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authorvitalyisaev <[email protected]>2023-11-14 09:58:56 +0300
committervitalyisaev <[email protected]>2023-11-14 10:20:20 +0300
commitc2b2dfd9827a400a8495e172a56343462e3ceb82 (patch)
treecd4e4f597d01bede4c82dffeb2d780d0a9046bd0 /contrib/clickhouse/src/AggregateFunctions/AggregateFunctionMeanZTest.cpp
parentd4ae8f119e67808cb0cf776ba6e0cf95296f2df7 (diff)
YQ Connector: move tests from yql to ydb (OSS)
Перенос папки с тестами на Коннектор из папки yql в папку ydb (синхронизируется с github).
Diffstat (limited to 'contrib/clickhouse/src/AggregateFunctions/AggregateFunctionMeanZTest.cpp')
-rw-r--r--contrib/clickhouse/src/AggregateFunctions/AggregateFunctionMeanZTest.cpp63
1 files changed, 63 insertions, 0 deletions
diff --git a/contrib/clickhouse/src/AggregateFunctions/AggregateFunctionMeanZTest.cpp b/contrib/clickhouse/src/AggregateFunctions/AggregateFunctionMeanZTest.cpp
new file mode 100644
index 00000000000..99d0d0063d5
--- /dev/null
+++ b/contrib/clickhouse/src/AggregateFunctions/AggregateFunctionMeanZTest.cpp
@@ -0,0 +1,63 @@
+#include <AggregateFunctions/AggregateFunctionFactory.h>
+#include <AggregateFunctions/AggregateFunctionMeanZTest.h>
+#include <AggregateFunctions/FactoryHelpers.h>
+#include <AggregateFunctions/Moments.h>
+
+
+namespace ErrorCodes
+{
+ extern const int BAD_ARGUMENTS;
+ extern const int NUMBER_OF_ARGUMENTS_DOESNT_MATCH;
+}
+
+
+namespace DB
+{
+struct Settings;
+
+namespace
+{
+
+struct MeanZTestData : public ZTestMoments<Float64>
+{
+ static constexpr auto name = "meanZTest";
+
+ std::pair<Float64, Float64> getResult(Float64 pop_var_x, Float64 pop_var_y) const
+ {
+ Float64 mean_x = getMeanX();
+ Float64 mean_y = getMeanY();
+
+ /// z = \frac{\bar{X_{1}} - \bar{X_{2}}}{\sqrt{\frac{\sigma_{1}^{2}}{n_{1}} + \frac{\sigma_{2}^{2}}{n_{2}}}}
+ Float64 zstat = (mean_x - mean_y) / getStandardError(pop_var_x, pop_var_y);
+
+ if (unlikely(!std::isfinite(zstat)))
+ return {std::numeric_limits<Float64>::quiet_NaN(), std::numeric_limits<Float64>::quiet_NaN()};
+
+ Float64 pvalue = 2.0 * boost::math::cdf(boost::math::normal(0.0, 1.0), -1.0 * std::abs(zstat));
+
+ return {zstat, pvalue};
+ }
+};
+
+AggregateFunctionPtr createAggregateFunctionMeanZTest(
+ const std::string & name, const DataTypes & argument_types, const Array & parameters, const Settings *)
+{
+ assertBinary(name, argument_types);
+
+ if (parameters.size() != 3)
+ throw Exception(ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH, "Aggregate function {} requires three parameter.", name);
+
+ if (!isNumber(argument_types[0]) || !isNumber(argument_types[1]))
+ throw Exception(ErrorCodes::BAD_ARGUMENTS, "Aggregate function {} only supports numerical types", name);
+
+ return std::make_shared<AggregateFunctionMeanZTest<MeanZTestData>>(argument_types, parameters);
+}
+
+}
+
+void registerAggregateFunctionMeanZTest(AggregateFunctionFactory & factory)
+{
+ factory.registerFunction("meanZTest", createAggregateFunctionMeanZTest);
+}
+
+}