mirror of
https://github.com/ClickHouse/ClickHouse.git
synced 2024-09-20 08:40:50 +00:00
92 lines
3.4 KiB
Python
92 lines
3.4 KiB
Python
#!/usr/bin/env python3
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import os
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import sys
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from scipy import stats
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import pandas as pd
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import numpy as np
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CURDIR = os.path.dirname(os.path.realpath(__file__))
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sys.path.insert(0, os.path.join(CURDIR, "helpers"))
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from pure_http_client import ClickHouseClient
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def test_and_check(name, a, b, t_stat, p_value, precision=1e-2):
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client = ClickHouseClient()
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client.query("DROP TABLE IF EXISTS ttest;")
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client.query("CREATE TABLE ttest (left Float64, right UInt8) ENGINE = Memory;")
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client.query(
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"INSERT INTO ttest VALUES {};".format(
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", ".join(["({},{})".format(i, 0) for i in a])
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)
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)
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client.query(
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"INSERT INTO ttest VALUES {};".format(
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", ".join(["({},{})".format(j, 1) for j in b])
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)
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)
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real = client.query_return_df(
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"SELECT roundBankers({}(left, right).1, 16) as t_stat, ".format(name)
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+ "roundBankers({}(left, right).2, 16) as p_value ".format(name)
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+ "FROM ttest FORMAT TabSeparatedWithNames;"
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)
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real_t_stat = real["t_stat"][0]
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real_p_value = real["p_value"][0]
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assert (
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abs(real_t_stat - np.float64(t_stat)) < precision
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), "clickhouse_t_stat {}, scipy_t_stat {}".format(real_t_stat, t_stat)
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assert (
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abs(real_p_value - np.float64(p_value)) < precision
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), "clickhouse_p_value {}, scipy_p_value {}".format(real_p_value, p_value)
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client.query("DROP TABLE IF EXISTS ttest;")
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def test_student():
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rvs1 = np.round(stats.norm.rvs(loc=1, scale=5, size=500), 2)
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rvs2 = np.round(stats.norm.rvs(loc=10, scale=5, size=500), 2)
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s, p = stats.ttest_ind(rvs1, rvs2, equal_var=True)
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test_and_check("studentTTest", rvs1, rvs2, s, p)
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rvs1 = np.round(stats.norm.rvs(loc=0, scale=5, size=500), 2)
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rvs2 = np.round(stats.norm.rvs(loc=0, scale=5, size=500), 2)
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s, p = stats.ttest_ind(rvs1, rvs2, equal_var=True)
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test_and_check("studentTTest", rvs1, rvs2, s, p)
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rvs1 = np.round(stats.norm.rvs(loc=2, scale=10, size=512), 2)
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rvs2 = np.round(stats.norm.rvs(loc=5, scale=20, size=1024), 2)
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s, p = stats.ttest_ind(rvs1, rvs2, equal_var=True)
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test_and_check("studentTTest", rvs1, rvs2, s, p)
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rvs1 = np.round(stats.norm.rvs(loc=0, scale=10, size=1024), 2)
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rvs2 = np.round(stats.norm.rvs(loc=0, scale=10, size=512), 2)
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s, p = stats.ttest_ind(rvs1, rvs2, equal_var=True)
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test_and_check("studentTTest", rvs1, rvs2, s, p)
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def test_welch():
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rvs1 = np.round(stats.norm.rvs(loc=1, scale=15, size=500), 2)
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rvs2 = np.round(stats.norm.rvs(loc=10, scale=5, size=500), 2)
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s, p = stats.ttest_ind(rvs1, rvs2, equal_var=False)
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test_and_check("welchTTest", rvs1, rvs2, s, p)
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rvs1 = np.round(stats.norm.rvs(loc=0, scale=7, size=500), 2)
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rvs2 = np.round(stats.norm.rvs(loc=0, scale=3, size=500), 2)
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s, p = stats.ttest_ind(rvs1, rvs2, equal_var=False)
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test_and_check("welchTTest", rvs1, rvs2, s, p)
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rvs1 = np.round(stats.norm.rvs(loc=0, scale=10, size=1024), 2)
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rvs2 = np.round(stats.norm.rvs(loc=5, scale=1, size=512), 2)
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s, p = stats.ttest_ind(rvs1, rvs2, equal_var=False)
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test_and_check("welchTTest", rvs1, rvs2, s, p)
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rvs1 = np.round(stats.norm.rvs(loc=5, scale=10, size=512), 2)
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rvs2 = np.round(stats.norm.rvs(loc=5, scale=10, size=1024), 2)
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s, p = stats.ttest_ind(rvs1, rvs2, equal_var=False)
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test_and_check("welchTTest", rvs1, rvs2, s, p)
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if __name__ == "__main__":
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test_student()
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test_welch()
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print("Ok.")
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