moment function for cascalog.math

gistfile1.txt

;; As predicate macro.  Doesn't work because requires two-step aggregation (first step to get the mean, second step to get the moment).
(def moment
  (<- [!val !k :> !moment]
      (c/avg !val :> !mean)
      (- !val !mean :> !dev)
      (expt !dev !k :> !pow-dev)
      (c/sum !pow-dev :> !pow-dev-sum)
      (c/count !count)
      (div !pow-dev-sum !count :> !moment)))

;; As function with subquery to get the mean
(defn moment [vals k]
  (let [mean  (first (first (??<- [!mean]
                                  (vals !val)
                                  (c/avg !val :> !mean))))]
    (<- [!moment]
        (vals !val)
        (- !val mean :> !dev)
        (expt !dev 2 :> !pow-dev)
        (c/sum !pow-dev :> !pow-dev-sum)
        (c/count !count)
        (div !pow-dev-sum !count :> !moment))))