1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
|
/**
* Copyright (C) 2021-present MongoDB, Inc.
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the Server Side Public License, version 1,
* as published by MongoDB, Inc.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* Server Side Public License for more details.
*
* You should have received a copy of the Server Side Public License
* along with this program. If not, see
* <http://www.mongodb.com/licensing/server-side-public-license>.
*
* As a special exception, the copyright holders give permission to link the
* code of portions of this program with the OpenSSL library under certain
* conditions as described in each individual source file and distribute
* linked combinations including the program with the OpenSSL library. You
* must comply with the Server Side Public License in all respects for
* all of the code used other than as permitted herein. If you modify file(s)
* with this exception, you may extend this exception to your version of the
* file(s), but you are not obligated to do so. If you do not wish to do so,
* delete this exception statement from your version. If you delete this
* exception statement from all source files in the program, then also delete
* it in the license file.
*/
#include "mongo/platform/basic.h"
#include <cmath>
#include "mongo/db/pipeline/accumulator.h"
#include "mongo/db/exec/document_value/value.h"
#include "mongo/db/pipeline/accumulation_statement.h"
#include "mongo/db/pipeline/expression.h"
#include "mongo/db/pipeline/window_function/window_function_expression.h"
namespace mongo {
REGISTER_NON_REMOVABLE_WINDOW_FUNCTION(
covarianceSamp, window_function::ExpressionFromAccumulator<AccumulatorCovarianceSamp>::parse);
REGISTER_NON_REMOVABLE_WINDOW_FUNCTION(
covariancePop, window_function::ExpressionFromAccumulator<AccumulatorCovariancePop>::parse);
void AccumulatorCovariance::processInternal(const Value& input, bool merging) {
tassert(5424000, "$covariance can't be merged", !merging);
// Currently we only support array with 2 numeric values as input value. Other types of input or
// non-numeric arrays have no impact on covariance.
if (!input.isArray())
return;
const auto& arr = input.getArray();
if (arr.size() != 2)
return;
if (!arr[0].numeric() || !arr[1].numeric())
return;
// This is an implementation of the following algorithm:
// https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Online
double x = arr[0].coerceToDouble();
double y = arr[1].coerceToDouble();
double dx = x - _meanX;
_count++;
_meanX += (dx / _count);
_meanY += (y - _meanY) / _count;
_cXY += dx * (y - _meanY);
}
AccumulatorCovariance::AccumulatorCovariance(ExpressionContext* const expCtx, bool isSamp)
: AccumulatorState(expCtx), _isSamp(isSamp) {
_memUsageBytes = sizeof(*this);
}
void AccumulatorCovariance::reset() {
_count = 0;
_meanX = 0;
_meanY = 0;
_cXY = 0; // 0 only makes sense if "_count" > 0.
}
Value AccumulatorCovariance::getValue(bool toBeMerged) {
const double adjustedCount = (_isSamp ? _count - 1 : _count);
if (adjustedCount <= 0)
return Value(BSONNULL); // Covariance not well defined in this case.
return Value(_cXY / adjustedCount);
}
boost::intrusive_ptr<AccumulatorState> AccumulatorCovarianceSamp::create(
ExpressionContext* const expCtx) {
return new AccumulatorCovarianceSamp(expCtx);
}
boost::intrusive_ptr<AccumulatorState> AccumulatorCovariancePop::create(
ExpressionContext* const expCtx) {
return new AccumulatorCovariancePop(expCtx);
}
} // namespace mongo
|
