com.facebook.presto.operator.aggregation.TestCorrelationAggregation.java Source code

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Here is the source code for com.facebook.presto.operator.aggregation.TestCorrelationAggregation.java

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/*
 * Licensed 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.
 */
package com.facebook.presto.operator.aggregation;

import com.facebook.presto.spi.block.Block;
import com.facebook.presto.spi.type.StandardTypes;
import com.google.common.collect.ImmutableList;
import org.apache.commons.math3.stat.correlation.PearsonsCorrelation;
import org.testng.annotations.Test;

import java.util.List;
import java.util.stream.DoubleStream;

import static com.facebook.presto.block.BlockAssertions.createDoubleSequenceBlock;
import static com.facebook.presto.block.BlockAssertions.createDoublesBlock;
import static com.facebook.presto.operator.aggregation.AggregationTestUtils.constructDoublePrimitiveArray;
import static com.google.common.base.Preconditions.checkArgument;

public class TestCorrelationAggregation extends AbstractTestAggregationFunction {
    @Override
    public Block[] getSequenceBlocks(int start, int length) {
        return new Block[] { createDoubleSequenceBlock(start, start + length),
                createDoubleSequenceBlock(start + 2, start + 2 + length) };
    }

    @Override
    protected String getFunctionName() {
        return "corr";
    }

    @Override
    protected List<String> getFunctionParameterTypes() {
        return ImmutableList.of(StandardTypes.DOUBLE, StandardTypes.DOUBLE);
    }

    @Override
    public Object getExpectedValue(int start, int length) {
        if (length <= 1) {
            return null;
        }
        PearsonsCorrelation corr = new PearsonsCorrelation();
        return corr.correlation(constructDoublePrimitiveArray(start + 2, length),
                constructDoublePrimitiveArray(start, length));
    }

    @Test
    public void testDivisionByZero() {
        testAggregation(null, createDoublesBlock(2.0, 2.0, 2.0, 2.0, 2.0),
                createDoublesBlock(1.0, 4.0, 9.0, 16.0, 25.0));
        testAggregation(null, createDoublesBlock(1.0, 4.0, 9.0, 16.0, 25.0),
                createDoublesBlock(2.0, 2.0, 2.0, 2.0, 2.0));
    }

    @Test
    public void testNonTrivialResult() {
        // All other test produce 0, 1, or null only
        testNonTrivialAggregation(new double[] { 1, 2, 3, 4, 5 }, new double[] { 1, 4, 9, 16, 25 });
    }

    private void testNonTrivialAggregation(double[] y, double[] x) {
        PearsonsCorrelation corr = new PearsonsCorrelation();
        double expected = corr.correlation(x, y);
        checkArgument(Double.isFinite(expected) && expected != 0.0 && expected != 1.0,
                "Expected result is trivial");
        testAggregation(expected, createDoublesBlock(box(y)), createDoublesBlock(box(x)));
    }

    private Double[] box(double[] values) {
        return DoubleStream.of(values).boxed().toArray(Double[]::new);
    }
}