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Posted to gitbox@hive.apache.org by GitBox <gi...@apache.org> on 2021/10/29 08:57:00 UTC
[GitHub] [hive] adesh-rao commented on a change in pull request #2760: HIVE-25653: Precision problem in STD, STDDDEV_SAMP,STDDEV_POP
adesh-rao commented on a change in pull request #2760:
URL: https://github.com/apache/hive/pull/2760#discussion_r739045967
##########
File path: ql/src/java/org/apache/hadoop/hive/ql/udf/generic/GenericUDAFStd.java
##########
@@ -90,7 +92,9 @@ public GenericUDAFEvaluator getEvaluator(TypeInfo[] parameters)
* use it, etc.
*/
public static double calculateStdResult(double variance, long count) {
- return Math.sqrt(variance / count);
+ BigDecimal bvariance = new BigDecimal(variance);
+ BigDecimal result = bvariance.divide(new BigDecimal(count));
+ return Math.sqrt(result.doubleValue());
Review comment:
Add a ToDo to use BigDecimal.sqrt() once hive moves to java >= 9 version?
##########
File path: ql/src/java/org/apache/hadoop/hive/ql/udf/generic/GenericUDAFVariance.java
##########
@@ -120,14 +126,15 @@ public static double calculateMerge(
long partialCount, long mergeCount, double partialSum, double mergeSum,
double partialVariance, double mergeVariance) {
- final double doublePartialCount = (double) partialCount;
- final double doubleMergeCount = (double) mergeCount;
+ final BigDecimal bPartialCount = new BigDecimal(partialCount);
+ final BigDecimal bMergeCount = new BigDecimal(mergeCount);
+ BigDecimal bmergeVariance = new BigDecimal(mergeVariance);
- double t = (doublePartialCount / doubleMergeCount) * mergeSum - partialSum;
- mergeVariance +=
- partialVariance + ((doubleMergeCount / doublePartialCount) /
- (doubleMergeCount + doublePartialCount)) * t * t;
- return mergeVariance;
+ BigDecimal t =
+ (bPartialCount.divide(bMergeCount).multiply(new BigDecimal(mergeSum).subtract(new BigDecimal(partialSum))));
Review comment:
the preview expression was `(doublePartialCount/doubleMergeCount) * mergeSum - partialSum`
The new expression seems to be like:
`(bPartialCount/bMergeCount )* (mergeSum - partialSum)`.
Both are not equivalent. Can you fix this?
##########
File path: ql/src/test/queries/clientpositive/sdtdev.q
##########
@@ -0,0 +1,12 @@
+create table test ( col1 decimal(10,3) );
+insert into test values (10230.72),(10230.72),(10230.72),(10230.72),(10230.72),(10230.72),(10230.72);
+select STDDEV_SAMP(col1) AS STDDEV_6M , STDDEV(col1) as STDDEV ,STDDEV_POP(col1) as STDDEV_POP , variance(col1) as variance,var_pop(col1) as var_pop,var_samp(col1) as var_samp from test;
+
+create table testpoint ( col1 decimal(10,3));
+insert into testpoint values (0.12345678),(0.25362123),(0.62437485),(0.65133746),(0.98765432),(0.12435647),(0.7654321445);
+select STDDEV_SAMP(col1) AS STDDEV_6M , STDDEV(col1) as STDDEV ,STDDEV_POP(col1) as STDDEV_POP , variance(col1) as variance,var_pop(col1) as var_pop,var_samp(col1) as var_samp from testpoint;
+
+create table testint(col1 int);
+insert into testint values (85),(86),(100),(76),(81),(93),(84),(99),(71),(69),(93),(85),(81),(87),(89);
+select STDDEV_SAMP(col1) AS STDDEV_6M , STDDEV(col1) as STDDEV ,STDDEV_POP(col1) as STDDEV_POP, variance(col1) as variance,var_pop(col1) as var_pop,var_samp(col1) as var_samp from testint;
+
Review comment:
nit: add drop table statements?
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