ClickHouse/tests/queries/0_stateless/02706_kolmogorov_smirnov_test.sql

108 lines
34 KiB
SQL

DROP TABLE IF EXISTS kstest;
CREATE TABLE kstest (left Float64, right Float64) ENGINE = Memory;
INSERT INTO kstest VALUES (0.010268, 0), (0.000167, 0), (0.000167, 0), (0.159258, 1), (0.136278, 1), (0.122389, 1);
SELECT
roundBankers(kolmogorovSmirnovTest(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('two-sided')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('less')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('greater')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','auto')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('less','auto')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('greater','auto')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','exact')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('less','exact')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('greater','exact')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','asymp')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('less','asymp')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('greater','asymp')(left, right).2, 6) ,
roundBankers(kolmogorovSmirnovTest(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('two-sided')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('less')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('greater')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','auto')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('less','auto')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('greater','auto')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','exact')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('less','exact')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('greater','exact')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','asymp')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('less','asymp')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('greater','asymp')(left, right).1, 6)
from kstest;
DROP TABLE IF EXISTS kstest;
CREATE TABLE kstest (left Float64, right Float64) ENGINE = Memory;
INSERT INTO kstest VALUES (14.72789, 0), (9.61661, 0), (13.57615, 0), (3.98392, 0), (11.98889, 0), (10.99422, 0), (5.44792, 0), (20.29346, 0), (7.05926, 0), (9.22732, 0), (12.06847, 0), (13.52612, 0), (8.24597, 0), (9.35245, 0), (10.12297, 0), (15.80624, 0), (13.68613, 0), (10.72729, 0), (5.62078, 0), (6.12229, 0), (6.03801, 0), (8.95585, 0), (24.04613, 0), (9.04757, 0), (2.68263, 0), (15.43935, 0), (2.89423, 0), (4.01423, 0), (4.30568, 0), (11.99948, 0), (8.40574, 0), (10.86642, 0), (9.4266, 0), (-8.12752, 0), (7.91634, 0), (7.3967, 0), (2.26431, 0), (14.20118, 0), (6.68233, 0), (15.46221, 0), (7.88467, 0), (11.20011, 0), (8.92027, 0), (10.27926, 0), (5.14395, 0), (5.62178, 0), (12.84383, 0), (9.98009, 0), (-0.69789, 0), (11.41386, 0), (7.76863, 0), (7.21743, 0), (1.81176, 0), (9.43762, 0), (19.22117, 0), (2.97128, 0), (14.32851, 0), (7.54959, 0), (3.81545, 0), (10.1281, 0), (2.48596, 0), (10.0461, 0), (3.59714, 0), (9.73522, 0), (18.8077, 0), (3.15148, 0), (12.26062, 0), (5.66707, 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SELECT
roundBankers(kolmogorovSmirnovTest(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('two-sided')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('less')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('greater')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','auto')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('less','auto')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('greater','auto')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','exact')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('less','exact')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('greater','exact')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','asymp')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('less','asymp')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('greater','asymp')(left, right).2, 6) ,
roundBankers(kolmogorovSmirnovTest(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('two-sided')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('less')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('greater')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','auto')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('less','auto')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('greater','auto')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','exact')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('less','exact')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('greater','exact')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','asymp')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('less','asymp')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('greater','asymp')(left, right).1, 6)
from kstest;
DROP TABLE IF EXISTS kstest;
CREATE TABLE kstest (left Float64, right Float64) ENGINE = Memory;
INSERT INTO kstest VALUES (4.82025, 0), (6.13896, 0), (15.20277, 0), (14.15351, 0), (7.21338, 0), (8.55506, 0), (13.80816, 0), (11.28411, 0), (7.4612, 0), (7.43759, 0), (12.9832, 0), (-5.74783, 0), (12.47114, 0), (15.14223, 0), (3.40603, 0), (9.27323, 0), (7.88547, 0), (8.56456, 0), (4.59731, 0), (7.91213, 0), (7.33894, 0), (21.74811, 0), (11.92111, 0), (0.18828, 0), (10.47314, 0), (20.37396, 0), (11.04991, 0), (13.30083, 0), (14.28065, 0), (2.86942, 0), (24.96072, 0), (14.20164, 0), (18.28769, 0), (10.50949, 0), (9.22273, 0), (11.77608, 0), (8.56872, 0), (13.74535, 0), (11.65209, 0), (12.51894, 0), (17.76256, 0), (13.52122, 0), (8.70796, 0), (6.04749, 0), (16.33064, 0), (8.35636, 0), (14.03496, 0), (11.05834, 0), (14.49261, 0), (2.59383, 0), (8.01022, 0), (4.05458, 0), (13.26384, 0), (14.62058, 0), (10.52489, 0), (8.46357, 0), (6.4147, 0), (9.70071, 0), (12.47581, 0), (4.38333, 0), (17.54172, 0), (10.12109, 0), (7.73186, 0), (14.0279, 0), (11.6621, 0), (17.47045, 0), (15.50223, 0), 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(5.17082, 1), (4.79089, 1), (-17.42643, 1), (8.72548, 1), (-3.70285, 1), (16.77893, 1), (13.382, 1), (19.98418, 1), (0.00483, 1), (-4.75951, 1), (2.35391, 1), (21.65809, 1), (-9.2714, 1), (-18.38253, 1), (7.23097, 1), (14.97927, 1), (-4.02197, 1), (-29.8189, 1), (-12.8554, 1), (-7.60124, 1), (-14.90158, 1), (-3.31486, 1), (31.38144, 1), (-8.61288, 1), (15.31895, 1), (-10.19488, 1), (13.796, 1), (-0.32912, 1), (-0.0684, 1), (-30.06834, 1), (24.93912, 1), (-3.26506, 1), (-8.29751, 1), (-5.39189, 1), (-25.08603, 1), (-1.45318, 1), (16.72724, 1), (-3.38467, 1), (-26.00478, 1), (7.28369, 1), (16.96226, 1), (16.5858, 1), (10.46583, 1), (3.84345, 1), (-2.99382, 1), (1.42078, 1), (-11.0123, 1), (2.09909, 1), (1.21064, 1), (15.36079, 1), (-21.61349, 1), (22.7726, 1), (10.50512, 1), (-6.95825, 1), (9.20036, 1), (15.66902, 1), (3.28098, 1), (-9.05692, 1), (0.32882, 1), (-1.64934, 1), (-4.81406, 1), (-5.06006, 1), (19.97493, 1), (2.88646, 1), (-0.34552, 1), (7.55186, 1), (-22.96115, 1), (31.29166, 1), (6.18798, 1), (-2.52715, 1), (-11.58799, 1), (14.13596, 1), (13.45069, 1), (12.15179, 1), (3.44491, 1), (-8.78006, 1), (18.32087, 1), (11.91757, 1), (-2.00179, 1), (10.88411, 1), (9.09327, 1), (6.62484, 1), (8.87178, 1), (11.52254, 1), (-14.15988, 1), (-17.19515, 1), (14.03089, 1), (-2.4095, 1), (-16.83575, 1), (2.71469, 1), (4.84351, 1), (-1.17651, 1), (-3.37529, 1), (-19.92137, 1), (4.48952, 1), (-12.4906, 1), (-5.65277, 1), (8.50819, 1), (-19.61261, 1), (12.54156, 1), (11.06784, 1), (-12.59285, 1), (3.43683, 1), (-3.00325, 1), (12.49082, 1), (7.20955, 1), (17.6547, 1), (15.8619, 1), (24.3048, 1), (-8.05434, 1), (-6.06901, 1), (-15.69515, 1), (-11.13917, 1), (-3.90757, 1), (-2.57038, 1), (5.14065, 1), (17.8497, 1), (-8.64665, 1), (-18.68331, 1), (5.8567, 1), (-20.93884, 1), (4.40583, 1), (14.35985, 1), (4.18134, 1), (4.3635, 1), (9.35428, 1), (2.8908, 1), (16.01017, 1), (-1.48499, 1), (-9.97949, 1), (1.03055, 1), (-2.79697, 1), (6.85977, 1), (4.73213, 1), (2.7815, 1), (-2.46866, 1), (18.39425, 1), (-0.80378, 1), (-0.22982, 1), (-16.11608, 1), (3.0862, 1), (3.20779, 1), (10.50146, 1), (-0.21305, 1), (11.21012, 1), (-0.99825, 1), (18.39633, 1), (-3.39003, 1), (-0.64411, 1), (-1.39932, 1), (15.45319, 1), (-0.66044, 1), (-15.2223, 1), (-34.39907, 1), (-3.57836, 1), (16.82828, 1), (1.66624, 1), (15.43475, 1), (8.17776, 1), (5.50486, 1), (10.43082, 1), (-6.63332, 1), (2.28008, 1), (16.37203, 1), (5.16313, 1), (-8.85281, 1), (13.26692, 1), (-7.46842, 1), (8.43091, 1), (-13.18172, 1), (-0.72401, 1), (22.3881, 1), (10.65448, 1), (2.81289, 1), (10.92405, 1), (-8.95358, 1), (19.80653, 1), (-12.86527, 1), (5.38826, 1), (-6.83501, 1), (-15.7647, 1), (-27.67412, 1), (8.6499, 1), (-4.89542, 1), (16.76167, 1), (12.84284, 1), (-17.27324, 1), (-4.18726, 1), (-14.62366, 1), (-5.49863, 1), (-16.22846, 1), (10.60329, 1), (6.46781, 1), (1.70458, 1), (10.77448, 1), (0.8463, 1), (13.0482, 1), (-4.36264, 1), (3.22647, 1), (2.38828, 1), (6.7946, 1), (-0.25254, 1), (1.2497, 1), (1.6544, 1), (4.1019, 1), (11.27839, 1), (-5.04127, 1), (18.11674, 1), (0.51231, 1), (-0.51029, 1), (13.52556, 1), (16.10171, 1), (5.68197, 1), (-2.85904, 1), (-8.89167, 1), (6.24489, 1), (10.85319, 1), (-0.39816, 1), (3.87079, 1), (-3.1867, 1), (1.55322, 1), (16.86779, 1), (-14.60321, 1), (-1.81952, 1), (-3.11624, 1), (1.24193, 1), (10.18179, 1), (4.69796, 1), (0.69032, 1), (11.7723, 1), (7.62896, 1), (9.89741, 1), (9.11484, 1), (-3.84676, 1), (-0.4777, 1), (0.95958, 1), (-7.95056, 1), (-10.97474, 1), (-6.54861, 1), (34.74933, 1), (27.39463, 1), (4.18299, 1), (6.02476, 1), (-1.99397, 1), (1.26478, 1), (23.37106, 1), (10.49682, 1), (-11.04354, 1), (-12.22284, 1), (-9.87635, 1), (28.90511, 1), (6.77613, 1), (0.55352, 1), (0.37031, 1), (7.1418, 1), (3.24897, 1), (-1.60918, 1), (3.1675, 1), (-17.97072, 1), (-5.61743, 1), (14.1422, 1), (14.87695, 1), (-4.65961, 1), (-0.99174, 1), (-2.96623, 1), (-9.02263, 1), (-17.2088, 1), (2.78608, 1), (6.74239, 1), (4.8524, 1), (7.46731, 1), (1.04894, 1), (-12.8023, 1), (-17.18188, 1), (-5.08801, 1), (22.13942, 1), (-0.36384, 1), (17.80564, 1), (7.67504, 1), (1.59779, 1), (4.10942, 1), (0.61074, 1), (-14.40767, 1), (10.59906, 1), (16.57017, 1), (-15.17526, 1), (-6.98549, 1), (-0.64548, 1), (3.23756, 1), (14.65504, 1), (4.583, 1), (12.72378, 1), (5.26547, 1), (0.81781, 1), (9.38273, 1), (10.37636, 1), (10.70325, 1), (-0.83043, 1), (-7.53149, 1), (-9.09147, 1), (-19.51381, 1), (-28.44508, 1), (6.44392, 1), (11.10201, 1), (-2.86184, 1), (8.30673, 1), (8.8797, 1), (10.68053, 1), (15.62919, 1), (8.00579, 1), (6.4651, 1), (-4.50029, 1), (18.04514, 1), (11.12996, 1), (-5.14007, 1), (9.43857, 1), (3.13476, 1), (4.9772, 1), (-17.45782, 1), (0.05552, 1), (-1.90283, 1), (2.67908, 1), (-2.62243, 1), (-3.22767, 1), (-8.70222, 1), (-23.11605, 1), (21.6757, 1), (12.70076, 1), (4.4322, 1), (11.69344, 1), (9.18052, 1), (-2.2549, 1), (-2.15615, 1), (20.29765, 1), (-0.29536, 1), (15.50109, 1), (8.79187, 1), (5.11533, 1), (-20.44436, 1), (-3.00909, 1), (-4.48291, 1), (21.84462, 1), (1.94225, 1), (-2.81908, 1), (17.19418, 1), (-9.33528, 1), (-0.17346, 1), (0.03958, 1), (-35.17786, 1), (8.36887, 1), (-9.02292, 1), (-10.98804, 1), (0.29335, 1), (4.29634, 1), (3.87718, 1), (-9.08532, 1), (7.13922, 1), (-7.62463, 1), (-10.5666, 1), (4.68165, 1), (-3.30172, 1), (13.04852, 1), (13.45616, 1), (2.41043, 1), (-0.36501, 1), (-15.67383, 1), (17.92217, 1), (8.42106, 1), (3.22063, 1), (-7.31753, 1), (21.99596, 1), (-36.8273, 1), (-20.46391, 1), (5.74179, 1), (-15.83178, 1), (14.90454, 1), (-8.84645, 1), (3.72036, 1), (4.6877, 1), (16.35418, 1), (3.15441, 1), (2.39907, 1), (-17.58664, 1), (-13.18269, 1);
SELECT
roundBankers(kolmogorovSmirnovTest(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('two-sided')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('less')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('greater')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','auto')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('less','auto')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('greater','auto')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','exact')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('less','exact')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('greater','exact')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','asymp')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('less','asymp')(left, right).2, 6),
roundBankers(kolmogorovSmirnovTest('greater','asymp')(left, right).2, 6) ,
roundBankers(kolmogorovSmirnovTest(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('two-sided')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('less')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('greater')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','auto')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('less','auto')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('greater','auto')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','exact')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('less','exact')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('greater','exact')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('two-sided','asymp')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('less','asymp')(left, right).1, 6),
roundBankers(kolmogorovSmirnovTest('greater','asymp')(left, right).1, 6)
from kstest;
DROP TABLE IF EXISTS kstest;