| /* |
| * Copyright 2017, Yahoo! Inc. |
| * Licensed under the terms of the Apache License 2.0. See LICENSE file at the project root for terms. |
| */ |
| |
| package com.yahoo.sketches.pig.tuple; |
| |
| import java.io.IOException; |
| |
| import org.apache.commons.math3.stat.descriptive.SummaryStatistics; |
| import org.apache.commons.math3.stat.inference.TTest; |
| |
| import org.apache.pig.EvalFunc; |
| import org.apache.pig.data.DataByteArray; |
| import org.apache.pig.data.Tuple; |
| import org.apache.pig.data.TupleFactory; |
| |
| import com.yahoo.memory.Memory; |
| import com.yahoo.sketches.tuple.ArrayOfDoublesSketch; |
| import com.yahoo.sketches.tuple.ArrayOfDoublesSketches; |
| |
| /** |
| * Calculate p-values given two ArrayOfDoublesSketch. Each value in the sketch |
| * is treated as a separate metric measurement, and a p-value will be generated |
| * for each metric. |
| */ |
| public class ArrayOfDoublesSketchesToPValueEstimates extends EvalFunc<Tuple> { |
| |
| @Override |
| public Tuple exec(final Tuple input) throws IOException { |
| if ((input == null) || (input.size() != 2)) { |
| return null; |
| } |
| |
| // Get the two sketches |
| final DataByteArray dbaA = (DataByteArray) input.get(0); |
| final DataByteArray dbaB = (DataByteArray) input.get(1); |
| final ArrayOfDoublesSketch sketchA = ArrayOfDoublesSketches.wrapSketch(Memory.wrap(dbaA.get())); |
| final ArrayOfDoublesSketch sketchB = ArrayOfDoublesSketches.wrapSketch(Memory.wrap(dbaB.get())); |
| |
| // Check that the size of the arrays in the sketches are the same |
| if (sketchA.getNumValues() != sketchB.getNumValues()) { |
| throw new IllegalArgumentException("Both sketches must have the same number of values"); |
| } |
| |
| // Store the number of metrics |
| final int numMetrics = sketchA.getNumValues(); |
| |
| // If the sketches contain fewer than 2 values, the p-value can't be calculated |
| if (sketchA.getRetainedEntries() < 2 || sketchB.getRetainedEntries() < 2) { |
| return null; |
| } |
| |
| // Get the statistical summary from each sketch |
| final SummaryStatistics[] summariesA = ArrayOfDoublesSketchStats.sketchToSummaryStatistics(sketchA); |
| final SummaryStatistics[] summariesB = ArrayOfDoublesSketchStats.sketchToSummaryStatistics(sketchB); |
| |
| // Calculate the p-values |
| final TTest tTest = new TTest(); |
| final Tuple pValues = TupleFactory.getInstance().newTuple(numMetrics); |
| for (int i = 0; i < numMetrics; i++) { |
| // Pass the sampled values for each metric |
| pValues.set(i, tTest.tTest(summariesA[i], summariesB[i])); |
| } |
| |
| return pValues; |
| } |
| |
| } |