[email protected] has posted comments on this change. ( http://gerrit.cloudera.org:8080/18413 )
Change subject: IMPALA-11205: Implement Statistical functions : CORR(), COVAR_SAMP() and COVAR_POP() ...................................................................... Patch Set 17: (2 comments) > Patch Set 15: > > (3 comments) http://gerrit.cloudera.org:8080/#/c/18413/15/be/src/exprs/aggregate-functions-ir.cc File be/src/exprs/aggregate-functions-ir.cc: http://gerrit.cloudera.org:8080/#/c/18413/15/be/src/exprs/aggregate-functions-ir.cc@328 PS15, Line 328: state->xvar += deltaX * (x - state- > This seems wrong to me. Let's say mx_n is the avg of [x_1, x_2, ..., x_n]. Right, I was skeptical about it too! I've made the required changes. http://gerrit.cloudera.org:8080/#/c/18413/15/be/src/exprs/aggregate-functions-ir.cc@332 PS15, Line 332: } : : static inline void CorrRemoveState(double x, d > I think we need to find a reference for these. Here are a few useful links: https://www.osti.gov/servlets/purl/1028931 https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Online https://github.com/apache/hive/blob/7b3ecf617a6d46f48a3b6f77e0339fd4ad95a420/ql/src/java/org/apache/hadoop/hive/ql/udf/generic/GenericUDAFCorrelation.java#L366 -- To view, visit http://gerrit.cloudera.org:8080/18413 To unsubscribe, visit http://gerrit.cloudera.org:8080/settings Gerrit-Project: Impala-ASF Gerrit-Branch: master Gerrit-MessageType: comment Gerrit-Change-Id: I32ad627c953ba24d9cde2d5549bdd0d27a9c0d06 Gerrit-Change-Number: 18413 Gerrit-PatchSet: 17 Gerrit-Owner: Anonymous Coward <[email protected]> Gerrit-Reviewer: Anonymous Coward <[email protected]> Gerrit-Reviewer: Impala Public Jenkins <[email protected]> Gerrit-Reviewer: Kurt Deschler <[email protected]> Gerrit-Reviewer: Quanlong Huang <[email protected]> Gerrit-Comment-Date: Tue, 24 May 2022 07:34:36 +0000 Gerrit-HasComments: Yes
