/*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package com.facebook.presto.operator.aggregation;
import com.facebook.presto.spi.block.Block;
import com.facebook.presto.spi.type.StandardTypes;
import com.google.common.collect.ImmutableList;
import org.apache.commons.math3.stat.correlation.PearsonsCorrelation;
import org.testng.annotations.Test;
import java.util.List;
import java.util.stream.DoubleStream;
import static com.facebook.presto.block.BlockAssertions.createDoubleSequenceBlock;
import static com.facebook.presto.block.BlockAssertions.createDoublesBlock;
import static com.facebook.presto.operator.aggregation.AggregationTestUtils.constructDoublePrimitiveArray;
import static com.google.common.base.Preconditions.checkArgument;
public class TestDoubleCorrelationAggregation
extends AbstractTestAggregationFunction
{
@Override
public Block[] getSequenceBlocks(int start, int length)
{
return new Block[] {createDoubleSequenceBlock(start, start + length), createDoubleSequenceBlock(start + 2, start + 2 + length)};
}
@Override
protected String getFunctionName()
{
return "corr";
}
@Override
protected List<String> getFunctionParameterTypes()
{
return ImmutableList.of(StandardTypes.DOUBLE, StandardTypes.DOUBLE);
}
@Override
public Object getExpectedValue(int start, int length)
{
if (length <= 1) {
return null;
}
PearsonsCorrelation corr = new PearsonsCorrelation();
return corr.correlation(constructDoublePrimitiveArray(start + 2, length), constructDoublePrimitiveArray(start, length));
}
@Test
public void testDivisionByZero()
{
testAggregation(null, createDoublesBlock(2.0, 2.0, 2.0, 2.0, 2.0), createDoublesBlock(1.0, 4.0, 9.0, 16.0, 25.0));
testAggregation(null, createDoublesBlock(1.0, 4.0, 9.0, 16.0, 25.0), createDoublesBlock(2.0, 2.0, 2.0, 2.0, 2.0));
}
@Test
public void testNonTrivialResult()
{
// All other test produce 0, 1, or null only
testNonTrivialAggregation(new double[] {1, 2, 3, 4, 5}, new double[] {1, 4, 9, 16, 25});
}
private void testNonTrivialAggregation(double[] y, double[] x)
{
PearsonsCorrelation corr = new PearsonsCorrelation();
double expected = corr.correlation(x, y);
checkArgument(Double.isFinite(expected) && expected != 0.0 && expected != 1.0, "Expected result is trivial");
testAggregation(expected, createDoublesBlock(box(y)), createDoublesBlock(box(x)));
}
private Double[] box(double[] values)
{
return DoubleStream.of(values).boxed().toArray(Double[]::new);
}
}