SET any_join_distinct_right_table_keys = 1; SET joined_subquery_requires_alias = 0; 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); /* varSampStable */ SELECT varSampStable(x_value) FROM (SELECT x_value FROM series LIMIT 0); SELECT varSampStable(x_value) FROM (SELECT x_value FROM series LIMIT 1); SELECT round(abs(res1 - res2), 6) FROM ( SELECT varSampStable(x_value) AS res1, (sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / (count() - 1) AS res2 FROM series ); /* stddevSampStable */ SELECT stddevSampStable(x_value) FROM (SELECT x_value FROM series LIMIT 0); SELECT stddevSampStable(x_value) FROM (SELECT x_value FROM series LIMIT 1); SELECT round(abs(res1 - res2), 6) FROM ( SELECT stddevSampStable(x_value) AS res1, sqrt((sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / (count() - 1)) AS res2 FROM series ); /* varPopStable */ SELECT varPopStable(x_value) FROM (SELECT x_value FROM series LIMIT 0); SELECT varPopStable(x_value) FROM (SELECT x_value FROM series LIMIT 1); SELECT round(abs(res1 - res2), 6) FROM ( SELECT varPopStable(x_value) AS res1, (sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / count() AS res2 FROM series ); /* stddevPopStable */ SELECT stddevPopStable(x_value) FROM (SELECT x_value FROM series LIMIT 0); SELECT stddevPopStable(x_value) FROM (SELECT x_value FROM series LIMIT 1); SELECT round(abs(res1 - res2), 6) FROM ( SELECT stddevPopStable(x_value) AS res1, sqrt((sum(x_value * x_value) - ((sum(x_value) * sum(x_value)) / count())) / count()) AS res2 FROM series ); /* covarSampStable */ SELECT covarSampStable(x_value, y_value) FROM (SELECT x_value, y_value FROM series LIMIT 0); SELECT covarSampStable(x_value, y_value) FROM (SELECT x_value, y_value FROM series LIMIT 1); SELECT round(abs(COVAR1 - COVAR2), 6) FROM ( SELECT arrayJoin([1]) AS ID2, covarSampStable(x_value, y_value) AS COVAR1 FROM series ) ANY INNER JOIN ( SELECT arrayJoin([1]) AS ID2, sum(VAL) / (count() - 1) AS COVAR2 FROM ( SELECT (X - AVG_X) * (Y - AVG_Y) AS VAL FROM ( 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 ) ANY INNER JOIN ( SELECT i AS ID, x_value AS X, y_value AS Y FROM series ) USING ID ) ) USING ID2; /* covarPopStable */ SELECT covarPopStable(x_value, y_value) FROM (SELECT x_value, y_value FROM series LIMIT 0); SELECT covarPopStable(x_value, y_value) FROM (SELECT x_value, y_value FROM series LIMIT 1); SELECT round(abs(COVAR1 - COVAR2), 6) FROM ( SELECT arrayJoin([1]) AS ID2, covarPopStable(x_value, y_value) AS COVAR1 FROM series ) ANY INNER JOIN ( SELECT arrayJoin([1]) AS ID2, sum(VAL) / count() AS COVAR2 FROM ( SELECT (X - AVG_X) * (Y - AVG_Y) AS VAL FROM ( 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 ) ANY INNER JOIN ( SELECT i AS ID, x_value AS X, y_value AS Y FROM series ) USING ID ) ) USING ID2; /* corr */ SELECT corrStable(x_value, y_value) FROM (SELECT x_value, y_value FROM series LIMIT 0); SELECT corrStable(x_value, y_value) FROM (SELECT x_value, y_value FROM series LIMIT 1); SELECT round(abs(corrStable(x_value, y_value) - covarPopStable(x_value, y_value) / (stddevPopStable(x_value) * stddevPopStable(y_value))), 6) FROM series; DROP TABLE series;