thevar1able/ClickHouse
1
0
Fork 0
mirror of https://github.com/ClickHouse/ClickHouse.git synced 2024-09-20 08:40:50 +00:00
Code Issues Packages Projects Releases Wiki Activity

Fix TSan report in lgamma

Browse Source
This commit is contained in:
Alexey Milovidov 2020-10-26 22:06:30 +03:00
parent e27dd538fd
commit e449266a16
2 changed files with 7 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
src/AggregateFunctions/AggregateFunctionStudentTTest.h
View File

@ -98,7 +98,7 @@ struct AggregateFunctionStudentTTestData final
Float64 getSSquared() const
{
/// The original formulae looks like
/// The original formulae looks like
/// \frac{\sum_{i = 1}^{n_x}{(x_i - \bar{x}) ^ 2} + \sum_{i = 1}^{n_y}{(y_i - \bar{y}) ^ 2}}{n_x + n_y - 2}
/// But we made some mathematical transformations not to store original sequences.
/// Also we dropped sqrt, because later it will be squared later.
@ -150,7 +150,8 @@ struct AggregateFunctionStudentTTestData final
const Float64 t = getTStatisticSquared();
auto f = [&v] (double x) { return std::pow(x, v/2 - 1) / std::sqrt(1 - x); };
Float64 numenator = integrateSimpson(0, v / (t + v), f);
Float64 denominator = std::exp(std::lgammal(v/2) + std::lgammal(0.5) - std::lgammal(v/2 + 0.5));
int unused;
Float64 denominator = std::exp(lgammal_r(v / 2, &unused) + lgammal_r(0.5, &unused) - lgammal_r(v / 2 + 0.5, &unused));
return numenator / denominator;
}

6
src/AggregateFunctions/AggregateFunctionWelchTTest.h
View File

@ -18,6 +18,7 @@
#include <type_traits>
namespace ErrorCodes
{
extern const int BAD_ARGUMENTS;
@ -159,9 +160,10 @@ struct AggregateFunctionWelchTTestData final
{
const Float64 v = getDegreesOfFreedom();
const Float64 t = getTStatisticSquared();
auto f = [&v] (double x) { return std::pow(x, v/2 - 1) / std::sqrt(1 - x); };
auto f = [&v] (double x) { return std::pow(x, v / 2 - 1) / std::sqrt(1 - x); };
Float64 numenator = integrateSimpson(0, v / (t + v), f);
Float64 denominator = std::exp(std::lgammal(v/2) + std::lgammal(0.5) - std::lgammal(v/2 + 0.5));
int unused;
Float64 denominator = std::exp(lgammal_r(v / 2, &unused) + lgammal_r(0.5, &unused) - lgammal_r(v / 2 + 0.5, &unused));
return numenator / denominator;
}