feat(velox): Add Student's t distribution functions (t_cdf and inverse_t_cdf)#15234
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talgalili wants to merge 1 commit intofacebookincubator:mainfrom
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feat(velox): Add Student's t distribution functions (t_cdf and inverse_t_cdf)#15234talgalili wants to merge 1 commit intofacebookincubator:mainfrom
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Dear @steveburnett, @hantangwangd and @feilong-liu - this diff is a followup to this one which you've reviewed+accepted+merged: Could you please review this PR as well? Thanks! |
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LGTM! (docs)
Pull branch, local doc build, looks good.
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@feilong-liu could you please merge this as well (like you did prestodb/presto#26363) ? Thanks upfront! |
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…e_t_cdf) (facebookincubator#15234) Summary: This change adds C++ support for Student's t distribution statistical functions to Velox, complementing the Java/Presto implementation in D85004073. The t-distribution is commonly used in statistical hypothesis testing, particularly when dealing with small sample sizes or when the population standard deviation is unknown. These functions enable users to perform statistical analysis directly within SQL queries. **Functions Added:** - `t_cdf(df, value)`: Computes the cumulative probability P(N < value) for a given degrees of freedom (df) and value - `inverse_t_cdf(df, p)`: Computes the inverse CDF (quantile function) for a given degrees of freedom and probability p **Implementation Details:** - Uses Boost.Math's `students_t_distribution` for accurate calculations - Follows the same patterns as existing probability functions (chi-squared, F-distribution) - Includes proper validation for input parameters (df must be positive, probability must be in [0, 1]) **Files Changed:** 1. `Probability.h`: Added TCDFFunction and InverseTCDFFunction template structs 2. `ProbabilityTrigonometricFunctionsRegistration.cpp`: Registered both functions 3. `ProbabilityTest.cpp`: Added comprehensive unit tests covering edge cases and error handling 4. `math.rst`: Updated documentation with function signatures and parameter descriptions Differential Revision: D85123230
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Thanks for adding the functions to both Presto Java and Velox!
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@talgalili merged this pull request in b9bc9fd. |
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Summary:
This change adds C++ support for Student's t distribution statistical functions to Velox, complementing the Java/Presto implementation in D85004073.
The t-distribution is commonly used in statistical hypothesis testing, particularly when dealing with small sample sizes or when the population standard deviation is unknown. These functions enable users to perform statistical analysis directly within SQL queries.
Functions Added:
t_cdf(df, value): Computes the cumulative probability P(N < value) for a given degrees of freedom (df) and valueinverse_t_cdf(df, p): Computes the inverse CDF (quantile function) for a given degrees of freedom and probability pImplementation Details:
students_t_distributionfor accurate calculationsFiles Changed:
Probability.h: Added TCDFFunction and InverseTCDFFunction template structsProbabilityTrigonometricFunctionsRegistration.cpp: Registered both functionsProbabilityTest.cpp: Added comprehensive unit tests covering edge cases and error handlingmath.rst: Updated documentation with function signatures and parameter descriptionsDifferential Revision: D85123230