HyukjinKwon commented on code in PR #36063:
URL: https://github.com/apache/spark/pull/36063#discussion_r848995606
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sql/catalyst/src/main/scala/org/apache/spark/sql/catalyst/expressions/windowExpressions.scala:
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@@ -1014,3 +1015,51 @@ case class PercentRank(children: Seq[Expression])
extends RankLike with SizeBase
override protected def withNewChildrenInternal(newChildren:
IndexedSeq[Expression]): PercentRank =
copy(children = newChildren)
}
+
+/**
+ * Exponential Weighted Moment. This expression is dedicated only for Pandas
API on Spark.
+ * An exponentially weighted window is similar to an expanding window but with
each prior point
+ * being exponentially weighted down relative to the current point.
+ * See
https://pandas.pydata.org/docs/user_guide/window.html#exponentially-weighted-window
+ * for details.
+ * Currently, only weighted moving average is supported. In general, it is
calculated as
+ * y_t = \frac{\sum_{i=0}^t w_i x_{t-i}}{\sum_{i=0}^t w_i},
+ * where x_t is the input, y_t is the result and the w_i are the weights.
+ */
+@DeveloperApi
+@Experimental
+@Unstable
+case class EWM(input: Expression, alpha: Double)
+ extends AggregateWindowFunction with UnaryLike[Expression] {
+ assert(0 < alpha && alpha <= 1)
+
+ override def dataType: DataType = DoubleType
+
+ private val numerator = AttributeReference("numerator", DoubleType, nullable
= false)()
+ private val denominator = AttributeReference("denominator", DoubleType,
nullable = false)()
+ override def aggBufferAttributes: Seq[AttributeReference] = numerator ::
denominator :: Nil
+
+ override val initialValues: Seq[Expression] = Seq(Literal(0.0), Literal(0.0))
+
+ override val updateExpressions: Seq[Expression] = {
+ val beta = Literal(1.0 - alpha)
+ val casted = input.cast(DoubleType)
+ // TODO: after adding param ignore_na, we can remove this check
+ val error = RaiseError(Literal("Input values Must not be Null or
NaN")).cast(DoubleType)
Review Comment:
```suggestion
val error = RaiseError(Literal("Input values must not be null or
NaN")).cast(DoubleType)
```
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