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MCOL-1759 Add corr(), covar_pop(), covar_samp(), regr_sxx(), regr_sxy(), regr_syy() functions as UDAF

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This commit is contained in:
David Hall
2018-10-09 17:06:01 -05:00
parent 1a7fca7fbc
commit e1d8211f27
19 changed files with 2275 additions and 10 deletions
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630
utils/regr/regrmysql.cpp
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@ -720,6 +720,636 @@ extern "C"
*is_null = 1;
return 0;
}
//=======================================================================
/**
* corr
*/
struct corr_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 corr_init(UDF_INIT* initid, UDF_ARGS* args, char* message)
{
struct corr_data* data;
if (args->arg_count != 2)
{
strcpy(message,"corr() requires two arguments");
return 1;
}
if (!(data = (struct corr_data*) malloc(sizeof(struct corr_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 corr_deinit(UDF_INIT* initid)
{
free(initid->ptr);
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void
corr_clear(UDF_INIT* initid, char* is_null __attribute__((unused)),
char* message __attribute__((unused)))
{
struct corr_data* data = (struct corr_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
corr_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 corr_data* data = (struct corr_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 corr(UDF_INIT* initid, UDF_ARGS* args __attribute__((unused)),
char* is_null, char* error __attribute__((unused)))
{
struct corr_data* data = (struct corr_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;
}
*is_null = 1;
return 0;
}
//=======================================================================
/**
* regr_sxx
*/
struct regr_sxx_data
{
int64_t cnt;
double sumx;
double sumx2; // sum of (x squared)
};
#ifdef _MSC_VER
__declspec(dllexport)
#endif
my_bool regr_sxx_init(UDF_INIT* initid, UDF_ARGS* args, char* message)
{
struct regr_sxx_data* data;
if (args->arg_count != 2)
{
strcpy(message,"regr_sxx() requires two arguments");
return 1;
}
if (!(data = (struct regr_sxx_data*) malloc(sizeof(struct regr_sxx_data))))
{
strmov(message,"Couldn't allocate memory");
return 1;
}
data->cnt = 0;
data->sumx = 0.0;
data->sumx2 = 0.0;
initid->ptr = (char*)data;
return 0;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void regr_sxx_deinit(UDF_INIT* initid)
{
free(initid->ptr);
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void
regr_sxx_clear(UDF_INIT* initid, char* is_null __attribute__((unused)),
char* message __attribute__((unused)))
{
struct regr_sxx_data* data = (struct regr_sxx_data*)initid->ptr;
data->cnt = 0;
data->sumx = 0.0;
data->sumx2 = 0.0;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void
regr_sxx_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_sxx_data* data = (struct regr_sxx_data*)initid->ptr;
double xval = cvtArgToDouble(args->arg_type[1], args->args[1]);
data->sumx += xval;
data->sumx2 += xval*xval;
++data->cnt;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
double regr_sxx(UDF_INIT* initid, UDF_ARGS* args __attribute__((unused)),
char* is_null, char* error __attribute__((unused)))
{
struct regr_sxx_data* data = (struct regr_sxx_data*)initid->ptr;
double N = data->cnt;
if (N > 0)
{
double sumx = data->sumx;
double sumx2 = data->sumx2;
double var_popx = (sumx2 - (sumx * sumx / N)) / N;
return data->cnt * var_popx;
}
*is_null = 1;
return 0;
}
//=======================================================================
/**
* regr_syy
*/
struct regr_syy_data
{
int64_t cnt;
double sumy;
double sumy2; // sum of (y squared)
};
#ifdef _MSC_VER
__declspec(dllexport)
#endif
my_bool regr_syy_init(UDF_INIT* initid, UDF_ARGS* args, char* message)
{
struct regr_syy_data* data;
if (args->arg_count != 2)
{
strcpy(message,"regr_syy() requires two arguments");
return 1;
}
if (!(data = (struct regr_syy_data*) malloc(sizeof(struct regr_syy_data))))
{
strmov(message,"Couldn't allocate memory");
return 1;
}
data->cnt = 0;
data->sumy = 0.0;
data->sumy2 = 0.0;
initid->ptr = (char*)data;
return 0;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void regr_syy_deinit(UDF_INIT* initid)
{
free(initid->ptr);
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void
regr_syy_clear(UDF_INIT* initid, char* is_null __attribute__((unused)),
char* message __attribute__((unused)))
{
struct regr_syy_data* data = (struct regr_syy_data*)initid->ptr;
data->cnt = 0;
data->sumy = 0.0;
data->sumy2 = 0.0;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void
regr_syy_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_syy_data* data = (struct regr_syy_data*)initid->ptr;
double yval = cvtArgToDouble(args->arg_type[0], args->args[0]);
data->sumy += yval;
data->sumy2 += yval*yval;
++data->cnt;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
double regr_syy(UDF_INIT* initid, UDF_ARGS* args __attribute__((unused)),
char* is_null, char* error __attribute__((unused)))
{
struct regr_syy_data* data = (struct regr_syy_data*)initid->ptr;
double N = data->cnt;
if (N > 0)
{
double sumy = data->sumy;
double sumy2 = data->sumy2;
double var_popy = (sumy2 - (sumy * sumy / N)) / N;
return data->cnt * var_popy;
}
*is_null = 1;
return 0;
}
//=======================================================================
/**
* regr_sxy
*/
struct regr_sxy_data
{
int64_t cnt;
double sumx;
double sumy;
double sumxy; // sum of (x*y)
};
#ifdef _MSC_VER
__declspec(dllexport)
#endif
my_bool regr_sxy_init(UDF_INIT* initid, UDF_ARGS* args, char* message)
{
struct regr_sxy_data* data;
if (args->arg_count != 2)
{
strcpy(message,"regr_sxy() requires two arguments");
return 1;
}
if (!(data = (struct regr_sxy_data*) malloc(sizeof(struct regr_sxy_data))))
{
strmov(message,"Couldn't allocate memory");
return 1;
}
data->cnt = 0;
data->sumx = 0.0;
data->sumy = 0.0;
data->sumxy = 0.0;
initid->ptr = (char*)data;
return 0;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void regr_sxy_deinit(UDF_INIT* initid)
{
free(initid->ptr);
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void
regr_sxy_clear(UDF_INIT* initid, char* is_null __attribute__((unused)),
char* message __attribute__((unused)))
{
struct regr_sxy_data* data = (struct regr_sxy_data*)initid->ptr;
data->cnt = 0;
data->sumx = 0.0;
data->sumy = 0.0;
data->sumxy = 0.0;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void
regr_sxy_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_sxy_data* data = (struct regr_sxy_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->sumxy += xval*yval;
++data->cnt;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
double regr_sxy(UDF_INIT* initid, UDF_ARGS* args __attribute__((unused)),
char* is_null, char* error __attribute__((unused)))
{
struct regr_sxy_data* data = (struct regr_sxy_data*)initid->ptr;
double N = data->cnt;
if (N > 0)
{
double sumx = data->sumx;
double sumy = data->sumy;
double sumxy = data->sumxy;
double covar_pop = (sumxy - ((sumx * sumy) / N)) / N;
return data->cnt * covar_pop;
}
*is_null = 1;
return 0;
}
//=======================================================================
/**
* covar_pop
*/
struct covar_pop_data
{
int64_t cnt;
double sumx;
double sumy;
double sumxy; // sum of (x*y)
};
#ifdef _MSC_VER
__declspec(dllexport)
#endif
my_bool covar_pop_init(UDF_INIT* initid, UDF_ARGS* args, char* message)
{
struct covar_pop_data* data;
if (args->arg_count != 2)
{
strcpy(message,"covar_pop() requires two arguments");
return 1;
}
if (!(data = (struct covar_pop_data*) malloc(sizeof(struct covar_pop_data))))
{
strmov(message,"Couldn't allocate memory");
return 1;
}
data->cnt = 0;
data->sumx = 0.0;
data->sumy = 0.0;
data->sumxy = 0.0;
initid->ptr = (char*)data;
return 0;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void covar_pop_deinit(UDF_INIT* initid)
{
free(initid->ptr);
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void
covar_pop_clear(UDF_INIT* initid, char* is_null __attribute__((unused)),
char* message __attribute__((unused)))
{
struct covar_pop_data* data = (struct covar_pop_data*)initid->ptr;
data->cnt = 0;
data->sumx = 0.0;
data->sumy = 0.0;
data->sumxy = 0.0;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void
covar_pop_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 covar_pop_data* data = (struct covar_pop_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->sumxy += xval*yval;
++data->cnt;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
double covar_pop(UDF_INIT* initid, UDF_ARGS* args __attribute__((unused)),
char* is_null, char* error __attribute__((unused)))
{
struct covar_pop_data* data = (struct covar_pop_data*)initid->ptr;
double N = data->cnt;
if (N > 0)
{
double sumx = data->sumx;
double sumy = data->sumy;
double sumxy = data->sumxy;
double covar_pop = (sumxy - ((sumx * sumy) / N)) / N;
return covar_pop;
}
*is_null = 1;
return 0;
}
//=======================================================================
/**
* covar_samp
*/
struct covar_samp_data
{
int64_t cnt;
double sumx;
double sumy;
double sumxy; // sum of (x*y)
};
#ifdef _MSC_VER
__declspec(dllexport)
#endif
my_bool covar_samp_init(UDF_INIT* initid, UDF_ARGS* args, char* message)
{
struct covar_samp_data* data;
if (args->arg_count != 2)
{
strcpy(message,"covar_samp() requires two arguments");
return 1;
}
if (!(data = (struct covar_samp_data*) malloc(sizeof(struct covar_samp_data))))
{
strmov(message,"Couldn't allocate memory");
return 1;
}
data->cnt = 0;
data->sumx = 0.0;
data->sumy = 0.0;
data->sumxy = 0.0;
initid->ptr = (char*)data;
return 0;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void covar_samp_deinit(UDF_INIT* initid)
{
free(initid->ptr);
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void
covar_samp_clear(UDF_INIT* initid, char* is_null __attribute__((unused)),
char* message __attribute__((unused)))
{
struct covar_samp_data* data = (struct covar_samp_data*)initid->ptr;
data->cnt = 0;
data->sumx = 0.0;
data->sumy = 0.0;
data->sumxy = 0.0;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
void
covar_samp_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 covar_samp_data* data = (struct covar_samp_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->sumxy += xval*yval;
++data->cnt;
}
#ifdef _MSC_VER
__declspec(dllexport)
#endif
double covar_samp(UDF_INIT* initid, UDF_ARGS* args __attribute__((unused)),
char* is_null, char* error __attribute__((unused)))
{
struct covar_samp_data* data = (struct covar_samp_data*)initid->ptr;
double N = data->cnt;
if (N > 0)
{
double sumx = data->sumx;
double sumy = data->sumy;
double sumxy = data->sumxy;
double covar_samp = (sumxy - ((sumx * sumy) / N)) / (N-1);
return covar_samp;
}
*is_null = 1;
return 0;
}
}
// vim:ts=4 sw=4: