first version of obidemerge, obijoin and a new filter for obicleandb but to be finnished

Former-commit-id: 8a1ed26e5548c30db75644c294d478ec4d753f19

pkg/obistats/delta.go

@@ -0,0 +1,54 @@
+package obistats
+
+//
+// Dupplicated code from internal module available at :
+// https://github.com/golang-design/bench.git
+//
+
+import "errors"
+
+// A DeltaTest compares the old and new metrics and returns the
+// expected probability that they are drawn from the same distribution.
+//
+// If a probability cannot be computed, the DeltaTest returns an
+// error explaining why. Common errors include ErrSamplesEqual
+// (all samples are equal), ErrSampleSize (there aren't enough samples),
+// and ErrZeroVariance (the sample has zero variance).
+//
+// As a special case, the missing test NoDeltaTest returns -1, nil.
+type DeltaTest func(old, new *Metrics) (float64, error)
+
+// Errors returned by DeltaTest.
+var (
+	ErrSamplesEqual      = errors.New("all equal")
+	ErrSampleSize        = errors.New("too few samples")
+	ErrZeroVariance      = errors.New("zero variance")
+	ErrMismatchedSamples = errors.New("samples have different lengths")
+)
+
+// NoDeltaTest applies no delta test; it returns -1, nil.
+func NoDeltaTest(old, new *Metrics) (pval float64, err error) {
+	return -1, nil
+}
+
+// TTest is a DeltaTest using the two-sample Welch t-test.
+func TTest(old, new *Metrics) (pval float64, err error) {
+	t, err := TwoSampleWelchTTest(
+		Sample{Xs: old.RValues},
+		Sample{Xs: new.RValues},
+		LocationDiffers,
+	)
+	if err != nil {
+		return -1, err
+	}
+	return t.P, nil
+}
+
+// UTest is a DeltaTest using the Mann-Whitney U test.
+func UTest(old, new *Metrics) (pval float64, err error) {
+	u, err := MannWhitneyUTest(old.RValues, new.RValues, LocationDiffers)
+	if err != nil {
+		return -1, err
+	}
+	return u.P, nil
+}