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MCOL-521 add regr_intecept and regr_r2

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This commit is contained in:
David Hall
2018-09-28 13:51:43 -05:00
parent b8bf311c51
commit dc9ba90f96
11 changed files with 1058 additions and 13 deletions
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145
utils/regr/regrmysql.cpp
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@ -125,7 +125,7 @@ extern "C"
//=======================================================================
/**
* regr_avgx connector stub
* regr_avgx
*/
struct regr_avgx_data
{
@ -209,7 +209,7 @@ extern "C"
//=======================================================================
/**
* regr_avgy connector stub
* regr_avgy
*/
struct regr_avgy_data
{
@ -293,7 +293,7 @@ extern "C"
//=======================================================================
/**
* regr_count connector stub
* regr_count
*/
struct regr_count_data
{
@ -372,11 +372,11 @@ extern "C"
//=======================================================================
/**
* regr_slope connector stub
* regr_slope
*/
struct regr_slope_data
{
int64_t cnt;
int64_t cnt;
double sumx;
double sumx2; // sum of (x squared)
double sumy;
@ -404,6 +404,7 @@ extern "C"
data->sumx = 0.0;
data->sumx2 = 0.0;
data->sumy = 0.0;
data->sumxy = 0.0;
initid->ptr = (char*)data;
return 0;
@ -429,6 +430,7 @@ extern "C"
data->sumx = 0.0;
data->sumx2 = 0.0;
data->sumy = 0.0;
data->sumxy = 0.0;
}
#ifdef _MSC_VER
@ -481,7 +483,7 @@ extern "C"
//=======================================================================
/**
* regr_intercept connector stub
* regr_intercept
*/
struct regr_intercept_data
{
@ -513,6 +515,7 @@ extern "C"
data->sumx = 0.0;
data->sumx2 = 0.0;
data->sumy = 0.0;
data->sumxy = 0.0;
initid->ptr = (char*)data;
return 0;
@ -538,6 +541,7 @@ extern "C"
data->sumx = 0.0;
data->sumx2 = 0.0;
data->sumy = 0.0;
data->sumxy = 0.0;
}
#ifdef _MSC_VER
@ -587,6 +591,135 @@ extern "C"
*is_null = 1;
return 0;
}
//=======================================================================
/**
* regr_r2
*/
struct regr_r2_data
{
int64_t cnt;
double sumx;
double sumx2; // sum of (x squared)
double sumy;
double sumy2; // sum of (y squared)
double sumxy; // sum of (x*y)
};
#ifdef _MSC_VER
__declspec(dllexport)
#endif
my_bool regr_r2_init(UDF_INIT* initid, UDF_ARGS* args, char* message)
{
struct regr_r2_data* data;
if (args->arg_count != 2)
{
strcpy(message,"regr_r2() requires two arguments");
return 1;
}
if (!(data = (struct regr_r2_data*) malloc(sizeof(struct regr_r2_data))))
{
strmov(message,"Couldn't allocate memory");
return 1;
}
data->cnt = 0;
data->sumx = 0.0;
data->sumx2 = 0.0;
data->sumy = 0.0;
data->sumy2 = 0.0;
data->sumxy = 0.0;
initid->ptr = (char*)data;
return 0;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void regr_r2_deinit(UDF_INIT* initid)
{
free(initid->ptr);
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void
regr_r2_clear(UDF_INIT* initid, char* is_null __attribute__((unused)),
char* message __attribute__((unused)))
{
struct regr_r2_data* data = (struct regr_r2_data*)initid->ptr;
data->cnt = 0;
data->sumx = 0.0;
data->sumx2 = 0.0;
data->sumy = 0.0;
data->sumy2 = 0.0;
data->sumxy = 0.0;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void
regr_r2_add(UDF_INIT* initid, UDF_ARGS* args,
char* is_null,
char* message __attribute__((unused)))
{
// Test for NULL in x and y
if (args->args[0] == 0 || args->args[1] == 0)
{
return;
}
struct regr_r2_data* data = (struct regr_r2_data*)initid->ptr;
double yval = cvtArgToDouble(args->arg_type[0], args->args[0]);
double xval = cvtArgToDouble(args->arg_type[1], args->args[1]);
data->sumy += yval;
data->sumx += xval;
data->sumx2 += xval*xval;
data->sumy2 += yval*yval;
data->sumxy += xval*yval;
++data->cnt;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
double regr_r2(UDF_INIT* initid, UDF_ARGS* args __attribute__((unused)),
char* is_null, char* error __attribute__((unused)))
{
struct regr_r2_data* data = (struct regr_r2_data*)initid->ptr;
double N = data->cnt;
if (N > 0)
{
double sumx = data->sumx;
double sumy = data->sumy;
double sumx2 = data->sumx2;
double sumy2 = data->sumy2;
double sumxy = data->sumxy;
double var_popx = (sumx2 - (sumx * sumx / N)) / N;
if (var_popx == 0)
{
// When var_popx is 0, NULL is the result.
*is_null = 1;
return 0;
}
double var_popy = (sumy2 - (sumy * sumy / N)) / N;
if (var_popy == 0)
{
// When var_popy is 0, 1 is the result
return 1;
}
double std_popx = sqrt(var_popx);
double std_popy = sqrt(var_popy);
double covar_pop = (sumxy - ((sumx * sumy) / N)) / N;
double corr = covar_pop / (std_popy * std_popx);
return corr * corr;
}
*is_null = 1;
return 0;
}
}
// vim:ts=4 sw=4: