use arrow::array::{Array, ArrayRef, Float64Array, UInt64Array};
use arrow_schema::{DataType, Field};
use datafusion_common::cast::as_float64_array;
use datafusion_common::{downcast_value, DataFusionError, Result, ScalarValue};
use datafusion_expr::{Accumulator, AggregateUDFImpl, Signature, Volatility};
use datafusion_functions_aggregate_common::accumulator::{
AccumulatorArgs, StateFieldsArgs,
};
use std::any::Any;
use std::fmt::Debug;
make_udaf_expr_and_func!(
KurtosisPopFunction,
kurtosis_pop,
x,
"Calculates the excess kurtosis (Fisher’s definition) without bias correction.",
kurtosis_pop_udaf
);
pub struct KurtosisPopFunction {
signature: Signature,
}
impl Debug for KurtosisPopFunction {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
f.debug_struct("KurtosisPopFunction")
.field("signature", &self.signature)
.finish()
}
}
impl Default for KurtosisPopFunction {
fn default() -> Self {
Self::new()
}
}
impl KurtosisPopFunction {
pub fn new() -> Self {
Self {
signature: Signature::coercible(
vec![DataType::Float64],
Volatility::Immutable,
),
}
}
}
impl AggregateUDFImpl for KurtosisPopFunction {
fn as_any(&self) -> &dyn Any {
self
}
fn name(&self) -> &str {
"kurtosis_pop"
}
fn signature(&self) -> &Signature {
&self.signature
}
fn return_type(&self, _arg_types: &[DataType]) -> Result<DataType> {
Ok(DataType::Float64)
}
fn state_fields(&self, _args: StateFieldsArgs) -> Result<Vec<Field>> {
Ok(vec![
Field::new("count", DataType::UInt64, true),
Field::new("sum", DataType::Float64, true),
Field::new("sum_sqr", DataType::Float64, true),
Field::new("sum_cub", DataType::Float64, true),
Field::new("sum_four", DataType::Float64, true),
])
}
fn accumulator(&self, _acc_args: AccumulatorArgs) -> Result<Box<dyn Accumulator>> {
Ok(Box::new(KurtosisPopAccumulator::new()))
}
}
#[derive(Debug, Default)]
pub struct KurtosisPopAccumulator {
count: u64,
sum: f64,
sum_sqr: f64,
sum_cub: f64,
sum_four: f64,
}
impl KurtosisPopAccumulator {
pub fn new() -> Self {
Self {
count: 0,
sum: 0.0,
sum_sqr: 0.0,
sum_cub: 0.0,
sum_four: 0.0,
}
}
}
impl Accumulator for KurtosisPopAccumulator {
fn update_batch(&mut self, values: &[ArrayRef]) -> Result<()> {
let array = as_float64_array(&values[0])?;
for value in array.iter().flatten() {
self.count += 1;
self.sum += value;
self.sum_sqr += value.powi(2);
self.sum_cub += value.powi(3);
self.sum_four += value.powi(4);
}
Ok(())
}
fn merge_batch(&mut self, states: &[ArrayRef]) -> Result<()> {
let counts = downcast_value!(states[0], UInt64Array);
let sums = downcast_value!(states[1], Float64Array);
let sum_sqrs = downcast_value!(states[2], Float64Array);
let sum_cubs = downcast_value!(states[3], Float64Array);
let sum_fours = downcast_value!(states[4], Float64Array);
for i in 0..counts.len() {
let c = counts.value(i);
if c == 0 {
continue;
}
self.count += c;
self.sum += sums.value(i);
self.sum_sqr += sum_sqrs.value(i);
self.sum_cub += sum_cubs.value(i);
self.sum_four += sum_fours.value(i);
}
Ok(())
}
fn evaluate(&mut self) -> Result<ScalarValue> {
if self.count < 1 {
return Ok(ScalarValue::Float64(None));
}
let count_64 = 1_f64 / self.count as f64;
let m4 = count_64
* (self.sum_four - 4.0 * self.sum_cub * self.sum * count_64
+ 6.0 * self.sum_sqr * self.sum.powi(2) * count_64.powi(2)
- 3.0 * self.sum.powi(4) * count_64.powi(3));
let m2 = (self.sum_sqr - self.sum.powi(2) * count_64) * count_64;
if m2 <= 0.0 {
return Ok(ScalarValue::Float64(None));
}
let target = m4 / (m2.powi(2)) - 3.0;
Ok(ScalarValue::Float64(Some(target)))
}
fn size(&self) -> usize {
std::mem::size_of_val(self)
}
fn state(&mut self) -> Result<Vec<ScalarValue>> {
Ok(vec![
ScalarValue::from(self.count),
ScalarValue::from(self.sum),
ScalarValue::from(self.sum_sqr),
ScalarValue::from(self.sum_cub),
ScalarValue::from(self.sum_four),
])
}
}