corr.c

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/* corr.c (Pearson correlation coeffient) */

/***********************************************************************
*  This code is part of Statistics for MySQL.
*
*  Copyright (C) 2011 Heinrich Schuchardt (xypron.glpk@gmx.de)
*
*  Licensed under the Apache License, Version 2.0 (the "License");
*  you may not use this file except in compliance with the License.
*  You may obtain a copy of the License at
*
*      http://www.apache.org/licenses/LICENSE-2.0
*
*  Unless required by applicable law or agreed to in writing, software
*  distributed under the License is distributed on an "AS IS" BASIS,
*  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*  See the License for the specific language governing permissions and
*  limitations under the License.
***********************************************************************/

#include "sqlstat.h"

struct corr_storage {
  int     argc;  
  double  count; 
  double  sumX;  
  double  sumXX; 
  double  sumXY; 
  double  sumY;  
  double  sumYY; 
};

my_bool corr_init(UDF_INIT *initid, UDF_ARGS *args, char *message) {
  struct corr_storage * data;

  if (args->arg_count < 2 || args->arg_count > 3) {
    strcpy(message,"corr() requires two or three arguments");
    return 1;
  }
  args->arg_type[0] = REAL_RESULT;
  args->arg_type[1] = REAL_RESULT;
  if (args->arg_count > 2) {
    args->arg_type[2] = REAL_RESULT;
  }

  data = (struct corr_storage *) malloc( sizeof(struct corr_storage));
  if (data == NULL) {
    strcpy(message,"Couldn't allocate memory");
    return 1;
  }
  data->argc = args->arg_count;

  initid->maybe_null = 1;
  initid->decimals   = NOT_FIXED_DEC;
  initid->max_length = 13 + initid->decimals;
  initid->ptr        = (char *) data;
  initid->const_item = 0;

  return 0;
}

void corr_reset(UDF_INIT *initid, UDF_ARGS *args, char *is_null, char *error) {
  corr_clear(initid, is_null, error);
  corr_add(initid, args, is_null, error);
}

void corr_clear(UDF_INIT *initid, char *is_null, char *error) {
  struct corr_storage *data;
  data = (struct corr_storage *) initid->ptr;
  data->count = 0;
  data->sumX  = 0;
  data->sumXX = 0;
  data->sumXY = 0;
  data->sumY  = 0;
  data->sumYY = 0;
}

void corr_add(UDF_INIT *initid, UDF_ARGS *args, char *is_null, char *error) {
  struct corr_storage * data;
  double w;
  double x;
  double y;

  if (!args->args[0] || !args->args[1]) {
    return;
  }
  data = (struct corr_storage *) initid->ptr;
  if (data->argc > 2) {
    if (!args->args[2]) {
      return;
    }
    w = *((double*) args->args[2]);
  } else {
    w = 1.;
  }
  x = *((double*) args->args[0]);
  y = *((double*) args->args[1]);

  data->count  += w;
  data->sumX   += w * x;
  data->sumXX  += w * x * x;
  data->sumXY  += w * x * y;
  data->sumY   += w * y;
  data->sumYY  += w * y * y;
}

double corr(UDF_INIT *initid, UDF_ARGS *args, char *is_null, char *error) {
  struct corr_storage * data;
  double ret;
  double nx;
  double ny;

  data = (struct corr_storage *) initid->ptr;

  nx = data->count * data->sumXX - data->sumX * data->sumX;
  ny = data->count * data->sumYY - data->sumY * data->sumY;

  if (nx <= 0 || ny <= 0) {
    *is_null = 1;
    return 0;
  }

  ret = (data->count * data->sumXY - data->sumX * data->sumY)
        / sqrt(nx * ny);

  return ret;
}

void corr_deinit(UDF_INIT *initid) {
  if (initid->ptr) {
    free(initid->ptr);
  }
}