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<KV<T,T>,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, CombineFnBase.GlobalCombineFn<KV<T,T>,org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator,T>, HasDisplayData

@Internal
public class CovarianceFn<T extends java.lang.Number>
extends Combine.CombineFn<KV<T,T>,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, KV<T,T> rawInput) Adds the given input value to the given accumulator, returning the new accumulator value.
org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator	createAccumulator() Returns a new, mutable accumulator value, representing the accumulation of zero input values.
T	extractOutput(org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator accumulator) Returns the output value that is the result of combining all the input values represented by the given accumulator.
java.lang.reflect.TypeVariable<?>	getAccumTVariable() Returns the TypeVariable of AccumT.
Coder<org.apache.beam.sdk.extensions.sql.impl.transform.agg.CovarianceAccumulator>	getAccumulatorCoder(CoderRegistry registry, Coder<KV<T,T>> inputCoder) Returns the Coder to use for accumulator AccumT values, or null if it is not able to be inferred.
Coder<OutputT>	getDefaultOutputCoder(CoderRegistry registry, Coder<InputT> inputCoder) Returns the Coder to use by default for output OutputT values, or null if it is not able to be inferred.
java.lang.String	getIncompatibleGlobalWindowErrorMessage() Returns the error message for not supported default values in Combine.globally().
java.lang.reflect.TypeVariable<?>	getInputTVariable() Returns the TypeVariable of InputT.
java.lang.reflect.TypeVariable<?>	getOutputTVariable() Returns the TypeVariable of OutputT.
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) Returns an accumulator representing the accumulation of all the input values accumulated in the merging accumulators.
static <V extends java.lang.Number> CovarianceFn	newPopulation(SerializableFunction<java.math.BigDecimal,V> decimalConverter)
static <V extends java.lang.Number> CovarianceFn	newSample(SerializableFunction<java.math.BigDecimal,V> decimalConverter)
void	populateDisplayData(DisplayData.Builder builder) Register display data for the given transform or component.

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(SerializableFunction<java.math.BigDecimal,V> decimalConverter)

newSample

public static <V extends java.lang.Number> CovarianceFn newSample(SerializableFunction<java.math.BigDecimal,V> decimalConverter)

createAccumulator

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

Description copied from class: Combine.CombineFn

Returns a new, mutable accumulator value, representing the accumulation of zero input values.

Specified by:

createAccumulator in class Combine.CombineFn<KV<T extends java.lang.Number,T extends java.lang.Number>,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,
                                                                                            KV<T,T> rawInput)

Description copied from class: Combine.CombineFn

Adds the given input value to the given accumulator, returning the new accumulator value.

For efficiency, the input accumulator may be modified and returned.

Specified by:

addInput in class Combine.CombineFn<KV<T extends java.lang.Number,T extends java.lang.Number>,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)

Description copied from class: Combine.CombineFn

Returns an accumulator representing the accumulation of all the input values accumulated in the merging accumulators.

May modify any of the argument accumulators. May return a fresh accumulator, or may return one of the (modified) argument accumulators.

Specified by:

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

getAccumulatorCoder

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

Description copied from interface: CombineFnBase.GlobalCombineFn

Returns the Coder to use for accumulator AccumT values, or null if it is not able to be inferred.

By default, uses the knowledge of the Coder being used for InputT values and the enclosing Pipeline's CoderRegistry to try to infer the Coder for AccumT values.

This is the Coder used to send data through a communication-intensive shuffle step, so a compact and efficient representation may have significant performance benefits.

Specified by:

getAccumulatorCoder in interface CombineFnBase.GlobalCombineFn<KV<T extends java.lang.Number,T extends java.lang.Number>,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)

Description copied from class: Combine.CombineFn

Returns the output value that is the result of combining all the input values represented by the given accumulator.

Specified by:

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

getDefaultOutputCoder

public Coder<OutputT> getDefaultOutputCoder(CoderRegistry registry,
                                            Coder<InputT> inputCoder)
                                     throws CannotProvideCoderException

Description copied from interface: CombineFnBase.GlobalCombineFn

Returns the Coder to use by default for output OutputT values, or null if it is not able to be inferred.

By default, uses the knowledge of the Coder being used for input InputT values and the enclosing Pipeline's CoderRegistry to try to infer the Coder for OutputT values.

Specified by:

getDefaultOutputCoder in interface CombineFnBase.GlobalCombineFn<InputT,AccumT,OutputT>

Throws:

CannotProvideCoderException

getIncompatibleGlobalWindowErrorMessage

public java.lang.String getIncompatibleGlobalWindowErrorMessage()

Description copied from interface: CombineFnBase.GlobalCombineFn

Returns the error message for not supported default values in Combine.globally().

Specified by:

getIncompatibleGlobalWindowErrorMessage in interface CombineFnBase.GlobalCombineFn<InputT,AccumT,OutputT>

getInputTVariable

public java.lang.reflect.TypeVariable<?> getInputTVariable()

Returns the TypeVariable of InputT.

getAccumTVariable

public java.lang.reflect.TypeVariable<?> getAccumTVariable()

Returns the TypeVariable of AccumT.

getOutputTVariable

public java.lang.reflect.TypeVariable<?> getOutputTVariable()

Returns the TypeVariable of OutputT.

populateDisplayData

public void populateDisplayData(DisplayData.Builder builder)

Register display data for the given transform or component.

populateDisplayData(DisplayData.Builder) is invoked by Pipeline runners to collect display data via DisplayData.from(HasDisplayData). Implementations may call super.populateDisplayData(builder) in order to register display data in the current namespace, but should otherwise use subcomponent.populateDisplayData(builder) to use the namespace of the subcomponent.

By default, does not register any display data. Implementors may override this method to provide their own display data.

Specified by:

populateDisplayData in interface HasDisplayData

Parameters:

builder - The builder to populate with display data.

See Also:

HasDisplayData