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stddev.go
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stddev.go
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package universe
import (
"math"
"github.com/apache/arrow/go/arrow/array"
"github.com/wolffcm/flux"
"github.com/wolffcm/flux/codes"
"github.com/wolffcm/flux/execute"
"github.com/wolffcm/flux/internal/errors"
"github.com/wolffcm/flux/plan"
"github.com/wolffcm/flux/runtime"
)
const (
StddevKind = "stddev"
modePopulation = "population"
modeSample = "sample"
)
type StddevOpSpec struct {
Mode string `json:"mode"`
execute.AggregateConfig
}
func init() {
stddevSignature := runtime.MustLookupBuiltinType("universe", "stddev")
runtime.RegisterPackageValue("universe", StddevKind, flux.MustValue(flux.FunctionValue(StddevKind, createStddevOpSpec, stddevSignature)))
flux.RegisterOpSpec(StddevKind, newStddevOp)
plan.RegisterProcedureSpec(StddevKind, newStddevProcedure, StddevKind)
execute.RegisterTransformation(StddevKind, createStddevTransformation)
}
func createStddevOpSpec(args flux.Arguments, a *flux.Administration) (flux.OperationSpec, error) {
if err := a.AddParentFromArgs(args); err != nil {
return nil, err
}
s := new(StddevOpSpec)
if mode, ok, err := args.GetString("mode"); err != nil {
return nil, err
} else if ok {
if mode != modePopulation && mode != modeSample {
return nil, errors.Newf(codes.Invalid, "%q is not a valid standard deviation mode", mode)
}
s.Mode = mode
} else {
s.Mode = modeSample
}
if err := s.AggregateConfig.ReadArgs(args); err != nil {
return s, err
}
return s, nil
}
func newStddevOp() flux.OperationSpec {
return new(StddevOpSpec)
}
func (s *StddevOpSpec) Kind() flux.OperationKind {
return StddevKind
}
type StddevProcedureSpec struct {
Mode string `json:"mode"`
execute.AggregateConfig
}
func newStddevProcedure(qs flux.OperationSpec, a plan.Administration) (plan.ProcedureSpec, error) {
spec, ok := qs.(*StddevOpSpec)
if !ok {
return nil, errors.Newf(codes.Internal, "invalid spec type %T", qs)
}
return &StddevProcedureSpec{
Mode: spec.Mode,
AggregateConfig: spec.AggregateConfig,
}, nil
}
func (s *StddevProcedureSpec) Kind() plan.ProcedureKind {
return StddevKind
}
func (s *StddevProcedureSpec) Copy() plan.ProcedureSpec {
return &StddevProcedureSpec{
Mode: s.Mode,
AggregateConfig: s.AggregateConfig,
}
}
// TriggerSpec implements plan.TriggerAwareProcedureSpec
func (s *StddevProcedureSpec) TriggerSpec() plan.TriggerSpec {
return plan.NarrowTransformationTriggerSpec{}
}
type StddevAgg struct {
Mode string
n, m2, mean float64
}
func createStddevTransformation(id execute.DatasetID, mode execute.AccumulationMode, spec plan.ProcedureSpec, a execute.Administration) (execute.Transformation, execute.Dataset, error) {
s, ok := spec.(*StddevProcedureSpec)
if !ok {
return nil, nil, errors.Newf(codes.Internal, "invalid spec type %T", spec)
}
t, d := execute.NewAggregateTransformationAndDataset(id, mode, &StddevAgg{Mode: s.Mode}, s.AggregateConfig, a.Allocator())
return t, d, nil
}
func (a *StddevAgg) NewBoolAgg() execute.DoBoolAgg {
return nil
}
func (a *StddevAgg) NewIntAgg() execute.DoIntAgg {
return &StddevAgg{Mode: a.Mode}
}
func (a *StddevAgg) NewUIntAgg() execute.DoUIntAgg {
return &StddevAgg{Mode: a.Mode}
}
func (a *StddevAgg) NewFloatAgg() execute.DoFloatAgg {
return &StddevAgg{Mode: a.Mode}
}
func (a *StddevAgg) NewStringAgg() execute.DoStringAgg {
return nil
}
func (a *StddevAgg) DoInt(vs *array.Int64) {
var delta, delta2 float64
for i := 0; i < vs.Len(); i++ {
if vs.IsNull(i) {
continue
}
v := vs.Value(i)
a.n++
// TODO handle overflow
delta = float64(v) - a.mean
a.mean += delta / a.n
delta2 = float64(v) - a.mean
a.m2 += delta * delta2
}
}
func (a *StddevAgg) DoUInt(vs *array.Uint64) {
var delta, delta2 float64
for i := 0; i < vs.Len(); i++ {
if vs.IsNull(i) {
continue
}
v := vs.Value(i)
a.n++
// TODO handle overflow
delta = float64(v) - a.mean
a.mean += delta / a.n
delta2 = float64(v) - a.mean
a.m2 += delta * delta2
}
}
func (a *StddevAgg) DoFloat(vs *array.Float64) {
var delta, delta2 float64
for i := 0; i < vs.Len(); i++ {
if vs.IsNull(i) {
continue
}
v := vs.Value(i)
a.n++
delta = v - a.mean
a.mean += delta / a.n
delta2 = v - a.mean
a.m2 += delta * delta2
}
}
func (a *StddevAgg) Type() flux.ColType {
return flux.TFloat
}
func (a *StddevAgg) ValueFloat() float64 {
var n = a.n
if a.Mode == modeSample {
n--
}
if n < 1 {
return math.NaN()
}
return math.Sqrt(a.m2 / float64(n))
}
func (a *StddevAgg) IsNull() bool {
return a.n == 0
}