/* * 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); } }