org.apache.beam.sdk.extensions.sql.impl.transform.agg

Class CovarianceFn<T extends java.lang.Number>

java.lang.Object

org.apache.beam.sdk.transforms.Combine.CombineFn<org.apache.beam.sdk.values.Row,org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator,T>

org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceFn<T>

All Implemented Interfaces:

java.io.Serializable, org.apache.beam.sdk.transforms.CombineFnBase.GlobalCombineFn<org.apache.beam.sdk.values.Row,org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator,T>, org.apache.beam.sdk.transforms.display.HasDisplayData

@Internal
public class CovarianceFn<T extends java.lang.Number>
extends org.apache.beam.sdk.transforms.Combine.CombineFn<org.apache.beam.sdk.values.Row,org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator,T>

Combine.CombineFn for Covariance on Number types.

Calculates Population Covariance and Sample Covariance using incremental formulas described in http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance, presumably by Pébay, Philippe (2008), in "Formulas for Robust, One-Pass Parallel Computation of Covariances and Arbitrary-Order Statistical Moments".

See Also:

Serialized Form

Method Summary

Modifier and Type	Method and Description
org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator	addInput(org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator currentVariance, org.apache.beam.sdk.values.Row rawInput)
org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator	createAccumulator()
T	extractOutput(org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator accumulator)
org.apache.beam.sdk.coders.Coder<org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator>	getAccumulatorCoder(org.apache.beam.sdk.coders.CoderRegistry registry, org.apache.beam.sdk.coders.Coder<org.apache.beam.sdk.values.Row> inputCoder)
org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator	mergeAccumulators(java.lang.Iterable<org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator> covariances)
static <V extends java.lang.Number> CovarianceFn	newPopulation(org.apache.beam.sdk.schemas.Schema.TypeName typeName)
static <V extends java.lang.Number> CovarianceFn	newPopulation(org.apache.beam.sdk.transforms.SerializableFunction<java.math.BigDecimal,V> decimalConverter)
static <V extends java.lang.Number> CovarianceFn	newSample(org.apache.beam.sdk.schemas.Schema.TypeName typeName)
static <V extends java.lang.Number> CovarianceFn	newSample(org.apache.beam.sdk.transforms.SerializableFunction<java.math.BigDecimal,V> decimalConverter)

Methods inherited from class org.apache.beam.sdk.transforms.Combine.CombineFn

apply, compact, defaultValue, getInputType, getOutputType

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

newPopulation

public static <V extends java.lang.Number> CovarianceFn newPopulation(org.apache.beam.sdk.schemas.Schema.TypeName typeName)

newPopulation

public static <V extends java.lang.Number> CovarianceFn newPopulation(org.apache.beam.sdk.transforms.SerializableFunction<java.math.BigDecimal,V> decimalConverter)

newSample

public static <V extends java.lang.Number> CovarianceFn newSample(org.apache.beam.sdk.schemas.Schema.TypeName typeName)

newSample

public static <V extends java.lang.Number> CovarianceFn newSample(org.apache.beam.sdk.transforms.SerializableFunction<java.math.BigDecimal,V> decimalConverter)

createAccumulator

public org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator createAccumulator()

Specified by:

createAccumulator in class org.apache.beam.sdk.transforms.Combine.CombineFn<org.apache.beam.sdk.values.Row,org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator,T extends java.lang.Number>

addInput

public org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator addInput(org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator currentVariance,
                                                                                            org.apache.beam.sdk.values.Row rawInput)

Specified by:

addInput in class org.apache.beam.sdk.transforms.Combine.CombineFn<org.apache.beam.sdk.values.Row,org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator,T extends java.lang.Number>

mergeAccumulators

public org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator mergeAccumulators(java.lang.Iterable<org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator> covariances)

Specified by:

mergeAccumulators in class org.apache.beam.sdk.transforms.Combine.CombineFn<org.apache.beam.sdk.values.Row,org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator,T extends java.lang.Number>

getAccumulatorCoder

public org.apache.beam.sdk.coders.Coder<org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator> getAccumulatorCoder(org.apache.beam.sdk.coders.CoderRegistry registry,
                                                                                                                                         org.apache.beam.sdk.coders.Coder<org.apache.beam.sdk.values.Row> inputCoder)

Specified by:

getAccumulatorCoder in interface org.apache.beam.sdk.transforms.CombineFnBase.GlobalCombineFn<org.apache.beam.sdk.values.Row,org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator,T extends java.lang.Number>

extractOutput

public T extractOutput(org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator accumulator)

Specified by:

extractOutput in class org.apache.beam.sdk.transforms.Combine.CombineFn<org.apache.beam.sdk.values.Row,org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator,T extends java.lang.Number>