com.arcadedb.query.sql.function.math.SQLFunctionVariance Maven / Gradle / Ivy
/*
* Copyright © 2021-present Arcade Data Ltd ([email protected])
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
* SPDX-FileCopyrightText: 2021-present Arcade Data Ltd ([email protected])
* SPDX-License-Identifier: Apache-2.0
*/
package com.arcadedb.query.sql.function.math;
import com.arcadedb.database.Identifiable;
import com.arcadedb.query.sql.executor.CommandContext;
import com.arcadedb.query.sql.executor.MultiValue;
import com.arcadedb.query.sql.function.SQLFunctionAbstract;
/**
* Compute the variance estimation for a given field.
*
* This class uses the Weldford's algorithm (presented in Donald Knuth's Art of Computer Programming) to avoid multiple distribution
* values' passes. When executed in distributed mode it uses the Chan at al. pairwise variance algorithm to merge the results.
*
*
* References
*
*
*
*
* - Cook, John D. Accurately computing running variance.
*
* - Knuth, Donald E. (1998) The Art of Computer Programming, Volume 2: Seminumerical Algorithms, 3rd Edition.
*
* - Welford, B. P. (1962) Note on a method for calculating corrected sums of squares and products. Technometrics
*
* - Chan, Tony F.; Golub, Gene H.; LeVeque, Randall J. (1979), Parallel Algorithm.
*
*
*
* @author Fabrizio Fortino
*/
public class SQLFunctionVariance extends SQLFunctionAbstract {
public static final String NAME = "variance";
private long n;
private double mean;
private double m2;
public SQLFunctionVariance() {
super(NAME);
}
protected SQLFunctionVariance(final String name) {
super(name);
}
@Override
public Object execute(final Object iThis, final Identifiable iCurrentRecord, final Object iCurrentResult, final Object[] iParams,
final CommandContext iContext) {
if (iParams[0] instanceof Number) {
addValue((Number) iParams[0]);
} else if (MultiValue.isMultiValue(iParams[0])) {
for (final Object n : MultiValue.getMultiValueIterable(iParams[0])) {
addValue((Number) n);
}
}
return null;
}
@Override
public boolean aggregateResults() {
return true;
}
@Override
public Object getResult() {
return this.evaluate();
}
@Override
public String getSyntax() {
return NAME + "()";
}
private void addValue(final Number value) {
if (value != null) {
++n;
final double doubleValue = value.doubleValue();
final double nextM = mean + (doubleValue - mean) / n;
m2 += (doubleValue - mean) * (doubleValue - nextM);
mean = nextM;
}
}
private Double evaluate() {
return n > 1 ? m2 / n : null;
}
}
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