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Added geometric distribution #15807

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Added geometric distribution #15807

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12 changes: 12 additions & 0 deletions presto-docs/src/main/sphinx/functions/math.rst
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Expand Up @@ -85,6 +85,18 @@ Mathematical Functions
The a, b parameters must be positive real numbers and value v must be a real value.
The value v must lie on the interval [0, 1].

.. function:: geometric_pmf(p, k) -> double

Compute the probability for first success at the kth Bernoulli trial where the probability for success is p.
probability (p): P(X = k). k must be an integer number within [0, 1, 2, 3, ...].
The probability p must lie on the interval (0, 1].

.. function:: geometric_cdf(p, k) -> double

Compute the probability for first success before or at the kth Bernoulli trial where the probability for success is p.
probability (p): P(X <= k). k must be aN integer number within [0, 1, 2, 3, ...].
The probability p must lie on the interval (0, 1].

.. function:: ln(x) -> double

Returns the natural logarithm of ``x``.
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27 changes: 27 additions & 0 deletions presto-main/src/main/java/com/facebook/presto/operator/scalar/MathFunctions.java
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Expand Up @@ -31,6 +31,7 @@
import com.google.common.primitives.Doubles;
import io.airlift.slice.Slice;
import org.apache.commons.math3.distribution.BetaDistribution;
import org.apache.commons.math3.distribution.GeometricDistribution;
import org.apache.commons.math3.special.Erf;

import java.math.BigDecimal;
Expand Down Expand Up @@ -704,6 +705,32 @@ public static double betaCdf(
return distribution.cumulativeProbability(value);
}

@Description("geometric pmf P(X = k) given p probability for success")
@ScalarFunction
@SqlType(StandardTypes.DOUBLE)
public static double geometricPmf(
@SqlType(StandardTypes.DOUBLE) double p,
@SqlType(StandardTypes.INTEGER) long k)
{
checkCondition(p > 0 && p <= 1, INVALID_FUNCTION_ARGUMENT, "p must be in the interval (0, 1]");
checkCondition(k >= 0, INVALID_FUNCTION_ARGUMENT, "k must be >= 0");
GeometricDistribution distribution = new GeometricDistribution(p);
return distribution.probability((int) k);
}

@Description("geometric cdf P(X <= k), given p probability for success")
@ScalarFunction
@SqlType(StandardTypes.DOUBLE)
public static double geometricCdf(
@SqlType(StandardTypes.DOUBLE) double p,
@SqlType(StandardTypes.INTEGER) long k)
{
checkCondition(p > 0 && p <= 1, INVALID_FUNCTION_ARGUMENT, "p must be in the interval (0, 1]");
checkCondition(k >= 0, INVALID_FUNCTION_ARGUMENT, "k must be >= 0");
GeometricDistribution distribution = new GeometricDistribution(p);
return distribution.cumulativeProbability((int) k);
}

@Description("round to nearest integer")
@ScalarFunction("round")
@SqlType(StandardTypes.TINYINT)
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28 changes: 28 additions & 0 deletions presto-main/src/test/java/com/facebook/presto/operator/scalar/TestMathFunctions.java
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Expand Up @@ -1372,6 +1372,34 @@ public void testBetaCdf()
assertInvalidFunction("beta_cdf(3, 5, 1.1)", "value must be in the interval [0, 1]");
}

@Test
public void testGeometricPmf()
throws Exception
{
assertFunction("geometric_pmf(0.4, 2)", DOUBLE, 0.144);
assertFunction("geometric_pmf(0.1, 3)", DOUBLE, 0.0729);
assertFunction("geometric_pmf(0.5, 2)", DOUBLE, 0.125);
assertFunction("round(geometric_pmf(0.5, 7), 12)", DOUBLE, 0.00390625);

assertInvalidFunction("geometric_pmf(0, 3)", "p must be in the interval (0, 1]");
assertInvalidFunction("geometric_pmf(1.5, 3)", "p must be in the interval (0, 1]");
assertInvalidFunction("geometric_pmf(0.4, -1)", "k must be >= 0");
}

@Test
public void testGeometricCdf()
throws Exception
{
assertFunction("geometric_cdf(0.4, 2)", DOUBLE, 0.784);
assertFunction("geometric_cdf(0.2, 3)", DOUBLE, 0.5904);
assertFunction("geometric_cdf(0.5, 3)", DOUBLE, 0.9375);
assertFunction("geometric_cdf(0.5, 7)", DOUBLE, 0.99609375);

assertInvalidFunction("geometric_cdf(0.0, 3)", "p must be in the interval (0, 1]");
assertInvalidFunction("geometric_cdf(1.5, 3)", "p must be in the interval (0, 1]");
assertInvalidFunction("geometric_cdf(0.4, -1)", "k must be >= 0");
}

@Test
public void testWilsonInterval()
{
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