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0
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0
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nan
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@ -30,6 +30,41 @@ SELECT
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FROM series
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);
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/* skewSamp */
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SELECT skewSamp(x_value) FROM (SELECT x_value FROM series LIMIT 0);
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SELECT skewSamp(x_value) FROM (SELECT x_value FROM series LIMIT 1);
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SELECT round(abs(res1 - res2), 6) FROM
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(
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SELECT
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skewSamp(x_value) AS res1,
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(
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sum(x_value * x_value * x_value) / count()
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- 3 * sum(x_value * x_value) / count() * sum(x_value) / count()
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+ 2 * sum(x_value) / count() * sum(x_value) / count() * sum(x_value) / count()
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) / pow((sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / (count() - 1), 1.5) AS res2
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FROM series
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);
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/* kurtSamp */
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SELECT kurtSamp(x_value) FROM (SELECT x_value FROM series LIMIT 0);
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SELECT kurtSamp(x_value) FROM (SELECT x_value FROM series LIMIT 1);
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SELECT round(abs(res1 - res2), 6) FROM
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(
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SELECT
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kurtSamp(x_value) AS res1,
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(
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sum(x_value * x_value * x_value * x_value) / count()
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- 4 * sum(x_value * x_value * x_value) / count() * sum(x_value) / count()
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+ 6 * sum(x_value * x_value) / count() * sum(x_value) / count() * sum(x_value) / count()
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- 3 * sum(x_value) / count() * sum(x_value) / count() * sum(x_value) / count() * sum(x_value) / count()
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) / pow((sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / (count() - 1), 2) AS res2
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FROM series
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);
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/* varPop */
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SELECT varPop(x_value) FROM (SELECT x_value FROM series LIMIT 0);
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@ -56,6 +91,41 @@ SELECT
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FROM series
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);
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/* skewPop */
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SELECT skewPop(x_value) FROM (SELECT x_value FROM series LIMIT 0);
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SELECT skewPop(x_value) FROM (SELECT x_value FROM series LIMIT 1);
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SELECT round(abs(res1 - res2), 6) FROM
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(
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SELECT
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skewPop(x_value) AS res1,
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(
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sum(x_value * x_value * x_value) / count()
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- 3 * sum(x_value * x_value) / count() * sum(x_value) / count()
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+ 2 * sum(x_value) / count() * sum(x_value) / count() * sum(x_value) / count()
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) / pow((sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / count(), 1.5) AS res2
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FROM series
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);
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/* kurtPop */
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SELECT kurtPop(x_value) FROM (SELECT x_value FROM series LIMIT 0);
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SELECT kurtPop(x_value) FROM (SELECT x_value FROM series LIMIT 1);
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SELECT round(abs(res1 - res2), 6) FROM
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(
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SELECT
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kurtPop(x_value) AS res1,
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(
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sum(x_value * x_value * x_value * x_value) / count()
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- 4 * sum(x_value * x_value * x_value) / count() * sum(x_value) / count()
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+ 6 * sum(x_value * x_value) / count() * sum(x_value) / count() * sum(x_value) / count()
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- 3 * sum(x_value) / count() * sum(x_value) / count() * sum(x_value) / count() * sum(x_value) / count()
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) / pow((sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / count(), 2) AS res2
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FROM series
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);
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/* covarSamp */
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SELECT covarSamp(x_value, y_value) FROM (SELECT x_value, y_value FROM series LIMIT 0);
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