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<p>This Apache Druid (incubating) extension includes stat-related aggregators, including variance and standard deviations, etc. Make sure to <a href="/docs/latest/development/extensions.html#loading-extensions">include</a> <code>druid-stats</code> as an extension.</p>
<h2><a class="anchor" aria-hidden="true" id="variance-aggregator"></a><a href="#variance-aggregator" aria-hidden="true" class="hash-link"><svg class="hash-link-icon" aria-hidden="true" height="16" version="1.1" viewBox="0 0 16 16" width="16"><path fill-rule="evenodd" d="M4 9h1v1H4c-1.5 0-3-1.69-3-3.5S2.55 3 4 3h4c1.45 0 3 1.69 3 3.5 0 1.41-.91 2.72-2 3.25V8.59c.58-.45 1-1.27 1-2.09C10 5.22 8.98 4 8 4H4c-.98 0-2 1.22-2 2.5S3 9 4 9zm9-3h-1v1h1c1 0 2 1.22 2 2.5S13.98 12 13 12H9c-.98 0-2-1.22-2-2.5 0-.83.42-1.64 1-2.09V6.25c-1.09.53-2 1.84-2 3.25C6 11.31 7.55 13 9 13h4c1.45 0 3-1.69 3-3.5S14.5 6 13 6z"></path></svg></a>Variance aggregator</h2>
<p>Algorithm of the aggregator is the same with that of apache hive. This is the description in GenericUDAFVariance in hive.</p>
<p>Evaluate the variance using the algorithm described by Chan, Golub, and LeVeque in
&quot;Algorithms for computing the sample variance: analysis and recommendations&quot;
The American Statistician, 37 (1983) pp. 242--247.</p>
<p>variance = variance1 + variance2 + n/(m<em>(m+n)) * pow(((m/n)</em>t1 - t2),2)</p>
<p>where: - variance is sum(x-avg^2) (this is actually n times the variance)
and is updated at every step. - n is the count of elements in chunk1 - m is
the count of elements in chunk2 - t1 = sum of elements in chunk1, t2 =
sum of elements in chunk2.</p>
<p>This algorithm was proven to be numerically stable by J.L. Barlow in
&quot;Error analysis of a pairwise summation algorithm to compute sample variance&quot;
Numer. Math, 58 (1991) pp. 583--590</p>
<h3><a class="anchor" aria-hidden="true" id="pre-aggregating-variance-at-ingestion-time"></a><a href="#pre-aggregating-variance-at-ingestion-time" aria-hidden="true" class="hash-link"><svg class="hash-link-icon" aria-hidden="true" height="16" version="1.1" viewBox="0 0 16 16" width="16"><path fill-rule="evenodd" d="M4 9h1v1H4c-1.5 0-3-1.69-3-3.5S2.55 3 4 3h4c1.45 0 3 1.69 3 3.5 0 1.41-.91 2.72-2 3.25V8.59c.58-.45 1-1.27 1-2.09C10 5.22 8.98 4 8 4H4c-.98 0-2 1.22-2 2.5S3 9 4 9zm9-3h-1v1h1c1 0 2 1.22 2 2.5S13.98 12 13 12H9c-.98 0-2-1.22-2-2.5 0-.83.42-1.64 1-2.09V6.25c-1.09.53-2 1.84-2 3.25C6 11.31 7.55 13 9 13h4c1.45 0 3-1.69 3-3.5S14.5 6 13 6z"></path></svg></a>Pre-aggregating variance at ingestion time</h3>
<p>To use this feature, an &quot;variance&quot; aggregator must be included at indexing time.
The ingestion aggregator can only apply to numeric values. If you use &quot;variance&quot;
then any input rows missing the value will be considered to have a value of 0.</p>
<p>User can specify expected input type as one of &quot;float&quot;, &quot;long&quot;, &quot;variance&quot; for ingestion, which is by default &quot;float&quot;.</p>
<pre><code class="hljs css language-json">{
  <span class="hljs-attr">"type"</span> : <span class="hljs-string">"variance"</span>,
  <span class="hljs-attr">"name"</span> : &lt;output_name&gt;,
  <span class="hljs-attr">"fieldName"</span> : &lt;metric_name&gt;,
  <span class="hljs-attr">"inputType"</span> : &lt;input_type&gt;,
  <span class="hljs-attr">"estimator"</span> : &lt;string&gt;
}
</code></pre>
<p>To query for results, &quot;variance&quot; aggregator with &quot;variance&quot; input type or simply a &quot;varianceFold&quot; aggregator must be included in the query.</p>
<pre><code class="hljs css language-json">{
  <span class="hljs-attr">"type"</span> : <span class="hljs-string">"varianceFold"</span>,
  <span class="hljs-attr">"name"</span> : &lt;output_name&gt;,
  <span class="hljs-attr">"fieldName"</span> : &lt;metric_name&gt;,
  <span class="hljs-attr">"estimator"</span> : &lt;string&gt;
}
</code></pre>
<table>
<thead>
<tr><th>Property</th><th>Description</th><th>Default</th></tr>
</thead>
<tbody>
<tr><td><code>estimator</code></td><td>Set &quot;population&quot; to get variance_pop rather than variance_sample, which is default.</td><td>null</td></tr>
</tbody>
</table>
<h3><a class="anchor" aria-hidden="true" id="standard-deviation-post-aggregator"></a><a href="#standard-deviation-post-aggregator" aria-hidden="true" class="hash-link"><svg class="hash-link-icon" aria-hidden="true" height="16" version="1.1" viewBox="0 0 16 16" width="16"><path fill-rule="evenodd" d="M4 9h1v1H4c-1.5 0-3-1.69-3-3.5S2.55 3 4 3h4c1.45 0 3 1.69 3 3.5 0 1.41-.91 2.72-2 3.25V8.59c.58-.45 1-1.27 1-2.09C10 5.22 8.98 4 8 4H4c-.98 0-2 1.22-2 2.5S3 9 4 9zm9-3h-1v1h1c1 0 2 1.22 2 2.5S13.98 12 13 12H9c-.98 0-2-1.22-2-2.5 0-.83.42-1.64 1-2.09V6.25c-1.09.53-2 1.84-2 3.25C6 11.31 7.55 13 9 13h4c1.45 0 3-1.69 3-3.5S14.5 6 13 6z"></path></svg></a>Standard deviation post-aggregator</h3>
<p>To acquire standard deviation from variance, user can use &quot;stddev&quot; post aggregator.</p>
<pre><code class="hljs css language-json">{
  <span class="hljs-attr">"type"</span>: <span class="hljs-string">"stddev"</span>,
  <span class="hljs-attr">"name"</span>: <span class="hljs-string">"&lt;output_name&gt;"</span>,
  <span class="hljs-attr">"fieldName"</span>: <span class="hljs-string">"&lt;aggregator_name&gt;"</span>,
  <span class="hljs-attr">"estimator"</span>: &lt;string&gt;
}
</code></pre>
<h2><a class="anchor" aria-hidden="true" id="query-examples"></a><a href="#query-examples" aria-hidden="true" class="hash-link"><svg class="hash-link-icon" aria-hidden="true" height="16" version="1.1" viewBox="0 0 16 16" width="16"><path fill-rule="evenodd" d="M4 9h1v1H4c-1.5 0-3-1.69-3-3.5S2.55 3 4 3h4c1.45 0 3 1.69 3 3.5 0 1.41-.91 2.72-2 3.25V8.59c.58-.45 1-1.27 1-2.09C10 5.22 8.98 4 8 4H4c-.98 0-2 1.22-2 2.5S3 9 4 9zm9-3h-1v1h1c1 0 2 1.22 2 2.5S13.98 12 13 12H9c-.98 0-2-1.22-2-2.5 0-.83.42-1.64 1-2.09V6.25c-1.09.53-2 1.84-2 3.25C6 11.31 7.55 13 9 13h4c1.45 0 3-1.69 3-3.5S14.5 6 13 6z"></path></svg></a>Query examples:</h2>
<h3><a class="anchor" aria-hidden="true" id="timeseries-query"></a><a href="#timeseries-query" aria-hidden="true" class="hash-link"><svg class="hash-link-icon" aria-hidden="true" height="16" version="1.1" viewBox="0 0 16 16" width="16"><path fill-rule="evenodd" d="M4 9h1v1H4c-1.5 0-3-1.69-3-3.5S2.55 3 4 3h4c1.45 0 3 1.69 3 3.5 0 1.41-.91 2.72-2 3.25V8.59c.58-.45 1-1.27 1-2.09C10 5.22 8.98 4 8 4H4c-.98 0-2 1.22-2 2.5S3 9 4 9zm9-3h-1v1h1c1 0 2 1.22 2 2.5S13.98 12 13 12H9c-.98 0-2-1.22-2-2.5 0-.83.42-1.64 1-2.09V6.25c-1.09.53-2 1.84-2 3.25C6 11.31 7.55 13 9 13h4c1.45 0 3-1.69 3-3.5S14.5 6 13 6z"></path></svg></a>Timeseries query</h3>
<pre><code class="hljs css language-json">{
  <span class="hljs-attr">"queryType"</span>: <span class="hljs-string">"timeseries"</span>,
  <span class="hljs-attr">"dataSource"</span>: <span class="hljs-string">"testing"</span>,
  <span class="hljs-attr">"granularity"</span>: <span class="hljs-string">"day"</span>,
  <span class="hljs-attr">"aggregations"</span>: [
    {
      <span class="hljs-attr">"type"</span>: <span class="hljs-string">"variance"</span>,
      <span class="hljs-attr">"name"</span>: <span class="hljs-string">"index_var"</span>,
      <span class="hljs-attr">"fieldName"</span>: <span class="hljs-string">"index_var"</span>
    }
  ],
  <span class="hljs-attr">"intervals"</span>: [
    <span class="hljs-string">"2016-03-01T00:00:00.000/2013-03-20T00:00:00.000"</span>
  ]
}
</code></pre>
<h3><a class="anchor" aria-hidden="true" id="topn-query"></a><a href="#topn-query" aria-hidden="true" class="hash-link"><svg class="hash-link-icon" aria-hidden="true" height="16" version="1.1" viewBox="0 0 16 16" width="16"><path fill-rule="evenodd" d="M4 9h1v1H4c-1.5 0-3-1.69-3-3.5S2.55 3 4 3h4c1.45 0 3 1.69 3 3.5 0 1.41-.91 2.72-2 3.25V8.59c.58-.45 1-1.27 1-2.09C10 5.22 8.98 4 8 4H4c-.98 0-2 1.22-2 2.5S3 9 4 9zm9-3h-1v1h1c1 0 2 1.22 2 2.5S13.98 12 13 12H9c-.98 0-2-1.22-2-2.5 0-.83.42-1.64 1-2.09V6.25c-1.09.53-2 1.84-2 3.25C6 11.31 7.55 13 9 13h4c1.45 0 3-1.69 3-3.5S14.5 6 13 6z"></path></svg></a>TopN query</h3>
<pre><code class="hljs css language-json">{
  <span class="hljs-attr">"queryType"</span>: <span class="hljs-string">"topN"</span>,
  <span class="hljs-attr">"dataSource"</span>: <span class="hljs-string">"testing"</span>,
  <span class="hljs-attr">"dimensions"</span>: [<span class="hljs-string">"alias"</span>],
  <span class="hljs-attr">"threshold"</span>: <span class="hljs-number">5</span>,
  <span class="hljs-attr">"granularity"</span>: <span class="hljs-string">"all"</span>,
  <span class="hljs-attr">"aggregations"</span>: [
    {
      <span class="hljs-attr">"type"</span>: <span class="hljs-string">"variance"</span>,
      <span class="hljs-attr">"name"</span>: <span class="hljs-string">"index_var"</span>,
      <span class="hljs-attr">"fieldName"</span>: <span class="hljs-string">"index"</span>
    }
  ],
  <span class="hljs-attr">"postAggregations"</span>: [
    {
      <span class="hljs-attr">"type"</span>: <span class="hljs-string">"stddev"</span>,
      <span class="hljs-attr">"name"</span>: <span class="hljs-string">"index_stddev"</span>,
      <span class="hljs-attr">"fieldName"</span>: <span class="hljs-string">"index_var"</span>
    }
  ],
  <span class="hljs-attr">"intervals"</span>: [
    <span class="hljs-string">"2016-03-06T00:00:00/2016-03-06T23:59:59"</span>
  ]
}
</code></pre>
<h3><a class="anchor" aria-hidden="true" id="groupby-query"></a><a href="#groupby-query" aria-hidden="true" class="hash-link"><svg class="hash-link-icon" aria-hidden="true" height="16" version="1.1" viewBox="0 0 16 16" width="16"><path fill-rule="evenodd" d="M4 9h1v1H4c-1.5 0-3-1.69-3-3.5S2.55 3 4 3h4c1.45 0 3 1.69 3 3.5 0 1.41-.91 2.72-2 3.25V8.59c.58-.45 1-1.27 1-2.09C10 5.22 8.98 4 8 4H4c-.98 0-2 1.22-2 2.5S3 9 4 9zm9-3h-1v1h1c1 0 2 1.22 2 2.5S13.98 12 13 12H9c-.98 0-2-1.22-2-2.5 0-.83.42-1.64 1-2.09V6.25c-1.09.53-2 1.84-2 3.25C6 11.31 7.55 13 9 13h4c1.45 0 3-1.69 3-3.5S14.5 6 13 6z"></path></svg></a>GroupBy query</h3>
<pre><code class="hljs css language-json">{
  <span class="hljs-attr">"queryType"</span>: <span class="hljs-string">"groupBy"</span>,
  <span class="hljs-attr">"dataSource"</span>: <span class="hljs-string">"testing"</span>,
  <span class="hljs-attr">"dimensions"</span>: [<span class="hljs-string">"alias"</span>],
  <span class="hljs-attr">"granularity"</span>: <span class="hljs-string">"all"</span>,
  <span class="hljs-attr">"aggregations"</span>: [
    {
      <span class="hljs-attr">"type"</span>: <span class="hljs-string">"variance"</span>,
      <span class="hljs-attr">"name"</span>: <span class="hljs-string">"index_var"</span>,
      <span class="hljs-attr">"fieldName"</span>: <span class="hljs-string">"index"</span>
    }
  ],
  <span class="hljs-attr">"postAggregations"</span>: [
    {
      <span class="hljs-attr">"type"</span>: <span class="hljs-string">"stddev"</span>,
      <span class="hljs-attr">"name"</span>: <span class="hljs-string">"index_stddev"</span>,
      <span class="hljs-attr">"fieldName"</span>: <span class="hljs-string">"index_var"</span>
    }
  ],
  <span class="hljs-attr">"intervals"</span>: [
    <span class="hljs-string">"2016-03-06T00:00:00/2016-03-06T23:59:59"</span>
  ]
}
</code></pre>
</span></div></article></div><div class="docs-prevnext"><a class="docs-prev button" href="/docs/latest/development/extensions-core/simple-client-sslcontext.html"><span class="arrow-prev">← </span><span>Simple SSLContext Provider Module</span></a><a class="docs-next button" href="/docs/latest/development/extensions-core/test-stats.html"><span>Test Stats Aggregators</span><span class="arrow-next"> →</span></a></div></div></div><nav class="onPageNav"><ul class="toc-headings"><li><a href="#variance-aggregator">Variance aggregator</a><ul class="toc-headings"><li><a href="#pre-aggregating-variance-at-ingestion-time">Pre-aggregating variance at ingestion time</a></li><li><a href="#standard-deviation-post-aggregator">Standard deviation post-aggregator</a></li></ul></li><li><a href="#query-examples">Query examples:</a><ul class="toc-headings"><li><a href="#timeseries-query">Timeseries query</a></li><li><a href="#topn-query">TopN query</a></li><li><a href="#groupby-query">GroupBy query</a></li></ul></li></ul></nav></div><footer class="nav-footer druid-footer" id="footer"><div class="container"><div class="text-center"><p><a href="/technology">Technology</a> · <a href="/use-cases">Use Cases</a> · <a href="/druid-powered">Powered by Druid</a> · <a href="/docs/latest/latest">Docs</a> · <a href="/community/">Community</a> · <a href="/downloads.html">Download</a> · <a href="/faq">FAQ</a></p></div><div class="text-center"><a title="Join the user group" href="https://groups.google.com/forum/#!forum/druid-user" target="_blank"><span class="fa fa-comments"></span></a> · <a title="Follow Druid" href="https://twitter.com/druidio" target="_blank"><span class="fab fa-twitter"></span></a> · <a title="Download via Apache" href="https://www.apache.org/dyn/closer.cgi?path=/incubator/druid/{{ site.druid_versions[0].versions[0].version }}/apache-druid-{{ site.druid_versions[0].versions[0].version }}-bin.tar.gz" target="_blank"><span class="fas fa-feather"></span></a> · <a title="GitHub" href="https://github.com/apache/incubator-druid" target="_blank"><span class="fab fa-github"></span></a></div><div class="text-center license">Copyright © 2019 <a href="https://www.apache.org/" target="_blank">Apache Software Foundation</a>.<br/>Except where otherwise noted, licensed under <a rel="license" href="http://creativecommons.org/licenses/by-sa/4.0/">CC BY-SA 4.0</a>.<br/>Apache Druid, Druid, and the Druid logo are either registered trademarks or trademarks of The Apache Software Foundation in the United States and other countries.</div></div></footer></div><script type="text/javascript" src="https://cdn.jsdelivr.net/docsearch.js/1/docsearch.min.js"></script><script>
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