Github user JihongMA commented on a diff in the pull request:
https://github.com/apache/spark/pull/9003#discussion_r42665351
--- Diff:
sql/catalyst/src/main/scala/org/apache/spark/sql/catalyst/expressions/aggregate/functions.scala
---
@@ -857,3 +857,329 @@ object HyperLogLogPlusPlus {
)
// scalastyle:on
}
+
+/**
+ * A central moment is the expected value of a specified power of the
deviation of a random
+ * variable from the mean. Central moments are often used to characterize
the properties of about
+ * the shape of a distribution.
+ *
+ * This class implements online, one-pass algorithms for computing the
central moments of a set of
+ * points.
+ *
+ * References:
+ * - Xiangrui Meng. "Simpler Online Updates for Arbitrary-Order Central
Moments."
+ * 2015. http://arxiv.org/abs/1510.04923
+ *
+ * @see [[https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
+ * Algorithms for calculating variance (Wikipedia)]]
+ *
+ * @param child to compute central moments of.
+ */
+abstract class CentralMomentAgg(child: Expression) extends
ImperativeAggregate with Serializable {
+
+ /**
+ * The maximum central moment order to be computed.
+ */
+ protected def momentOrder: Int
+
+ /**
+ * Array of sufficient moments need to compute the aggregate statistic.
+ */
+ protected def sufficientMoments: Array[Int]
+
+ override def children: Seq[Expression] = Seq(child)
+
+ override def nullable: Boolean = false
+
+ override def dataType: DataType = DoubleType
+
+ // Expected input data type.
+ // TODO: Right now, we replace old aggregate functions (based on
AggregateExpression1) to the
+ // new version at planning time (after analysis phase). For now,
NullType is added at here
+ // to make it resolved when we have cases like `select avg(null)`.
+ // We can use our analyzer to cast NullType to the default data type of
the NumericType once
+ // we remove the old aggregate functions. Then, we will not need
NullType at here.
+ override def inputTypes: Seq[AbstractDataType] =
Seq(TypeCollection(NumericType, NullType))
+
+ override def aggBufferSchema: StructType =
StructType.fromAttributes(aggBufferAttributes)
+
+ /**
+ * The number of central moments to store in the buffer.
+ */
+ private[this] val numMoments = 5
+
+ override val aggBufferAttributes: Seq[AttributeReference] =
Seq.tabulate(numMoments) { i =>
+ AttributeReference(s"M$i", DoubleType)()
+ }
+
+ // Note: although this simply copies aggBufferAttributes, this common
code can not be placed
+ // in the superclass because that will lead to initialization ordering
issues.
+ override val inputAggBufferAttributes: Seq[AttributeReference] =
+ aggBufferAttributes.map(_.newInstance())
+
+ /**
+ * Initialize all moments to zero.
+ */
+ override def initialize(buffer: MutableRow): Unit = {
+ var aggIndex = 0
+ while (aggIndex < numMoments) {
+ buffer.setDouble(mutableAggBufferOffset + aggIndex, 0.0)
+ aggIndex += 1
+ }
--- End diff --
for (aggIndex <- 0 until numMoments) {
buffer.setDouble(mutableAggBufferOffset + aggIndex, 0.0)
}
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