mirror of
https://github.com/ClickHouse/ClickHouse.git
synced 2024-11-13 11:04:10 +00:00
97f2a2213e
* Move some code outside dbms/src folder * Fix paths
146 lines
4.0 KiB
SQL
146 lines
4.0 KiB
SQL
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;
|