mirror of
https://github.com/ClickHouse/ClickHouse.git
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75 lines
3.4 KiB
Python
75 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):
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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("INSERT INTO ttest VALUES {};".format(", ".join(['({},{}), ({},{})'.format(i, 0, j, 1) for i,j in zip(a, b)])))
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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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real_t_stat = real['t_stat'][0]
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real_p_value = real['p_value'][0]
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assert(abs(real_t_stat - np.float64(t_stat) < 1e-2)), "clickhouse_t_stat {}, scipy_t_stat {}".format(real_t_stat, t_stat)
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assert(abs(real_p_value - np.float64(p_value)) < 1e-2), "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), 5)
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rvs2 = np.round(stats.norm.rvs(loc=10, scale=5,size=500), 5)
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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), 5)
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rvs2 = np.round(stats.norm.rvs(loc=0, scale=5,size=500), 5)
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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=65536), 5)
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rvs2 = np.round(stats.norm.rvs(loc=5, scale=1,size=65536), 5)
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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=1,size=65536), 5)
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rvs2 = np.round(stats.norm.rvs(loc=0, scale=1,size=65536), 5)
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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), 5)
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rvs2 = np.round(stats.norm.rvs(loc=10, scale=5,size=500), 5)
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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), 5)
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rvs2 = np.round(stats.norm.rvs(loc=0, scale=3,size=500), 5)
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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=65536), 5)
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rvs2 = np.round(stats.norm.rvs(loc=5, scale=1,size=65536), 5)
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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=1,size=65536), 5)
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rvs2 = np.round(stats.norm.rvs(loc=0, scale=1,size=65536), 5)
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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.") |