kruskal_wallis.sqlx

config { hasOutput: true }
/*
 * Copyright 2021 Google LLC
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

CREATE OR REPLACE FUNCTION ${self()}(data ARRAY<STRUCT<factor STRING, val FLOAT64>>) AS ((
    WITH H_raw AS(
        WITH sums AS 
        (
            WITH rank_data AS 
            (
                SELECT d.factor AS f, d.val AS v, RANK() OVER(ORDER BY d.val) AS r
                FROM UNNEST(data) AS d 
            ) #rank_data
            SELECT     
                SUM(r) * (SUM(r) / COUNT(*)) AS sumranks, COUNT(*) AS n
            FROM rank_data
            GROUP BY f
        ) # sums
        SELECT 12.00 /(SUM(n) *(SUM(n) + 1)) * SUM(sumranks) -(3.00 *(SUM(n) + 1)) AS H, 
                      COUNT(n) -1 AS DoF
        FROM sums
    ) # H_raw
    SELECT struct(H AS H, ${ref("chisquare_cdf")}(H, DoF) AS p, DoF AS DoF) FROM H_raw
));