agavra commented on PR #10021:
URL: https://github.com/apache/pinot/pull/10021#issuecomment-1362237602
I won't inline - benchmark results from inlining everything:
```
Benchmark Mode Cnt Score Error Units
FourthMomentBenchmark.apacheFM avgt 5 0.056 ± 0.001 ms/op
FourthMomentBenchmark.nativeFM avgt 5 0.056 ± 0.002 ms/op
```
```
public class NativeFourthMoment {
private long _n = 0;
private double _m1 = Double.NaN;
private double _m2 = Double.NaN;
private double _m3 = Double.NaN;
private double _m4 = Double.NaN;
public void increment(double d) {
if (_n == 0) {
_m4 = 0d;
_m3 = 0d;
_m2 = 0d;
_m1 = 0d;
}
_n++;
double n = _n; // prevent overflow
double dev = d - _m1;
double nDev = dev / n;
double nDevSq = nDev * nDev;
_m4 = _m4 - 4.0 * nDev * _m3
+ 6.0 * nDevSq * _m2
+ ((n * n) - 3 * (n - 1)) * (nDevSq * nDevSq * (n - 1) * n);
_m3 = _m3 - 3.0 * nDev * _m2
+ (n - 1) * (n - 2) * nDevSq * dev;
_m2 += (n - 1) * dev * nDev;
_m1 += nDev;
}
public double kurtosis() {
double kurtosis = Double.NaN;
if (_n > 3) {
double variance = _m2 / (_n - 1);
if (variance < 10E-20) {
kurtosis = 0.0;
} else {
double n = _n;
kurtosis =
(n * (n + 1) * _m4 -
3 * _m2 * _m2 * (n - 1)) /
((n - 1) * (n -2) * (n -3) * variance * variance);
}
}
return kurtosis;
}
```
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