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#WelchTTest aggregate function implementation

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What's new:
-Main classes for aggreagate function added.
-Data class with needed mathods added.
-Registered function in registerAggregateFunctions.h
This commit is contained in:
antikvist 2020-05-07 23:11:25 +03:00
parent 92afa6c0de
commit 7975d8d5b0
2 changed files with 29 additions and 20 deletions
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2
src/AggregateFunctions/AggregateFunctionCount.cpp
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@ -22,7 +22,7 @@ AggregateFunctionPtr createAggregateFunctionCount(const std::string & name, cons
void registerAggregateFunctionCount(AggregateFunctionFactory & factory)
{
factory.registerFunction("count", createAggregateFunctionCount, AggregateFunctionFactory::CaseInsensitive);
factory.registerFunction("count", createAggregateFunctionCount);
}
}

47
src/AggregateFunctions/AggregateFunctionWelchTTest.h
View File

@ -5,6 +5,8 @@
#include <Columns/ColumnTuple.h>
#include <Common/assert_cast.h>
#include <Common/FieldVisitors.h>
#include <Core/Types.h>
#include <DataTypes/DataTypesDecimal.h>
#include <DataTypes/DataTypeNullable.h>
#include <DataTypes/DataTypesNumber.h>
#include <DataTypes/DataTypeTuple.h>
@ -12,14 +14,8 @@
#include <IO/WriteHelpers.h>
#include <limits>
#include <Core/Types.h>
#include <IO/ReadHelpers.h>
#include <IO/WriteHelpers.h>
#include <type_traits>
#include <DataTypes/DataTypesDecimal.h>
namespace DB
@ -52,7 +48,8 @@ Float64 CriticalValuesTable[SIGN_LVL_CNT][102] = {
// https://gist.github.com/ltybc-coder/792748cfdb2f7cadef424ffb7b011c71
// col, col, bool
template <typename X, typename Y, typename Ret = UInt8>
struct AggregateFunctionWelchTTestData final {
struct AggregateFunctionWelchTTestData final
{
size_t size_x = 0;
size_t size_y = 0;
@ -65,14 +62,16 @@ struct AggregateFunctionWelchTTestData final {
/*
not yet sure how to use them
void add_x(X x) {
void add_x(X x)
{
mean_x = (Float64)(sum_x + x) / (size_x + 1);
size_x ++;
sum_x += x;
square_sum_x += x * x;
}
void add_y(Y y) {
void add_y(Y y)
{
mean_y = (sum_y + y) / (size_y + 1);
size_y ++;
sum_y += y;
@ -80,7 +79,8 @@ struct AggregateFunctionWelchTTestData final {
}
*/
void add(X x, Y y) {
void add(X x, Y y)
{
sum_x += x;
sum_y += y;
size_x++;
@ -91,7 +91,8 @@ struct AggregateFunctionWelchTTestData final {
square_sum_y += y * y;
}
void merge(const AggregateFunctionWelchTTestData &other) {
void merge(const AggregateFunctionWelchTTestData &other)
{
sum_x += other.sum_x;
sum_y += other.sum_y;
size_x += other.size_x;
@ -102,7 +103,8 @@ struct AggregateFunctionWelchTTestData final {
square_sum_y += other.square_sum_y;
}
void serialize(WriteBuffer &buf) const {
void serialize(WriteBuffer &buf) const
{
writeBinary(mean_x, buf);
writeBinary(mean_y, buf);
writeBinary(sum_x, buf);
@ -113,7 +115,8 @@ struct AggregateFunctionWelchTTestData final {
writeBinary(size_y, buf);
}
void deserialize(ReadBuffer &buf) {
void deserialize(ReadBuffer &buf)
{
readBinary(mean_x, buf);
readBinary(mean_y, buf);
readBinary(sum_x, buf);
@ -124,19 +127,23 @@ struct AggregateFunctionWelchTTestData final {
readBinary(size_y, buf);
}
Float64 get_sx() const {
Float64 get_sx() const
{
return static_cast<Float64>(square_sum_x + size_x * mean_x * mean_x - 2 * mean_x * sum_x) / (size_x - 1);
}
Float64 get_sy() const {
Float64 get_sy() const
{
return static_cast<Float64>(square_sum_y + size_y * mean_y * mean_y - 2 * mean_y * sum_y) / (size_y - 1);
}
Float64 get_T(Float64 sx, Float64 sy) const {
Float64 get_T(Float64 sx, Float64 sy) const
{
return static_cast<Float64>(mean_x - mean_y) / std::sqrt(sx / size_x + sy / size_y);
}
Float64 get_degrees_of_freed(Float64 sx, Float64 sy) const {
Float64 get_degrees_of_freed(Float64 sx, Float64 sy) const
{
return static_cast<Float64>(sx / size_x + sy / size_y) * (sx / size_x + sy / size_y) /
((sx * sx / (size_x * size_x * (size_x - 1))) + (sy * sy / (size_y * size_y * (size_y - 1))));
}
@ -161,11 +168,13 @@ struct AggregateFunctionWelchTTestData final {
}
//check if abs of t is greater than table[dof]
t = abs(t);
if(t > CriticalValuesTable[table][i_dof]) {
if(t > CriticalValuesTable[table][i_dof])
{
return static_cast<UInt8>(1);
//in this case we reject the null hypothesis
}
else {
else
{
return static_cast<UInt8>(0);
}
}