Github user davies commented on a diff in the pull request:
https://github.com/apache/spark/pull/10960#discussion_r51533870
--- Diff:
sql/catalyst/src/main/scala/org/apache/spark/sql/catalyst/expressions/aggregate/CentralMomentAgg.scala
---
@@ -57,173 +55,170 @@ abstract class CentralMomentAgg(child: Expression)
extends ImperativeAggregate w
override def dataType: DataType = DoubleType
- override def inputTypes: Seq[AbstractDataType] = Seq(NumericType)
+ override def inputTypes: Seq[AbstractDataType] = Seq(DoubleType)
+
+ protected val count = AttributeReference("count", DoubleType, nullable =
false)()
+ protected val avg = AttributeReference("avg", DoubleType, nullable =
false)()
+ protected val m2 = AttributeReference("m2", DoubleType, nullable =
false)()
+ protected val m3 = AttributeReference("m3", DoubleType, nullable =
false)()
+ protected val m4 = AttributeReference("m4", DoubleType, nullable =
false)()
+
+ override val aggBufferAttributes = Seq(count, avg, m2, m3,
m4).take(momentOrder + 1)
+
+ override val initialValues: Seq[Expression] = Seq(
+ /* count = */ Literal(0.0),
+ /* avg = */ Literal(0.0),
+ /* m2 = */ Literal(0.0),
+ /* m3 = */ Literal(0.0),
+ /* m4 = */ Literal(0.0)
+ ).take(momentOrder + 1)
+
+ override lazy val updateExpressions: Seq[Expression] = {
+ val n = count + Literal(1.0)
+ val delta = child - avg
+ val deltaN = delta / n
+ val newAvg = avg + deltaN
+ val newM2 = m2 + delta * (delta - deltaN)
+
+ val delta2 = delta * delta
+ val deltaN2 = deltaN * deltaN
+ val newM3 = m3 - Literal(3.0) * deltaN * newM2 + delta * (delta2 -
deltaN2)
+
+ val newM4 = m4 - Literal(4.0) * deltaN * newM3 - Literal(6.0) *
deltaN2 * newM2 +
+ delta * (delta * delta2 - deltaN * deltaN2)
+
+ if (child.nullable) {
+ Seq(
+ /* count = */ If(IsNull(child), count, n),
+ /* avg = */ If(IsNull(child), avg, newAvg),
+ /* m2 = */ If(IsNull(child), m2, newM2),
+ /* m3 = */ If(IsNull(child), m3, newM3),
+ /* m4 = */ If(IsNull(child), m4, newM4)
+ ).take(momentOrder + 1)
+ } else {
+ Seq(
+ /* count = */ n,
+ /* avg = */ newAvg,
+ /* m2 = */ newM2,
+ /* m3 = */ newM3,
+ /* m4 = */ newM4
+ ).take(momentOrder + 1)
+ }
+ }
- override def checkInputDataTypes(): TypeCheckResult =
- TypeUtils.checkForNumericExpr(child.dataType, s"function $prettyName")
+ override lazy val mergeExpressions: Seq[Expression] = {
- override def aggBufferSchema: StructType =
StructType.fromAttributes(aggBufferAttributes)
+ val n1 = count.left
+ val n2 = count.right
+ val n = n1 + n2
+ val delta = avg.right - avg.left
+ val deltaN = If(EqualTo(n, Literal(0.0)), Literal(0.0), delta / n)
+ val newAvg = avg.left + deltaN * n2
- /**
- * Size of aggregation buffer.
- */
- private[this] val bufferSize = 5
+ // higher order moments computed according to:
+ //
https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Higher-order_statistics
+ val newM2 = m2.left + m2.right + delta * deltaN * n1 * n2
+ val newM3 = if (momentOrder >= 3) {
--- End diff --
These expression require `m3.right`, it is not valid if momentOrder < 3,
will add a comment.
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