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fix!: statistical functions should return null when provided a vector of only null values #5606

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merged 19 commits into from
Jun 19, 2024
Merged

fix!: statistical functions should return null when provided a vector of only null values #5606

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076e286
Updated Numeric calculations and tests, corrected median and percenti…
lbooker42 Jun 11, 2024
dd9f507
Correct Numeric avg() function and tests.
lbooker42 Jun 12, 2024
5bf465e
UpdateBy corrections for all-NULL vectors
lbooker42 Jun 12, 2024
ad2675d
Agg corrections for avg,var,std
lbooker42 Jun 12, 2024
50667f2
Agg test changes to reflect new output.
lbooker42 Jun 13, 2024
ff6f010
Spotless
lbooker42 Jun 13, 2024
9ff3cf6
Tiny change for correctness.
lbooker42 Jun 13, 2024
8753267
Addressed PR comments.
lbooker42 Jun 17, 2024
4481f79
Addressed another round of PR comments.
lbooker42 Jun 17, 2024
9422488
More comments addressed.
lbooker42 Jun 17, 2024
5750546
Bug fix to pass OOB.
lbooker42 Jun 18, 2024
b06a063
Merge branch 'main' into lab-numeric-harmony
lbooker42 Jun 18, 2024
35c03d1
Spotless
lbooker42 Jun 18, 2024
0f150ac
Undo test commenting.
lbooker42 Jun 18, 2024
4e01d9d
Better testing and coverage, fix to wvar() and misc cleanup.
lbooker42 Jun 18, 2024
2ea6418
Test correction.
lbooker42 Jun 18, 2024
e00e49a
Removed dead code.
lbooker42 Jun 18, 2024
6bf8bb9
Update engine/function/src/templates/Numeric.ftl
lbooker42 Jun 18, 2024
cf1f22e
Update engine/function/src/templates/Numeric.ftl
lbooker42 Jun 18, 2024
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212 changes: 194 additions & 18 deletions engine/function/src/templates/Numeric.ftl
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157 changes: 144 additions & 13 deletions engine/function/src/templates/TestNumeric.ftl
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10 changes: 7 additions & 3 deletions engine/table/src/main/java/io/deephaven/engine/table/impl/by/ByteChunkedAvgOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -24,6 +24,7 @@
import static io.deephaven.engine.table.impl.by.RollupConstants.*;
import static io.deephaven.engine.util.NullSafeAddition.plusLong;
import static io.deephaven.engine.util.NullSafeAddition.minusLong;
import static io.deephaven.util.QueryConstants.NULL_DOUBLE;

/**
* Iterative average operator.
Expand Down Expand Up @@ -92,7 +93,7 @@ private boolean addChunk(ByteChunk<? extends Values> values, long destination, i
runningSum.set(destination, newSum);
resultColumn.set(destination, (double) newSum / newCount);
} else if (nonNullCount.onlyNullsUnsafe(destination)) {
resultColumn.set(destination, Double.NaN);
resultColumn.set(destination, NULL_DOUBLE);
} else {
return false;
}
Expand All @@ -110,8 +111,11 @@ private boolean removeChunk(ByteChunk<? extends Values> values, long destination
final long newCount = nonNullCount.addNonNullUnsafe(destination, -chunkNonNull.get());
final long newSum = minusLong(runningSum.getUnsafe(destination), chunkSum);
runningSum.set(destination, newSum);
resultColumn.set(destination, (double) newSum / newCount);

if (newCount == 0) {
resultColumn.set(destination, NULL_DOUBLE);
} else {
resultColumn.set(destination, (double) newSum / newCount);
}
return true;
}

Expand Down
30 changes: 21 additions & 9 deletions engine/table/src/main/java/io/deephaven/engine/table/impl/by/ByteChunkedVarOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,7 @@
// @formatter:off
package io.deephaven.engine.table.impl.by;

import io.deephaven.base.verify.Assert;
import io.deephaven.chunk.attributes.ChunkLengths;
import io.deephaven.chunk.attributes.ChunkPositions;
import io.deephaven.chunk.attributes.Values;
Expand All @@ -23,6 +24,7 @@

import static io.deephaven.engine.table.impl.by.RollupConstants.*;
import static io.deephaven.engine.util.NullSafeAddition.plusDouble;
import static io.deephaven.util.QueryConstants.NULL_DOUBLE;

/**
* Iterative variance operator.
Expand Down Expand Up @@ -86,21 +88,27 @@ private boolean addChunk(ByteChunk<? extends Values> values, long destination, i
final double sum = SumByteChunk.sum2ByteChunk(values, chunkStart, chunkSize, chunkNonNull, sum2);

if (chunkNonNull.get() > 0) {
final long nonNullCount = nonNullCounter.addNonNullUnsafe(destination, chunkNonNull.get());
final long totalNormalCount = nonNullCounter.addNonNullUnsafe(destination, chunkNonNull.get());
final double newSum = plusDouble(sumSource.getUnsafe(destination), sum);
final double newSum2 = plusDouble(sum2Source.getUnsafe(destination), sum2.doubleValue());

sumSource.set(destination, newSum);
sum2Source.set(destination, newSum2);

if (nonNullCount <= 1) {
Assert.neqZero(totalNormalCount, "totalNormalCount");
if (totalNormalCount == 1) {
resultColumn.set(destination, Double.NaN);
} else {
final double variance = (newSum2 - (newSum * newSum / nonNullCount)) / (nonNullCount - 1);
final double variance = (newSum2 - (newSum * newSum / totalNormalCount)) / (totalNormalCount - 1);
resultColumn.set(destination, std ? Math.sqrt(variance) : variance);
}
} else if (nonNullCounter.getCountUnsafe(destination) <= 1) {
resultColumn.set(destination, Double.NaN);
} else {
final long totalNormalCount = nonNullCounter.getCountUnsafe(destination);
if (totalNormalCount == 0) {
resultColumn.set(destination, NULL_DOUBLE);
} else if (totalNormalCount == 1) {
resultColumn.set(destination, Double.NaN);
}
}
return true;
}
Expand All @@ -114,12 +122,12 @@ private boolean removeChunk(ByteChunk<? extends Values> values, long destination
return false;
}

final long nonNullCount = nonNullCounter.addNonNullUnsafe(destination, -chunkNonNull.get());
final long totalNormalCount = nonNullCounter.addNonNullUnsafe(destination, -chunkNonNull.get());

final double newSum;
final double newSum2;

if (nonNullCount == 0) {
if (totalNormalCount == 0) {
newSum = newSum2 = 0;
} else {
newSum = plusDouble(sumSource.getUnsafe(destination), -sum);
Expand All @@ -129,12 +137,16 @@ private boolean removeChunk(ByteChunk<? extends Values> values, long destination
sumSource.set(destination, newSum);
sum2Source.set(destination, newSum2);

if (nonNullCount <= 1) {
if (totalNormalCount == 0) {
resultColumn.set(destination, NULL_DOUBLE);
return true;
}
if (totalNormalCount == 1) {
resultColumn.set(destination, Double.NaN);
return true;
}

final double variance = (newSum2 - (newSum * newSum / nonNullCount)) / (nonNullCount - 1);
final double variance = (newSum2 - (newSum * newSum / totalNormalCount)) / (totalNormalCount - 1);
resultColumn.set(destination, std ? Math.sqrt(variance) : variance);

return true;
Expand Down
10 changes: 7 additions & 3 deletions engine/table/src/main/java/io/deephaven/engine/table/impl/by/CharChunkedAvgOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -20,6 +20,7 @@
import static io.deephaven.engine.table.impl.by.RollupConstants.*;
import static io.deephaven.engine.util.NullSafeAddition.plusLong;
import static io.deephaven.engine.util.NullSafeAddition.minusLong;
import static io.deephaven.util.QueryConstants.NULL_DOUBLE;

/**
* Iterative average operator.
Expand Down Expand Up @@ -88,7 +89,7 @@ private boolean addChunk(CharChunk<? extends Values> values, long destination, i
runningSum.set(destination, newSum);
resultColumn.set(destination, (double) newSum / newCount);
} else if (nonNullCount.onlyNullsUnsafe(destination)) {
resultColumn.set(destination, Double.NaN);
resultColumn.set(destination, NULL_DOUBLE);
} else {
return false;
}
Expand All @@ -106,8 +107,11 @@ private boolean removeChunk(CharChunk<? extends Values> values, long destination
final long newCount = nonNullCount.addNonNullUnsafe(destination, -chunkNonNull.get());
final long newSum = minusLong(runningSum.getUnsafe(destination), chunkSum);
runningSum.set(destination, newSum);
resultColumn.set(destination, (double) newSum / newCount);

if (newCount == 0) {
resultColumn.set(destination, NULL_DOUBLE);
} else {
resultColumn.set(destination, (double) newSum / newCount);
}
return true;
}

Expand Down
30 changes: 21 additions & 9 deletions engine/table/src/main/java/io/deephaven/engine/table/impl/by/CharChunkedVarOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,7 @@
//
package io.deephaven.engine.table.impl.by;

import io.deephaven.base.verify.Assert;
import io.deephaven.chunk.attributes.ChunkLengths;
import io.deephaven.chunk.attributes.ChunkPositions;
import io.deephaven.chunk.attributes.Values;
Expand All @@ -19,6 +20,7 @@

import static io.deephaven.engine.table.impl.by.RollupConstants.*;
import static io.deephaven.engine.util.NullSafeAddition.plusDouble;
import static io.deephaven.util.QueryConstants.NULL_DOUBLE;

/**
* Iterative variance operator.
Expand Down Expand Up @@ -82,21 +84,27 @@ private boolean addChunk(CharChunk<? extends Values> values, long destination, i
final double sum = SumCharChunk.sum2CharChunk(values, chunkStart, chunkSize, chunkNonNull, sum2);

if (chunkNonNull.get() > 0) {
final long nonNullCount = nonNullCounter.addNonNullUnsafe(destination, chunkNonNull.get());
final long totalNormalCount = nonNullCounter.addNonNullUnsafe(destination, chunkNonNull.get());
final double newSum = plusDouble(sumSource.getUnsafe(destination), sum);
final double newSum2 = plusDouble(sum2Source.getUnsafe(destination), sum2.doubleValue());

sumSource.set(destination, newSum);
sum2Source.set(destination, newSum2);

if (nonNullCount <= 1) {
Assert.neqZero(totalNormalCount, "totalNormalCount");
if (totalNormalCount == 1) {
resultColumn.set(destination, Double.NaN);
} else {
final double variance = (newSum2 - (newSum * newSum / nonNullCount)) / (nonNullCount - 1);
final double variance = (newSum2 - (newSum * newSum / totalNormalCount)) / (totalNormalCount - 1);
resultColumn.set(destination, std ? Math.sqrt(variance) : variance);
}
} else if (nonNullCounter.getCountUnsafe(destination) <= 1) {
resultColumn.set(destination, Double.NaN);
} else {
final long totalNormalCount = nonNullCounter.getCountUnsafe(destination);
if (totalNormalCount == 0) {
resultColumn.set(destination, NULL_DOUBLE);
} else if (totalNormalCount == 1) {
resultColumn.set(destination, Double.NaN);
}
}
return true;
}
Expand All @@ -110,12 +118,12 @@ private boolean removeChunk(CharChunk<? extends Values> values, long destination
return false;
}

final long nonNullCount = nonNullCounter.addNonNullUnsafe(destination, -chunkNonNull.get());
final long totalNormalCount = nonNullCounter.addNonNullUnsafe(destination, -chunkNonNull.get());

final double newSum;
final double newSum2;

if (nonNullCount == 0) {
if (totalNormalCount == 0) {
newSum = newSum2 = 0;
} else {
newSum = plusDouble(sumSource.getUnsafe(destination), -sum);
Expand All @@ -125,12 +133,16 @@ private boolean removeChunk(CharChunk<? extends Values> values, long destination
sumSource.set(destination, newSum);
sum2Source.set(destination, newSum2);

if (nonNullCount <= 1) {
if (totalNormalCount == 0) {
resultColumn.set(destination, NULL_DOUBLE);
return true;
}
if (totalNormalCount == 1) {
resultColumn.set(destination, Double.NaN);
return true;
}

final double variance = (newSum2 - (newSum * newSum / nonNullCount)) / (nonNullCount - 1);
final double variance = (newSum2 - (newSum * newSum / totalNormalCount)) / (totalNormalCount - 1);
resultColumn.set(destination, std ? Math.sqrt(variance) : variance);

return true;
Expand Down
7 changes: 6 additions & 1 deletion engine/table/src/main/java/io/deephaven/engine/table/impl/by/DoubleChunkedAvgOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -22,6 +22,7 @@

import static io.deephaven.engine.table.impl.by.RollupConstants.*;
import static io.deephaven.engine.util.NullSafeAddition.plusDouble;
import static io.deephaven.util.QueryConstants.NULL_DOUBLE;

class DoubleChunkedAvgOperator extends FpChunkedNonNormalCounter implements IterativeChunkedAggregationOperator {
private final String name;
Expand Down Expand Up @@ -141,19 +142,23 @@ private void updateResultWithNewSum(long destination, long totalNormal, long tot
resultColumn.set(destination, Double.POSITIVE_INFINITY);
} else if (totalNegativeInfinityCount > 0) {
resultColumn.set(destination, Double.NEGATIVE_INFINITY);
} else if (totalNormal == 0) {
resultColumn.set(destination, NULL_DOUBLE);
} else {
resultColumn.set(destination, newSum / totalNormal);
}
}

private void updateResultSumUnchanged(long destination, long totalNormal, long totalNanCount,
long totalInfinityCount, long totalNegativeInfinityCount) {
if (totalNanCount > 0 || totalNormal == 0 || (totalInfinityCount > 0 && totalNegativeInfinityCount > 0)) {
if (totalNanCount > 0 || (totalInfinityCount > 0 && totalNegativeInfinityCount > 0)) {
resultColumn.set(destination, Double.NaN);
} else if (totalInfinityCount > 0) {
resultColumn.set(destination, Double.POSITIVE_INFINITY);
} else if (totalNegativeInfinityCount > 0) {
resultColumn.set(destination, Double.NEGATIVE_INFINITY);
} else if (totalNormal == 0) {
resultColumn.set(destination, NULL_DOUBLE);
} else {
resultColumn.set(destination, runningSum.getUnsafe(destination) / totalNormal);
}
Expand Down
6 changes: 5 additions & 1 deletion engine/table/src/main/java/io/deephaven/engine/table/impl/by/DoubleChunkedReAvgOperator.java
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Expand Up @@ -20,6 +20,8 @@
import java.util.Collections;
import java.util.Map;

import static io.deephaven.util.QueryConstants.NULL_DOUBLE;

/**
* Iterative average operator.
*/
Expand Down Expand Up @@ -127,12 +129,14 @@ private boolean updateResult(long destination) {

private boolean updateResult(long destination, long nncValue, long nanValue, long picValue, long nicValue,
double sumSumValue) {
if (nanValue > 0 || (picValue > 0 && nicValue > 0) || nncValue == 0) {
if (nanValue > 0 || (picValue > 0 && nicValue > 0)) {
return !Double.isNaN(resultColumn.getAndSetUnsafe(destination, Double.NaN));
} else if (picValue > 0) {
return resultColumn.getAndSetUnsafe(destination, Double.POSITIVE_INFINITY) != Double.POSITIVE_INFINITY;
} else if (nicValue > 0) {
return resultColumn.getAndSetUnsafe(destination, Double.NEGATIVE_INFINITY) != Double.NEGATIVE_INFINITY;
} else if (nncValue == 0) {
return resultColumn.getAndSetUnsafe(destination, NULL_DOUBLE) != NULL_DOUBLE;
} else {
final double newValue = (double) (sumSumValue / nncValue);
return resultColumn.getAndSetUnsafe(destination, newValue) != newValue;
Expand Down
33 changes: 23 additions & 10 deletions engine/table/src/main/java/io/deephaven/engine/table/impl/by/DoubleChunkedVarOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,7 @@
// @formatter:off
package io.deephaven.engine.table.impl.by;

import io.deephaven.base.verify.Assert;
import io.deephaven.chunk.attributes.ChunkLengths;
import io.deephaven.chunk.attributes.ChunkPositions;
import io.deephaven.chunk.attributes.Values;
Expand All @@ -23,6 +24,7 @@
import java.util.Map;

import static io.deephaven.engine.table.impl.by.RollupConstants.*;
import static io.deephaven.util.QueryConstants.NULL_DOUBLE;

/**
* Iterative variance operator.
Expand Down Expand Up @@ -95,31 +97,40 @@ private boolean addChunk(DoubleChunk<? extends Values> values, long destination,
final boolean forceNanResult = totalNegativeInfinities > 0 || totalPositiveInfinities > 0 || totalNanCount > 0;

if (chunkNormalCount.get() > 0) {
final long nonNullCount = nonNullCounter.addNonNullUnsafe(destination, chunkNormalCount.get());
final long totalNormalCount = nonNullCounter.addNonNullUnsafe(destination, chunkNormalCount.get());
final double newSum = NullSafeAddition.plusDouble(sumSource.getUnsafe(destination), sum);
final double newSum2 = NullSafeAddition.plusDouble(sum2Source.getUnsafe(destination), sum2.doubleValue());

sumSource.set(destination, newSum);
sum2Source.set(destination, newSum2);

if (forceNanResult || nonNullCount <= 1) {
Assert.neqZero(totalNormalCount, "totalNormalCount");
if (forceNanResult || totalNormalCount == 1) {
resultColumn.set(destination, Double.NaN);
} else {
// If the sum or sumSquared has reached +/-Infinity, we are stuck with NaN forever.
if (Double.isInfinite(newSum) || Double.isInfinite(newSum2)) {
resultColumn.set(destination, Double.NaN);
return true;
}
final double variance = computeVariance(nonNullCount, newSum, newSum2);
final double variance = computeVariance(totalNormalCount, newSum, newSum2);
resultColumn.set(destination, std ? Math.sqrt(variance) : variance);
}
return true;
} else if (forceNanResult || (nonNullCounter.getCountUnsafe(destination) <= 1)) {
}
if (forceNanResult) {
resultColumn.set(destination, Double.NaN);
return true;
}
final long totalNormalCount = nonNullCounter.getCountUnsafe(destination);
if (totalNormalCount == 0) {
resultColumn.set(destination, NULL_DOUBLE);
return true;
} else if (totalNormalCount == 1) {
resultColumn.set(destination, Double.NaN);
return true;
} else {
return false;
}
return false;
}

private static double computeVariance(long nonNullCount, double newSum, double newSum2) {
Expand Down Expand Up @@ -165,16 +176,17 @@ private boolean removeChunk(DoubleChunk<? extends Values> values, long destinati
}
sumSource.set(destination, newSum);
sum2Source.set(destination, newSum2);
} else if (totalNormalCount <= 1 || forceNanResult) {
resultColumn.set(destination, Double.NaN);
return true;
} else {
newSum = sumSource.getUnsafe(destination);
newSum2 = sum2Source.getUnsafe(destination);
}
if (totalNormalCount <= 1) {

if (totalNormalCount == 1 || forceNanResult) {
resultColumn.set(destination, Double.NaN);
return true;
} else if (totalNormalCount == 0) {
resultColumn.set(destination, NULL_DOUBLE);
return true;
}

// If the sum has reach +/-Infinity, we are stuck with NaN forever.
Expand All @@ -186,6 +198,7 @@ private boolean removeChunk(DoubleChunk<? extends Values> values, long destinati
// Perform the calculation in a way that minimizes the impact of FP error.
final double variance = computeVariance(totalNormalCount, newSum, newSum2);
resultColumn.set(destination, std ? Math.sqrt(variance) : variance);

return true;
}

Expand Down
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