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AQuery/udf.hpp

19 lines
356 B

#pragma once
#include "./server/libaquery.h"
#include "./server/aggregations.h"
auto covariance = [](auto x, auto y) {
auto xmean = avg(x);
auto ymean = avg(y);
return avg(((x - xmean) * (y - ymean)));
};
auto sd = [](auto x) {
return sqrt(covariance(x, x));
};
auto paircorr = [](auto x, auto y) {
return (covariance(x, y) / (sd(x) * sd(y)));
};