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Add t_cdf, t_distribution scalar functions #22507

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Jun 27, 2024
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Add t_cdf, t_distribution scalar functions #22507

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27 changes: 27 additions & 0 deletions core/trino-main/src/main/java/io/trino/operator/scalar/MathFunctions.java
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Original file line number Diff line number Diff line change
Expand Up @@ -38,6 +38,7 @@
import io.trino.type.BlockTypeOperators.BlockPositionIsIdentical;
import io.trino.type.Constraint;
import org.apache.commons.math3.distribution.BetaDistribution;
import org.apache.commons.math3.distribution.TDistribution;
import org.apache.commons.math3.special.Erf;

import java.math.BigInteger;
Expand Down Expand Up @@ -702,6 +703,32 @@ public static double betaCdf(
return distribution.cumulativeProbability(value);
}

@Description("Student's t-distribution cumulative density function given the x and degrees of freedom")
@ScalarFunction
@SqlType(StandardTypes.DOUBLE)
public static double tCdf(
@SqlType(StandardTypes.DOUBLE) double x,
@SqlType(StandardTypes.DOUBLE) double degreesOfFreedom)
{
if (degreesOfFreedom < 1) {
throw new TrinoException(INVALID_FUNCTION_ARGUMENT, "degrees of freedom must be greater than or equal to 1");
}
return new TDistribution(degreesOfFreedom).cumulativeProbability(x);
}

@Description("Student's t-distribution given the x and degrees of freedom")
@ScalarFunction
@SqlType(StandardTypes.DOUBLE)
public static double tPdf(
@SqlType(StandardTypes.DOUBLE) double x,
@SqlType(StandardTypes.DOUBLE) double degreesOfFreedom)
{
if (degreesOfFreedom < 1) {
throw new TrinoException(INVALID_FUNCTION_ARGUMENT, "degrees of freedom must be greater than or equal to 1");
}
return new TDistribution(degreesOfFreedom).density(x);
}

@Description("Round to nearest integer")
@ScalarFunction("round")
@SqlType(StandardTypes.TINYINT)
Expand Down
27 changes: 27 additions & 0 deletions core/trino-main/src/test/java/io/trino/operator/scalar/TestMathFunctions.java
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Expand Up @@ -3547,6 +3547,33 @@ public void testInverseBetaCdf()
.hasMessage("p must be 0 >= p >= 1");
}

@Test
public void testTDistribution()
{
assertThat(assertions.function("t_cdf", "60", "1"))
.isEqualTo(0.9946953263673767);
assertThat(assertions.function("t_cdf", "10", "1"))
.isEqualTo(0.9682744825694464);
assertThat(assertions.function("t_cdf", "1", "10"))
.isEqualTo(0.8295534338489701);
assertThat(assertions.function("t_cdf", "-1.98", "2"))
.isEqualTo(0.09312625192178954);
assertThat(assertions.function("t_cdf", "0", "1"))
.isEqualTo(0.5);
assertThat(assertions.function("t_cdf", "100", "10"))
.isEqualTo(0.9999999999999999);

assertThat(assertions.function("t_pdf", "8", "3"))
.isEqualTo(7.369065209469264E-4);
assertThat(assertions.function("t_pdf", "1", "10"))
.isEqualTo(0.2303619892291386);

assertTrinoExceptionThrownBy(assertions.function("t_cdf", "60", "0")::evaluate)
.hasMessage("degrees of freedom must be greater than or equal to 1");
assertTrinoExceptionThrownBy(assertions.function("t_pdf", "60", "0")::evaluate)
.hasMessage("degrees of freedom must be greater than or equal to 1");
}

@Test
public void testBetaCdf()
{
Expand Down
11 changes: 11 additions & 0 deletions docs/src/main/sphinx/functions/math.md
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Expand Up @@ -235,6 +235,12 @@ SELECT cosine_similarity(MAP(ARRAY['a'], ARRAY[1.0]), MAP(ARRAY['a'], ARRAY[2.0]
```
:::

:::{function} t_pdf(x, df) -> double
Computes the Student's t-distribution probability density function for given x and
degrees of freedom (df). The x must be a real value and degrees of freedom must be
an integer and positive value.
:::

:::{function} wilson_interval_lower(successes, trials, z) -> double
Returns the lower bound of the Wilson score interval of a Bernoulli trial process
at a confidence specified by the z-score `z`.
Expand Down Expand Up @@ -271,3 +277,8 @@ Compute the Normal cdf with given mean and standard deviation (sd): P(N \< v; m
The mean and value v must be real values and the standard deviation must be a real
and positive value.
:::

:::{function} t_cdf(x, df) -> double
Compute the Student's t-distribution cumulative density function for given x and degrees of freedom (df).
The x must be a real value and degrees of freedom must be an integer and positive value.
:::
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