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Merge remote-tracking branch 'origin/main' into feat/skewness
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Dharan Aditya committed Sep 27, 2024
2 parents 6518deb + caac6fb commit 820273e
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1 change: 1 addition & 0 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -85,3 +85,4 @@ SELECT min_by(x, y) FROM VALUES (1, 10), (2, 5), (3, 15), (4, 8) as tab(x, y);
- [x] `max_by(expression1, expression2) -> scalar` - Returns the value of `expression1` associated with the maximum value of `expression2`.
- [x] `min_by(expression1, expression2) -> scalar` - Returns the value of `expression1` associated with the minimum value of `expression2`.
- [x] `skewness(expression) -> scalar` - Computes the skewness value for `expression`.
- [x] `kurtois_pop(expression) -> scalar` - Computes the excess kurtosis (Fisher’s definition) without bias correction.
188 changes: 188 additions & 0 deletions src/kurtosis_pop.rs
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@@ -0,0 +1,188 @@
// 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.

// Copired from `datafusion/functions-aggregate/src/kurtosis_pop.rs`
// Originally authored by goldmedal

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;

make_udaf_expr_and_func!(
KurtosisPopFunction,
kurtosis_pop,
x,
"Calculates the excess kurtosis (Fisher’s definition) without bias correction.",
kurtosis_pop_udaf
);

pub struct KurtosisPopFunction {
signature: Signature,
}

impl Debug for KurtosisPopFunction {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
f.debug_struct("KurtosisPopFunction")
.field("signature", &self.signature)
.finish()
}
}

impl Default for KurtosisPopFunction {
fn default() -> Self {
Self::new()
}
}

impl KurtosisPopFunction {
pub fn new() -> Self {
Self {
signature: Signature::coercible(vec![DataType::Float64], Volatility::Immutable),
}
}
}

impl AggregateUDFImpl for KurtosisPopFunction {
fn as_any(&self) -> &dyn Any {
self
}

fn name(&self) -> &str {
"kurtosis_pop"
}

fn signature(&self) -> &Signature {
&self.signature
}

fn return_type(&self, _arg_types: &[DataType]) -> Result<DataType> {
Ok(DataType::Float64)
}

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),
])
}

fn accumulator(&self, _acc_args: AccumulatorArgs) -> Result<Box<dyn Accumulator>> {
Ok(Box::new(KurtosisPopAccumulator::new()))
}
}

/// 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,
}

impl KurtosisPopAccumulator {
pub fn new() -> Self {
Self {
count: 0,
sum: 0.0,
sum_sqr: 0.0,
sum_cub: 0.0,
sum_four: 0.0,
}
}
}

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(())
}

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);

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);
}

Ok(())
}

fn evaluate(&mut self) -> Result<ScalarValue> {
if self.count < 1 {
return Ok(ScalarValue::Float64(None));
}

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));

let m2 = (self.sum_sqr - self.sum.powi(2) * count_64) * count_64;
if m2 <= 0.0 {
return Ok(ScalarValue::Float64(None));
}

let target = m4 / (m2.powi(2)) - 3.0;
Ok(ScalarValue::Float64(Some(target)))
}

fn size(&self) -> usize {
std::mem::size_of_val(self)
}

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),
])
}
}
3 changes: 3 additions & 0 deletions src/lib.rs
Original file line number Diff line number Diff line change
Expand Up @@ -26,10 +26,12 @@ use datafusion::logical_expr::AggregateUDF;
#[macro_use]
pub mod macros;
pub mod common;
pub mod kurtosis_pop;
pub mod max_min_by;
pub mod mode;
pub mod skewness;
pub mod expr_extra_fn {
pub use super::kurtosis_pop::kurtosis_pop;
pub use super::max_min_by::max_by;
pub use super::max_min_by::min_by;
pub use super::mode::mode;
Expand All @@ -42,6 +44,7 @@ pub fn all_extra_aggregate_functions() -> Vec<Arc<AggregateUDF>> {
max_min_by::max_by_udaf(),
max_min_by::min_by_udaf(),
skewness::skewness_udaf(),
kurtosis_pop::kurtosis_pop_udaf(),
]
}

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60 changes: 60 additions & 0 deletions tests/main.rs
Original file line number Diff line number Diff line change
Expand Up @@ -251,6 +251,66 @@ async fn test_max_by_and_min_by() {
"###);
}

#[tokio::test]
async fn test_kurtosis_pop() {
let mut execution = TestExecution::new().await.unwrap().with_setup(TEST_TABLE).await;

// Test with int64
let actual = execution
.run_and_format("SELECT kurtosis_pop(int64_col) FROM test_table")
.await;

insta::assert_yaml_snapshot!(actual, @r###"
- +------------------------------------+
- "| kurtosis_pop(test_table.int64_col) |"
- +------------------------------------+
- "| -0.9599999999999755 |"
- +------------------------------------+
"###);

// Test with float64
let actual = execution
.run_and_format("SELECT kurtosis_pop(float64_col) FROM test_table")
.await;

insta::assert_yaml_snapshot!(actual, @r###"
- +--------------------------------------+
- "| kurtosis_pop(test_table.float64_col) |"
- +--------------------------------------+
- "| -0.9599999999999755 |"
- +--------------------------------------+
"###);

let actual = execution
.run_and_format("SELECT kurtosis_pop(col) FROM VALUES (1.0) as tab(col)")
.await;
insta::assert_yaml_snapshot!(actual, @r###"
- +-----------------------+
- "| kurtosis_pop(tab.col) |"
- +-----------------------+
- "| |"
- +-----------------------+
"###);

let actual = execution.run_and_format("SELECT kurtosis_pop(1.0)").await;
insta::assert_yaml_snapshot!(actual, @r###"
- +--------------------------+
- "| kurtosis_pop(Float64(1)) |"
- +--------------------------+
- "| |"
- +--------------------------+
"###);

let actual = execution.run_and_format("SELECT kurtosis_pop(null)").await;
insta::assert_yaml_snapshot!(actual, @r###"
- +--------------------+
- "| kurtosis_pop(NULL) |"
- +--------------------+
- "| |"
- +--------------------+
"###);
}

#[tokio::test]
async fn test_skewness() {
let mut execution = TestExecution::new().await.unwrap().with_setup(TEST_TABLE).await;
Expand Down

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