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// Licensed to the Apache Software Foundation (ASF) under one | ||
// or more contributor license agreements. See the NOTICE file | ||
// distributed with this work for additional information | ||
// regarding copyright ownership. The ASF licenses this file | ||
// to you 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. | ||
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// Copired from `datafusion/functions-aggregate/src/kurtosis_pop.rs` | ||
// Originally authored by goldmedal | ||
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use arrow::array::{Array, ArrayRef, Float64Array, UInt64Array}; | ||
use datafusion::arrow::datatypes::{DataType, Field}; | ||
use datafusion::common::cast::as_float64_array; | ||
use datafusion::common::{downcast_value, DataFusionError, Result, ScalarValue}; | ||
use datafusion::logical_expr::function::{AccumulatorArgs, StateFieldsArgs}; | ||
use datafusion::logical_expr::{Accumulator, AggregateUDFImpl, Signature, Volatility}; | ||
use std::any::Any; | ||
use std::fmt::Debug; | ||
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make_udaf_expr_and_func!( | ||
KurtosisPopFunction, | ||
kurtosis_pop, | ||
x, | ||
"Calculates the excess kurtosis (Fisher’s definition) without bias correction.", | ||
kurtosis_pop_udaf | ||
); | ||
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pub struct KurtosisPopFunction { | ||
signature: Signature, | ||
} | ||
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impl Debug for KurtosisPopFunction { | ||
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result { | ||
f.debug_struct("KurtosisPopFunction") | ||
.field("signature", &self.signature) | ||
.finish() | ||
} | ||
} | ||
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impl Default for KurtosisPopFunction { | ||
fn default() -> Self { | ||
Self::new() | ||
} | ||
} | ||
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impl KurtosisPopFunction { | ||
pub fn new() -> Self { | ||
Self { | ||
signature: Signature::coercible(vec![DataType::Float64], Volatility::Immutable), | ||
} | ||
} | ||
} | ||
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impl AggregateUDFImpl for KurtosisPopFunction { | ||
fn as_any(&self) -> &dyn Any { | ||
self | ||
} | ||
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fn name(&self) -> &str { | ||
"kurtosis_pop" | ||
} | ||
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fn signature(&self) -> &Signature { | ||
&self.signature | ||
} | ||
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fn return_type(&self, _arg_types: &[DataType]) -> Result<DataType> { | ||
Ok(DataType::Float64) | ||
} | ||
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fn state_fields(&self, _args: StateFieldsArgs) -> Result<Vec<Field>> { | ||
Ok(vec![ | ||
Field::new("count", DataType::UInt64, true), | ||
Field::new("sum", DataType::Float64, true), | ||
Field::new("sum_sqr", DataType::Float64, true), | ||
Field::new("sum_cub", DataType::Float64, true), | ||
Field::new("sum_four", DataType::Float64, true), | ||
]) | ||
} | ||
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fn accumulator(&self, _acc_args: AccumulatorArgs) -> Result<Box<dyn Accumulator>> { | ||
Ok(Box::new(KurtosisPopAccumulator::new())) | ||
} | ||
} | ||
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/// Accumulator for calculating the excess kurtosis (Fisher’s definition) without bias correction. | ||
/// This implementation follows the [DuckDB implementation]: | ||
/// <https://github.com/duckdb/duckdb/blob/main/src/core_functions/aggregate/distributive/kurtosis.cpp> | ||
#[derive(Debug, Default)] | ||
pub struct KurtosisPopAccumulator { | ||
count: u64, | ||
sum: f64, | ||
sum_sqr: f64, | ||
sum_cub: f64, | ||
sum_four: f64, | ||
} | ||
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impl KurtosisPopAccumulator { | ||
pub fn new() -> Self { | ||
Self { | ||
count: 0, | ||
sum: 0.0, | ||
sum_sqr: 0.0, | ||
sum_cub: 0.0, | ||
sum_four: 0.0, | ||
} | ||
} | ||
} | ||
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impl Accumulator for KurtosisPopAccumulator { | ||
fn update_batch(&mut self, values: &[ArrayRef]) -> Result<()> { | ||
let array = as_float64_array(&values[0])?; | ||
for value in array.iter().flatten() { | ||
self.count += 1; | ||
self.sum += value; | ||
self.sum_sqr += value.powi(2); | ||
self.sum_cub += value.powi(3); | ||
self.sum_four += value.powi(4); | ||
} | ||
Ok(()) | ||
} | ||
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fn merge_batch(&mut self, states: &[ArrayRef]) -> Result<()> { | ||
let counts = downcast_value!(states[0], UInt64Array); | ||
let sums = downcast_value!(states[1], Float64Array); | ||
let sum_sqrs = downcast_value!(states[2], Float64Array); | ||
let sum_cubs = downcast_value!(states[3], Float64Array); | ||
let sum_fours = downcast_value!(states[4], Float64Array); | ||
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for i in 0..counts.len() { | ||
let c = counts.value(i); | ||
if c == 0 { | ||
continue; | ||
} | ||
self.count += c; | ||
self.sum += sums.value(i); | ||
self.sum_sqr += sum_sqrs.value(i); | ||
self.sum_cub += sum_cubs.value(i); | ||
self.sum_four += sum_fours.value(i); | ||
} | ||
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Ok(()) | ||
} | ||
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fn evaluate(&mut self) -> Result<ScalarValue> { | ||
if self.count < 1 { | ||
return Ok(ScalarValue::Float64(None)); | ||
} | ||
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let count_64 = 1_f64 / self.count as f64; | ||
let m4 = count_64 | ||
* (self.sum_four - 4.0 * self.sum_cub * self.sum * count_64 | ||
+ 6.0 * self.sum_sqr * self.sum.powi(2) * count_64.powi(2) | ||
- 3.0 * self.sum.powi(4) * count_64.powi(3)); | ||
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let m2 = (self.sum_sqr - self.sum.powi(2) * count_64) * count_64; | ||
if m2 <= 0.0 { | ||
return Ok(ScalarValue::Float64(None)); | ||
} | ||
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let target = m4 / (m2.powi(2)) - 3.0; | ||
Ok(ScalarValue::Float64(Some(target))) | ||
} | ||
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fn size(&self) -> usize { | ||
std::mem::size_of_val(self) | ||
} | ||
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fn state(&mut self) -> Result<Vec<ScalarValue>> { | ||
Ok(vec![ | ||
ScalarValue::from(self.count), | ||
ScalarValue::from(self.sum), | ||
ScalarValue::from(self.sum_sqr), | ||
ScalarValue::from(self.sum_cub), | ||
ScalarValue::from(self.sum_four), | ||
]) | ||
} | ||
} |
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