/
function.go
145 lines (130 loc) · 4.18 KB
/
function.go
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package kolmogorovSmirnovTest2
import (
"fmt"
"github.com/bookingcom/carbonapi/expr/helper"
"github.com/bookingcom/carbonapi/expr/interfaces"
"github.com/bookingcom/carbonapi/expr/types"
"github.com/bookingcom/carbonapi/pkg/parser"
"github.com/dgryski/go-onlinestats"
"math"
)
type kolmogorovSmirnovTest2 struct {
interfaces.FunctionBase
}
func GetOrder() interfaces.Order {
return interfaces.Any
}
func New(configFile string) []interfaces.FunctionMetadata {
res := make([]interfaces.FunctionMetadata, 0)
f := &kolmogorovSmirnovTest2{}
functions := []string{"kolmogorovSmirnovTest2", "ksTest2"}
for _, n := range functions {
res = append(res, interfaces.FunctionMetadata{Name: n, F: f})
}
return res
}
// ksTest2(series, series, points|"interval")
// https://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test
func (f *kolmogorovSmirnovTest2) Do(e parser.Expr, from, until int32, values map[parser.MetricRequest][]*types.MetricData) ([]*types.MetricData, error) {
arg1, err := helper.GetSeriesArg(e.Args()[0], from, until, values)
if err != nil {
return nil, err
}
arg2, err := helper.GetSeriesArg(e.Args()[1], from, until, values)
if err != nil {
return nil, err
}
if len(arg1) != 1 || len(arg2) != 1 {
return nil, types.ErrWildcardNotAllowed
}
a1 := arg1[0]
a2 := arg2[0]
windowSize, err := e.GetIntArg(2)
if err != nil {
return nil, err
}
w1 := &types.Windowed{Data: make([]float64, windowSize)}
w2 := &types.Windowed{Data: make([]float64, windowSize)}
r := *a1
r.Name = fmt.Sprintf("kolmogorovSmirnovTest2(%s,%s,%d)", a1.Name, a2.Name, windowSize)
r.Values = make([]float64, len(a1.Values))
r.IsAbsent = make([]bool, len(a1.Values))
r.StartTime = from
r.StopTime = until
d1 := make([]float64, windowSize)
d2 := make([]float64, windowSize)
for i, v1 := range a1.Values {
v2 := a2.Values[i]
if a1.IsAbsent[i] || a2.IsAbsent[i] {
// make sure missing values are ignored
v1 = math.NaN()
v2 = math.NaN()
}
w1.Push(v1)
w2.Push(v2)
if i >= windowSize {
// need a copy here because KS is destructive
copy(d1, w1.Data)
copy(d2, w2.Data)
r.Values[i] = onlinestats.KS(d1, d2)
} else {
r.Values[i] = 0
r.IsAbsent[i] = true
}
}
return []*types.MetricData{&r}, nil
}
// TODO: Implement normal description
// Description is auto-generated description, based on output of https://github.com/graphite-project/graphite-web
func (f *kolmogorovSmirnovTest2) Description() map[string]types.FunctionDescription {
return map[string]types.FunctionDescription{
"kolmogorovSmirnovTest2": {
Description: "Nonparametric test of the equality of continuous, one-dimensional probability distributions that can be used to compare a sample with a reference probability distribution (one-sample K–S test), or to compare two samples (two-sample K–S test). https://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test",
Function: "kolmogorovSmirnovTest2(seriesList, seriesList, windowSize)",
Group: "Transform",
Module: "graphite.render.functions",
Name: "kolmogorovSmirnovTest2",
Params: []types.FunctionParam{
{
Name: "seriesList",
Required: true,
Type: types.SeriesList,
},
{
Name: "seriesList",
Required: true,
Type: types.SeriesList,
},
{
Name: "window",
Required: true,
Type: types.Integer,
},
},
},
"ksTest2": {
Description: "Nonparametric test of the equality of continuous, one-dimensional probability distributions that can be used to compare a sample with a reference probability distribution (one-sample K–S test), or to compare two samples (two-sample K–S test). https://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test",
Function: "ksTest2(seriesList, seriesList, windowSize)",
Group: "Transform",
Module: "graphite.render.functions.custom",
Name: "ksTest2",
Params: []types.FunctionParam{
{
Name: "seriesList",
Required: true,
Type: types.SeriesList,
},
{
Name: "seriesList",
Required: true,
Type: types.SeriesList,
},
{
Name: "window",
Required: true,
Type: types.Integer,
},
},
},
}
}