Changeset: 7a088315370a for MonetDB
URL: https://dev.monetdb.org/hg/MonetDB?cmd=changeset;node=7a088315370a
Modified Files:
gdk/gdk_analytic.h
gdk/gdk_analytic_func.c
sql/backends/monet5/sql.c
sql/backends/monet5/sql_rank.c
sql/backends/monet5/sql_rank.h
Branch: window-tunning
Log Message:
Updated covariance and correlation
diffs (truncated from 1705 to 300 lines):
diff --git a/gdk/gdk_analytic.h b/gdk/gdk_analytic.h
--- a/gdk/gdk_analytic.h
+++ b/gdk/gdk_analytic.h
@@ -41,8 +41,8 @@ gdk_export gdk_return GDKanalytical_stdd
gdk_export gdk_return GDKanalytical_stddev_pop(BAT *r, BAT *p, BAT *o, BAT *b,
BAT *s, BAT *e, int tpe, int frame_type);
gdk_export gdk_return GDKanalytical_variance_samp(BAT *r, BAT *p, BAT *o, BAT
*b, BAT *s, BAT *e, int tpe, int frame_type);
gdk_export gdk_return GDKanalytical_variance_pop(BAT *r, BAT *p, BAT *o, BAT
*b, BAT *s, BAT *e, int tpe, int frame_type);
-gdk_export gdk_return GDKanalytical_covariance_pop(BAT *r, BAT *b1, BAT *b2,
BAT *s, BAT *e, int tpe);
-gdk_export gdk_return GDKanalytical_covariance_samp(BAT *r, BAT *b1, BAT *b2,
BAT *s, BAT *e, int tpe);
-gdk_export gdk_return GDKanalytical_correlation(BAT *r, BAT *b1, BAT *b2, BAT
*s, BAT *e, int tpe);
+gdk_export gdk_return GDKanalytical_covariance_pop(BAT *r, BAT *p, BAT *o, BAT
*b1, BAT *b2, BAT *s, BAT *e, int tpe, int frame_type);
+gdk_export gdk_return GDKanalytical_covariance_samp(BAT *r, BAT *p, BAT *o,
BAT *b1, BAT *b2, BAT *s, BAT *e, int tpe, int frame_type);
+gdk_export gdk_return GDKanalytical_correlation(BAT *r, BAT *p, BAT *o, BAT
*b1, BAT *b2, BAT *s, BAT *e, int tpe, int frame_type);
#endif //_GDK_ANALYTIC_H_
diff --git a/gdk/gdk_analytic_func.c b/gdk/gdk_analytic_func.c
--- a/gdk/gdk_analytic_func.c
+++ b/gdk/gdk_analytic_func.c
@@ -2623,6 +2623,7 @@ GDKanalyticalavginteger(BAT *r, BAT *p,
#define ANALYTICAL_STDEV_VARIANCE_UNBOUNDED_TILL_CURRENT_ROW(TPE, SAMPLE, OP)
\
do { \
+ TPE *bp = (TPE*)Tloc(b, 0); \
for (; k < i;) { \
j = k; \
do { \
@@ -2653,10 +2654,11 @@ GDKanalyticalavginteger(BAT *r, BAT *p,
#define ANALYTICAL_STDEV_VARIANCE_CURRENT_ROW_TILL_UNBOUNDED(TPE, SAMPLE, OP)
\
do { \
+ TPE *bp = (TPE*)Tloc(b, 0); \
l = i - 1; \
for (j = l; ; j--) { \
TPE v = bp[j]; \
- if (!is_##TPE##_nil(bp[j])) { \
+ if (!is_##TPE##_nil(v)) { \
n++; \
delta = (dbl) v - mean; \
mean += delta / n; \
@@ -2686,6 +2688,7 @@ GDKanalyticalavginteger(BAT *r, BAT *p,
#define ANALYTICAL_STDEV_VARIANCE_ALL_ROWS(TPE, SAMPLE, OP) \
do { \
+ TPE *bp = (TPE*)Tloc(b, 0); \
for (; j < i; j++) { \
TPE v = bp[j]; \
if (is_##TPE##_nil(v)) \
@@ -2712,7 +2715,6 @@ GDKanalyticalavginteger(BAT *r, BAT *p,
#define ANALYTICAL_STDEV_VARIANCE_CURRENT_ROW(TPE, SAMPLE, OP) \
do { \
- (void) bp; \
for (; k < i; k++) \
rb[k] = SAMPLE == 1 ? dbl_nil : 0; \
has_nils = is_dbl_nil(rb[k - 1]); \
@@ -2720,6 +2722,7 @@ GDKanalyticalavginteger(BAT *r, BAT *p,
#define ANALYTICAL_STDEV_VARIANCE_OTHERS(TPE, SAMPLE, OP) \
do { \
+ TPE *bp = (TPE*)Tloc(b, 0); \
for (; k < i; k++) { \
TPE *bs = bp + start[k], *be = bp + end[k];
\
for (; bs < be; bs++) { \
@@ -2745,9 +2748,8 @@ GDKanalyticalavginteger(BAT *r, BAT *p,
} \
} while (0)
-#define ANALYTICAL_STDEV_VARIANCE_PARTITIONS(TPE, SAMPLE, OP, IMP)
\
+#define ANALYTICAL_STATISTICS_PARTITIONS(TPE, SAMPLE, OP, IMP) \
do { \
- TPE *bp = (TPE*)Tloc(b, 0); \
if (p) { \
for (; i < cnt; i++) { \
if (np[i]) \
@@ -2759,30 +2761,36 @@ GDKanalyticalavginteger(BAT *r, BAT *p,
} while (0)
#ifdef HAVE_HGE
-#define ANALYTICAL_STDEV_VARIANCE_LIMIT(IMP, SAMPLE, OP) \
+#define ANALYTICAL_STATISTICS_LIMIT(IMP, SAMPLE, OP) \
case TYPE_hge: \
- ANALYTICAL_STDEV_VARIANCE_PARTITIONS(hge, SAMPLE, OP,
ANALYTICAL_STDEV_VARIANCE_##IMP); \
+ ANALYTICAL_STATISTICS_PARTITIONS(hge, SAMPLE, OP,
ANALYTICAL_##IMP); \
break;
#else
-#define ANALYTICAL_STDEV_VARIANCE_LIMIT(IMP, SAMPLE, OP)
+#define ANALYTICAL_STATISTICS_LIMIT(IMP, SAMPLE, OP)
#endif
-#define ANALYTICAL_STDEV_VARIANCE_BRANCHES(IMP, SAMPLE, OP) \
+#define ANALYTICAL_STATISTICS_BRANCHES(IMP, SAMPLE, OP) \
do { \
switch (tpe) { \
case TYPE_bte: \
- ANALYTICAL_STDEV_VARIANCE_PARTITIONS(bte, SAMPLE, OP,
ANALYTICAL_STDEV_VARIANCE_##IMP); \
+ ANALYTICAL_STATISTICS_PARTITIONS(bte, SAMPLE, OP,
ANALYTICAL_##IMP); \
break; \
case TYPE_sht: \
- ANALYTICAL_STDEV_VARIANCE_PARTITIONS(sht, SAMPLE, OP,
ANALYTICAL_STDEV_VARIANCE_##IMP); \
+ ANALYTICAL_STATISTICS_PARTITIONS(sht, SAMPLE, OP,
ANALYTICAL_##IMP); \
break; \
case TYPE_int: \
- ANALYTICAL_STDEV_VARIANCE_PARTITIONS(int, SAMPLE, OP,
ANALYTICAL_STDEV_VARIANCE_##IMP); \
+ ANALYTICAL_STATISTICS_PARTITIONS(int, SAMPLE, OP,
ANALYTICAL_##IMP); \
break; \
case TYPE_lng: \
- ANALYTICAL_STDEV_VARIANCE_PARTITIONS(lng, SAMPLE, OP,
ANALYTICAL_STDEV_VARIANCE_##IMP); \
+ ANALYTICAL_STATISTICS_PARTITIONS(lng, SAMPLE, OP,
ANALYTICAL_##IMP); \
+ break; \
+ case TYPE_flt: \
+ ANALYTICAL_STATISTICS_PARTITIONS(flt, SAMPLE, OP,
ANALYTICAL_##IMP); \
break; \
- ANALYTICAL_STDEV_VARIANCE_LIMIT(IMP, SAMPLE, OP) \
+ case TYPE_dbl: \
+ ANALYTICAL_STATISTICS_PARTITIONS(dbl, SAMPLE, OP,
ANALYTICAL_##IMP); \
+ break; \
+ ANALYTICAL_STATISTICS_LIMIT(IMP, SAMPLE, OP) \
default: \
goto nosupport; \
} \
@@ -2801,23 +2809,23 @@ GDKanalytical_##NAME(BAT *r, BAT *p, BAT
\
switch (frame_type) { \
case 3: /* unbounded until current row */ { \
- ANALYTICAL_STDEV_VARIANCE_BRANCHES(UNBOUNDED_TILL_CURRENT_ROW,
SAMPLE, OP); \
+
ANALYTICAL_STATISTICS_BRANCHES(STDEV_VARIANCE_UNBOUNDED_TILL_CURRENT_ROW,
SAMPLE, OP); \
} break; \
case 4: /* current row until unbounded */ { \
- ANALYTICAL_STDEV_VARIANCE_BRANCHES(CURRENT_ROW_TILL_UNBOUNDED,
SAMPLE, OP); \
+
ANALYTICAL_STATISTICS_BRANCHES(STDEV_VARIANCE_CURRENT_ROW_TILL_UNBOUNDED,
SAMPLE, OP); \
} break; \
case 5: /* all rows */ { \
- ANALYTICAL_STDEV_VARIANCE_BRANCHES(ALL_ROWS, SAMPLE, OP);
\
+ ANALYTICAL_STATISTICS_BRANCHES(STDEV_VARIANCE_ALL_ROWS, SAMPLE,
OP); \
} break; \
case 6: /* current row */ { \
- ANALYTICAL_STDEV_VARIANCE_BRANCHES(CURRENT_ROW, SAMPLE, OP);
\
+ ANALYTICAL_STATISTICS_BRANCHES(STDEV_VARIANCE_CURRENT_ROW,
SAMPLE, OP); \
} break; \
default: { \
- ANALYTICAL_STDEV_VARIANCE_BRANCHES(OTHERS, SAMPLE, OP); \
+ ANALYTICAL_STATISTICS_BRANCHES(STDEV_VARIANCE_OTHERS, SAMPLE,
OP); \
} \
} \
\
- BATsetcount(r, cnt); \
+ BATsetcount(r, (BUN) cnt); \
r->tnonil = !has_nils; \
r->tnil = has_nils; \
return GDK_SUCCEED; \
@@ -2834,16 +2842,123 @@ GDK_ANALYTICAL_STDEV_VARIANCE(stddev_pop
GDK_ANALYTICAL_STDEV_VARIANCE(variance_samp, 1, m2 / (n - 1), "variance")
GDK_ANALYTICAL_STDEV_VARIANCE(variance_pop, 0, m2 / n, "variance")
-#define ANALYTICAL_COVARIANCE_CALC(TPE, SAMPLE, OP) \
+#define ANALYTICAL_COVARIANCE_UNBOUNDED_TILL_CURRENT_ROW(TPE, SAMPLE, OP)
\
+ do { \
+ TPE *bp1 = (TPE*)Tloc(b1, 0), *bp2 = (TPE*)Tloc(b2, 0); \
+ for (; k < i;) { \
+ j = k; \
+ do { \
+ TPE v1 = bp1[k], v2 = bp2[k]; \
+ if (!is_##TPE##_nil(v1) && !is_##TPE##_nil(v2))
{ \
+ n++; \
+ delta1 = (dbl) v1 - mean1;
\
+ mean1 += delta1 / n; \
+ delta2 = (dbl) v2 - mean2;
\
+ mean2 += delta2 / n; \
+ m2 += delta1 * ((dbl) v2 - mean2);
\
+ } \
+ k++; \
+ } while (k < i && !op[k]); \
+ if (isinf(m2)) \
+ goto overflow; \
+ if (n > SAMPLE) { \
+ for (; j < k; j++) \
+ rb[j] = OP; \
+ } else { \
+ for (; j < k; j++) \
+ rb[j] = dbl_nil; \
+ has_nils = true; \
+ } \
+ } \
+ n = 0; \
+ mean1 = 0; \
+ mean2 = 0; \
+ m2 = 0; \
+ } while (0)
+
+#define ANALYTICAL_COVARIANCE_CURRENT_ROW_TILL_UNBOUNDED(TPE, SAMPLE, OP)
\
+ do { \
+ TPE *bp1 = (TPE*)Tloc(b1, 0), *bp2 = (TPE*)Tloc(b2, 0); \
+ l = i - 1; \
+ for (j = l; ; j--) { \
+ TPE v1 = bp1[j], v2 = bp2[j]; \
+ if (!is_##TPE##_nil(v1) && !is_##TPE##_nil(v2)) {
\
+ n++; \
+ delta1 = (dbl) v1 - mean1; \
+ mean1 += delta1 / n; \
+ delta2 = (dbl) v2 - mean2; \
+ mean2 += delta2 / n; \
+ m2 += delta1 * ((dbl) v2 - mean2); \
+ } \
+ if (op[j] || j == k) { \
+ if (isinf(m2)) \
+ goto overflow; \
+ if (n > SAMPLE) { \
+ for (; l >= j; l--) \
+ rb[l] = OP; \
+ } else { \
+ for (; l >= j; l--) \
+ rb[l] = dbl_nil; \
+ has_nils = true; \
+ } \
+ if (j == k) \
+ break; \
+ l = j - 1; \
+ } \
+ } \
+ n = 0; \
+ mean1 = 0; \
+ mean2 = 0; \
+ m2 = 0; \
+ k = i; \
+ } while (0)
+
+#define ANALYTICAL_COVARIANCE_ALL_ROWS(TPE, SAMPLE, OP) \
+ do { \
+ TPE *bp1 = (TPE*)Tloc(b1, 0), *bp2 = (TPE*)Tloc(b2, 0); \
+ for (; j < i; j++) { \
+ TPE v1 = bp1[j], v2 = bp2[j]; \
+ if (!is_##TPE##_nil(v1) && !is_##TPE##_nil(v2)) {
\
+ n++; \
+ delta1 = (dbl) v1 - mean1; \
+ mean1 += delta1 / n; \
+ delta2 = (dbl) v2 - mean2; \
+ mean2 += delta2 / n; \
+ m2 += delta1 * ((dbl) v2 - mean2); \
+ } \
+ } \
+ if (isinf(m2)) \
+ goto overflow; \
+ if (n > SAMPLE) { \
+ for (; k < i; k++) \
+ rb[k] = OP; \
+ } else { \
+ for (; k < i; k++) \
+ rb[k] = dbl_nil; \
+ has_nils = true; \
+ } \
+ n = 0; \
+ mean1 = 0; \
+ mean2 = 0; \
+ m2 = 0; \
+ } while (0)
+
+#define ANALYTICAL_COVARIANCE_CURRENT_ROW(TPE, SAMPLE, OP) \
do { \
- TPE *bp1 = (TPE*)Tloc(b1, 0), *bp2 = (TPE*)Tloc(b2, 0), *bs1,
*be1, *bs2, v1, v2; \
- for (; i < cnt; i++, rb++) { \
- bs1 = bp1 + start[i]; \
- be1 = bp1 + end[i]; \
- bs2 = bp2 + start[i]; \
+ for (; k < i; k++) \
+ rb[k] = SAMPLE == 1 ? dbl_nil : 0; \
+ has_nils = is_dbl_nil(rb[k - 1]); \
+ } while (0)
+
+#define ANALYTICAL_COVARIANCE_OTHERS(TPE, SAMPLE, OP) \
+ do { \
+ TPE *bp1 = (TPE*)Tloc(b1, 0), *bp2 = (TPE*)Tloc(b2, 0); \
+ for (; k < i; k++) { \
+ TPE *bs1 = bp1 + start[k];
\
+ TPE *be1 = bp1 + end[k];
\
+ TPE *bs2 = bp2 + start[k]; \
for (; bs1 < be1; bs1++, bs2++) { \
- v1 = *bs1; \
- v2 = *bs2; \
+ TPE v1 = *bs1, v2 = *bs2;
\
if (is_##TPE##_nil(v1) || is_##TPE##_nil(v2))
\
continue; \
n++; \
@@ -2853,13 +2968,13 @@ GDK_ANALYTICAL_STDEV_VARIANCE(variance_p
mean2 += delta2 / n; \
m2 += delta1 * ((dbl) v2 - mean2); \
} \
- if (isinf(m2)) { \
+ if (isinf(m2)) \
goto overflow; \
- } else if (n > SAMPLE) { \
- *rb = OP; \
+ if (n > SAMPLE) { \
+ rb[k] = OP; \
} else { \
- *rb = dbl_nil; \
- nils++; \
+ rb[k] = dbl_nil; \
+ has_nils = true; \
} \
n = 0; \
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