Added unit tests for InternalMatrixStats.

Also moved InternalAggregationTestCase to test-framework module in order to make use of it from other modules than core.

Relates to #22278

core/src/test/java/org/elasticsearch/search/aggregations/bucket/InternalSingleBucketAggregationTestCase.java

@@ -20,11 +20,11 @@
 package org.elasticsearch.search.aggregations.bucket;
 
 import org.elasticsearch.search.aggregations.InternalAggregation;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.InternalAggregations;
 import org.elasticsearch.search.aggregations.metrics.max.InternalMax;
 import org.elasticsearch.search.aggregations.metrics.min.InternalMin;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.ArrayList;
 import java.util.List;

core/src/test/java/org/elasticsearch/search/aggregations/bucket/geogrid/InternalGeoHashGridTests.java

@@ -21,9 +21,9 @@ package org.elasticsearch.search.aggregations.bucket.geogrid;
 import org.apache.lucene.index.IndexWriter;
 import org.elasticsearch.common.geo.GeoHashUtils;
 import org.elasticsearch.common.io.stream.Writeable;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.InternalAggregations;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.ArrayList;
 import java.util.HashMap;

core/src/test/java/org/elasticsearch/search/aggregations/bucket/histogram/InternalDateHistogramTests.java

@@ -19,13 +19,11 @@
 
 package org.elasticsearch.search.aggregations.bucket.histogram;
 
-import org.apache.lucene.util.TestUtil;
 import org.elasticsearch.common.io.stream.Writeable;
-import org.elasticsearch.common.unit.TimeValue;
 import org.elasticsearch.search.DocValueFormat;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.InternalAggregations;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 import org.joda.time.DateTime;
 
 import java.util.ArrayList;

core/src/test/java/org/elasticsearch/search/aggregations/bucket/histogram/InternalHistogramTests.java

@@ -22,9 +22,9 @@ package org.elasticsearch.search.aggregations.bucket.histogram;
 import org.apache.lucene.util.TestUtil;
 import org.elasticsearch.common.io.stream.Writeable.Reader;
 import org.elasticsearch.search.DocValueFormat;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.InternalAggregations;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.ArrayList;
 import java.util.List;

core/src/test/java/org/elasticsearch/search/aggregations/bucket/range/InternalBinaryRangeTests.java

@@ -22,9 +22,9 @@ import org.apache.lucene.util.BytesRef;
 import org.elasticsearch.common.collect.Tuple;
 import org.elasticsearch.common.io.stream.Writeable;
 import org.elasticsearch.search.DocValueFormat;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.InternalAggregations;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 import org.junit.Before;
 
 import java.util.ArrayList;

core/src/test/java/org/elasticsearch/search/aggregations/bucket/significant/InternalSignificantTermsTestCase.java

@@ -19,8 +19,8 @@
 
 package org.elasticsearch.search.aggregations.bucket.significant;
 
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.Arrays;
 import java.util.HashMap;

core/src/test/java/org/elasticsearch/search/aggregations/bucket/terms/InternalTermsTestCase.java

@@ -19,14 +19,14 @@
 
 package org.elasticsearch.search.aggregations.bucket.terms;
 
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.HashMap;
 import java.util.List;
 import java.util.Map;
-import java.util.Optional;
 import java.util.Map.Entry;
+import java.util.Optional;
 import java.util.stream.Collectors;
 import java.util.stream.Stream;
 

core/src/test/java/org/elasticsearch/search/aggregations/metrics/InternalExtendedStatsTests.java

@@ -21,9 +21,9 @@ package org.elasticsearch.search.aggregations.metrics;
 
 import org.elasticsearch.common.io.stream.Writeable;
 import org.elasticsearch.search.DocValueFormat;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.metrics.stats.extended.InternalExtendedStats;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 import org.junit.Before;
 
 import java.util.Collections;

core/src/test/java/org/elasticsearch/search/aggregations/metrics/InternalMaxTests.java

@@ -20,9 +20,9 @@
 package org.elasticsearch.search.aggregations.metrics;
 
 import org.elasticsearch.common.io.stream.Writeable.Reader;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.metrics.max.InternalMax;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.List;
 import java.util.Map;

core/src/test/java/org/elasticsearch/search/aggregations/metrics/InternalStatsTests.java

@@ -20,9 +20,9 @@ package org.elasticsearch.search.aggregations.metrics;
 
 import org.elasticsearch.common.io.stream.Writeable;
 import org.elasticsearch.search.DocValueFormat;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.metrics.stats.InternalStats;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.Collections;
 import java.util.List;

core/src/test/java/org/elasticsearch/search/aggregations/metrics/avg/InternalAvgTests.java

@@ -20,9 +20,8 @@
 package org.elasticsearch.search.aggregations.metrics.avg;
 
 import org.elasticsearch.common.io.stream.Writeable.Reader;
-import org.elasticsearch.search.DocValueFormat;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.List;
 import java.util.Map;

core/src/test/java/org/elasticsearch/search/aggregations/metrics/cardinality/InternalCardinalityTests.java

@@ -24,8 +24,8 @@ import org.elasticsearch.common.lease.Releasables;
 import org.elasticsearch.common.settings.Settings;
 import org.elasticsearch.common.util.MockBigArrays;
 import org.elasticsearch.indices.breaker.NoneCircuitBreakerService;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 import org.junit.After;
 import org.junit.Before;
 

core/src/test/java/org/elasticsearch/search/aggregations/metrics/geobounds/InternalGeoBoundsTests.java

@@ -20,8 +20,8 @@
 package org.elasticsearch.search.aggregations.metrics.geobounds;
 
 import org.elasticsearch.common.io.stream.Writeable;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.Collections;
 import java.util.List;

core/src/test/java/org/elasticsearch/search/aggregations/metrics/geocentroid/InternalGeoCentroidTests.java

@@ -21,8 +21,8 @@ package org.elasticsearch.search.aggregations.metrics.geocentroid;
 import org.apache.lucene.geo.GeoEncodingUtils;
 import org.elasticsearch.common.geo.GeoPoint;
 import org.elasticsearch.common.io.stream.Writeable;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 import org.elasticsearch.test.geo.RandomGeoGenerator;
 
 import java.util.Collections;

core/src/test/java/org/elasticsearch/search/aggregations/metrics/min/InternalMinTests.java

@@ -20,9 +20,8 @@
 package org.elasticsearch.search.aggregations.metrics.min;
 
 import org.elasticsearch.common.io.stream.Writeable.Reader;
-import org.elasticsearch.search.DocValueFormat;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.List;
 import java.util.Map;

core/src/test/java/org/elasticsearch/search/aggregations/metrics/percentiles/InternalPercentilesTestCase.java

@@ -21,8 +21,8 @@ package org.elasticsearch.search.aggregations.metrics.percentiles;
 
 import org.elasticsearch.search.DocValueFormat;
 import org.elasticsearch.search.aggregations.InternalAggregation;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 import org.junit.Before;
 
 import java.util.List;

core/src/test/java/org/elasticsearch/search/aggregations/metrics/percentiles/hdr/InternalHDRPercentilesRanksTests.java

@@ -22,9 +22,8 @@ package org.elasticsearch.search.aggregations.metrics.percentiles.hdr;
 import org.HdrHistogram.DoubleHistogram;
 import org.elasticsearch.common.io.stream.Writeable.Reader;
 import org.elasticsearch.search.DocValueFormat;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
-import org.elasticsearch.search.aggregations.metrics.percentiles.hdr.InternalHDRPercentileRanks;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.List;
 import java.util.Map;

core/src/test/java/org/elasticsearch/search/aggregations/metrics/percentiles/tdigest/InternalTDigestPercentilesRanksTests.java

@@ -21,8 +21,8 @@ package org.elasticsearch.search.aggregations.metrics.percentiles.tdigest;
 
 import org.elasticsearch.common.io.stream.Writeable.Reader;
 import org.elasticsearch.search.DocValueFormat;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.List;
 import java.util.Map;

core/src/test/java/org/elasticsearch/search/aggregations/metrics/scripted/InternalScriptedMetricTests.java

@@ -30,8 +30,8 @@ import org.elasticsearch.script.ScriptEngineRegistry;
 import org.elasticsearch.script.ScriptService;
 import org.elasticsearch.script.ScriptSettings;
 import org.elasticsearch.script.ScriptType;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.io.IOException;
 import java.util.Collections;

core/src/test/java/org/elasticsearch/search/aggregations/metrics/sum/InternalSumTests.java

@@ -20,8 +20,8 @@ package org.elasticsearch.search.aggregations.metrics.sum;
 
 import org.elasticsearch.common.io.stream.Writeable;
 import org.elasticsearch.search.DocValueFormat;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.List;
 import java.util.Map;

core/src/test/java/org/elasticsearch/search/aggregations/metrics/tophits/InternalTopHitsTests.java

@@ -30,11 +30,11 @@ import org.apache.lucene.util.BytesRef;
 import org.elasticsearch.common.collect.Tuple;
 import org.elasticsearch.common.io.stream.Writeable.Reader;
 import org.elasticsearch.common.text.Text;
-import org.elasticsearch.search.SearchHitField;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
-import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
 import org.elasticsearch.search.SearchHit;
+import org.elasticsearch.search.SearchHitField;
 import org.elasticsearch.search.SearchHits;
+import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.ArrayList;
 import java.util.Arrays;

core/src/test/java/org/elasticsearch/search/aggregations/metrics/valuecount/InternalValueCountTests.java

@@ -20,8 +20,8 @@
 package org.elasticsearch.search.aggregations.metrics.valuecount;
 
 import org.elasticsearch.common.io.stream.Writeable;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.List;
 import java.util.Map;

core/src/test/java/org/elasticsearch/search/aggregations/pipeline/InternalSimpleValueTests.java

@@ -21,7 +21,7 @@ package org.elasticsearch.search.aggregations.pipeline;
 
 import org.elasticsearch.common.io.stream.Writeable.Reader;
 import org.elasticsearch.search.DocValueFormat;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.Collections;
 import java.util.List;

core/src/test/java/org/elasticsearch/search/aggregations/pipeline/bucketmetrics/percentile/InternalPercentilesBucketTests.java

@@ -21,9 +21,9 @@ package org.elasticsearch.search.aggregations.pipeline.bucketmetrics.percentile;
 
 import org.elasticsearch.common.io.stream.Writeable;
 import org.elasticsearch.search.DocValueFormat;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.metrics.percentiles.Percentile;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.Collections;
 import java.util.Iterator;

core/src/test/java/org/elasticsearch/search/aggregations/pipeline/derivative/InternalDerivativeTests.java

@@ -21,8 +21,8 @@ package org.elasticsearch.search.aggregations.pipeline.derivative;
 
 import org.elasticsearch.common.io.stream.Writeable.Reader;
 import org.elasticsearch.search.DocValueFormat;
-import org.elasticsearch.search.aggregations.InternalAggregationTestCase;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
 
 import java.util.Collections;
 import java.util.List;

modules/aggs-matrix-stats/src/main/java/org/elasticsearch/search/aggregations/matrix/stats/InternalMatrixStats.java

@@ -28,6 +28,7 @@ import java.io.IOException;
 import java.util.ArrayList;
 import java.util.List;
 import java.util.Map;
+import java.util.Objects;
 
 import static java.util.Collections.emptyMap;
 
@@ -41,7 +42,7 @@ public class InternalMatrixStats extends InternalAggregation implements MatrixSt
     private final MatrixStatsResults results;
 
     /** per shard ctor */
-    protected InternalMatrixStats(String name, long count, RunningStats multiFieldStatsResults, MatrixStatsResults results,
+    InternalMatrixStats(String name, long count, RunningStats multiFieldStatsResults, MatrixStatsResults results,
                                   List<PipelineAggregator> pipelineAggregators, Map<String, Object> metaData) {
         super(name, pipelineAggregators, metaData);
         assert count >= 0;
@@ -138,6 +139,10 @@ public class InternalMatrixStats extends InternalAggregation implements MatrixSt
         return results.getCorrelation(fieldX, fieldY);
     }
 
+    MatrixStatsResults getResults() {
+        return results;
+    }
+
     static class Fields {
         public static final String FIELDS = "fields";
         public static final String NAME = "name";
@@ -238,4 +243,16 @@ public class InternalMatrixStats extends InternalAggregation implements MatrixSt
 
         return new InternalMatrixStats(name, results.getDocCount(), runningStats, results, pipelineAggregators(), getMetaData());
     }
+
+    @Override
+    protected int doHashCode() {
+        return Objects.hash(stats, results);
+    }
+
+    @Override
+    protected boolean doEquals(Object obj) {
+        InternalMatrixStats other = (InternalMatrixStats) obj;
+        return Objects.equals(this.stats, other.stats) &&
+            Objects.equals(this.results, other.results);
+    }
 }

modules/aggs-matrix-stats/src/main/java/org/elasticsearch/search/aggregations/matrix/stats/MatrixStatsResults.java

@@ -27,6 +27,7 @@ import java.io.IOException;
 import java.util.Collections;
 import java.util.HashMap;
 import java.util.Map;
+import java.util.Objects;
 
 /**
  * Descriptive stats gathered per shard. Coordinating node computes final pearson product coefficient
@@ -228,4 +229,18 @@ class MatrixStatsResults implements Writeable {
             correlation.put(rowName, corRow);
         }
     }
+
+    @Override
+    public boolean equals(Object o) {
+        if (this == o) return true;
+        if (o == null || getClass() != o.getClass()) return false;
+        MatrixStatsResults that = (MatrixStatsResults) o;
+        return Objects.equals(results, that.results) &&
+            Objects.equals(correlation, that.correlation);
+    }
+
+    @Override
+    public int hashCode() {
+        return Objects.hash(results, correlation);
+    }
 }

modules/aggs-matrix-stats/src/main/java/org/elasticsearch/search/aggregations/matrix/stats/RunningStats.java

@@ -28,6 +28,7 @@ import java.util.ArrayList;
 import java.util.Arrays;
 import java.util.HashMap;
 import java.util.Map;
+import java.util.Objects;
 
 /**
  * Descriptive stats gathered per shard. Coordinating node computes final correlation and covariance stats
@@ -53,11 +54,11 @@ public class RunningStats implements Writeable, Cloneable {
     /** covariance values */
     protected HashMap<String, HashMap<String, Double>> covariances;
 
-    public RunningStats() {
+    RunningStats() {
         init();
     }
 
-    public RunningStats(final String[] fieldNames, final double[] fieldVals) {
+    RunningStats(final String[] fieldNames, final double[] fieldVals) {
         if (fieldVals != null && fieldVals.length > 0) {
             init();
             this.add(fieldNames, fieldVals);
@@ -309,4 +310,24 @@ public class RunningStats implements Writeable, Cloneable {
             throw new ElasticsearchException("Error trying to create a copy of RunningStats");
         }
     }
+
+    @Override
+    public boolean equals(Object o) {
+        if (this == o) return true;
+        if (o == null || getClass() != o.getClass()) return false;
+        RunningStats that = (RunningStats) o;
+        return docCount == that.docCount &&
+            Objects.equals(fieldSum, that.fieldSum) &&
+            Objects.equals(counts, that.counts) &&
+            Objects.equals(means, that.means) &&
+            Objects.equals(variances, that.variances) &&
+            Objects.equals(skewness, that.skewness) &&
+            Objects.equals(kurtosis, that.kurtosis) &&
+            Objects.equals(covariances, that.covariances);
+    }
+
+    @Override
+    public int hashCode() {
+        return Objects.hash(docCount, fieldSum, counts, means, variances, skewness, kurtosis, covariances);
+    }
 }

modules/aggs-matrix-stats/src/test/java/org/elasticsearch/search/aggregations/matrix/stats/BaseMatrixStatsTestCase.java

@@ -22,15 +22,12 @@ import org.elasticsearch.test.ESTestCase;
 import org.junit.Before;
 
 import java.util.ArrayList;
-import java.util.HashMap;
-
-import static org.hamcrest.Matchers.equalTo;
 
 public abstract class BaseMatrixStatsTestCase extends ESTestCase {
     protected final int numObs = atLeast(10000);
     protected final ArrayList<Double> fieldA = new ArrayList<>(numObs);
     protected final ArrayList<Double> fieldB = new ArrayList<>(numObs);
-    protected final MultiPassStats actualStats = new MultiPassStats();
+    protected final MultiPassStats actualStats = new MultiPassStats(fieldAKey, fieldBKey);
     protected static final String fieldAKey = "fieldA";
     protected static final String fieldBKey = "fieldB";
 
@@ -47,123 +44,4 @@ public abstract class BaseMatrixStatsTestCase extends ESTestCase {
         actualStats.computeStats(fieldA, fieldB);
     }
 
-    static class MultiPassStats {
-        long count;
-        HashMap<String, Double> means = new HashMap<>();
-        HashMap<String, Double> variances = new HashMap<>();
-        HashMap<String, Double> skewness = new HashMap<>();
-        HashMap<String, Double> kurtosis = new HashMap<>();
-        HashMap<String, HashMap<String, Double>> covariances = new HashMap<>();
-        HashMap<String, HashMap<String, Double>> correlations = new HashMap<>();
-
-        @SuppressWarnings("unchecked")
-        void computeStats(final ArrayList<Double> fieldA, final ArrayList<Double> fieldB) {
-            // set count
-            count = fieldA.size();
-            double meanA = 0d;
-            double meanB = 0d;
-
-            // compute mean
-            for (int n = 0; n < count; ++n) {
-                // fieldA
-                meanA += fieldA.get(n);
-                meanB += fieldB.get(n);
-            }
-            means.put(fieldAKey, meanA/count);
-            means.put(fieldBKey, meanB/count);
-
-            // compute variance, skewness, and kurtosis
-            double dA;
-            double dB;
-            double skewA = 0d;
-            double skewB = 0d;
-            double kurtA = 0d;
-            double kurtB = 0d;
-            double varA = 0d;
-            double varB = 0d;
-            double cVar = 0d;
-            for (int n = 0; n < count; ++n) {
-                dA = fieldA.get(n) - means.get(fieldAKey);
-                varA += dA * dA;
-                skewA += dA * dA * dA;
-                kurtA += dA * dA * dA * dA;
-                dB = fieldB.get(n) - means.get(fieldBKey);
-                varB += dB * dB;
-                skewB += dB * dB * dB;
-                kurtB += dB * dB * dB * dB;
-                cVar += dA * dB;
-            }
-            variances.put(fieldAKey, varA / (count - 1));
-            final double stdA = Math.sqrt(variances.get(fieldAKey));
-            variances.put(fieldBKey, varB / (count - 1));
-            final double stdB = Math.sqrt(variances.get(fieldBKey));
-            skewness.put(fieldAKey, skewA / ((count - 1) * variances.get(fieldAKey) * stdA));
-            skewness.put(fieldBKey, skewB / ((count - 1) * variances.get(fieldBKey) * stdB));
-            kurtosis.put(fieldAKey, kurtA / ((count - 1) * variances.get(fieldAKey) * variances.get(fieldAKey)));
-            kurtosis.put(fieldBKey, kurtB / ((count - 1) * variances.get(fieldBKey) * variances.get(fieldBKey)));
-
-            // compute covariance
-            final HashMap<String, Double> fieldACovar = new HashMap<>(2);
-            fieldACovar.put(fieldAKey, 1d);
-            cVar /= count - 1;
-            fieldACovar.put(fieldBKey, cVar);
-            covariances.put(fieldAKey, fieldACovar);
-            final HashMap<String, Double> fieldBCovar = new HashMap<>(2);
-            fieldBCovar.put(fieldAKey, cVar);
-            fieldBCovar.put(fieldBKey, 1d);
-            covariances.put(fieldBKey, fieldBCovar);
-
-            // compute correlation
-            final HashMap<String, Double> fieldACorr = new HashMap<>();
-            fieldACorr.put(fieldAKey, 1d);
-            double corr = covariances.get(fieldAKey).get(fieldBKey);
-            corr /= stdA * stdB;
-            fieldACorr.put(fieldBKey, corr);
-            correlations.put(fieldAKey, fieldACorr);
-            final HashMap<String, Double> fieldBCorr = new HashMap<>();
-            fieldBCorr.put(fieldAKey, corr);
-            fieldBCorr.put(fieldBKey, 1d);
-            correlations.put(fieldBKey, fieldBCorr);
-        }
-
-        public void assertNearlyEqual(MatrixStatsResults stats) {
-            assertThat(count, equalTo(stats.getDocCount()));
-            assertThat(count, equalTo(stats.getFieldCount(fieldAKey)));
-            assertThat(count, equalTo(stats.getFieldCount(fieldBKey)));
-            // means
-            assertTrue(nearlyEqual(means.get(fieldAKey), stats.getMean(fieldAKey), 1e-7));
-            assertTrue(nearlyEqual(means.get(fieldBKey), stats.getMean(fieldBKey), 1e-7));
-            // variances
-            assertTrue(nearlyEqual(variances.get(fieldAKey), stats.getVariance(fieldAKey), 1e-7));
-            assertTrue(nearlyEqual(variances.get(fieldBKey), stats.getVariance(fieldBKey), 1e-7));
-            // skewness (multi-pass is more susceptible to round-off error so we need to slightly relax the tolerance)
-            assertTrue(nearlyEqual(skewness.get(fieldAKey), stats.getSkewness(fieldAKey), 1e-4));
-            assertTrue(nearlyEqual(skewness.get(fieldBKey), stats.getSkewness(fieldBKey), 1e-4));
-            // kurtosis (multi-pass is more susceptible to round-off error so we need to slightly relax the tolerance)
-            assertTrue(nearlyEqual(kurtosis.get(fieldAKey), stats.getKurtosis(fieldAKey), 1e-4));
-            assertTrue(nearlyEqual(kurtosis.get(fieldBKey), stats.getKurtosis(fieldBKey), 1e-4));
-            // covariances
-            assertTrue(nearlyEqual(covariances.get(fieldAKey).get(fieldBKey), stats.getCovariance(fieldAKey, fieldBKey), 1e-7));
-            assertTrue(nearlyEqual(covariances.get(fieldBKey).get(fieldAKey), stats.getCovariance(fieldBKey, fieldAKey), 1e-7));
-            // correlation
-            assertTrue(nearlyEqual(correlations.get(fieldAKey).get(fieldBKey), stats.getCorrelation(fieldAKey, fieldBKey), 1e-7));
-            assertTrue(nearlyEqual(correlations.get(fieldBKey).get(fieldAKey), stats.getCorrelation(fieldBKey, fieldAKey), 1e-7));
-        }
-    }
-
-    private static boolean nearlyEqual(double a, double b, double epsilon) {
-        final double absA = Math.abs(a);
-        final double absB = Math.abs(b);
-        final double diff = Math.abs(a - b);
-
-        if (a == b) { // shortcut, handles infinities
-            return true;
-        } else if (a == 0 || b == 0 || diff < Double.MIN_NORMAL) {
-            // a or b is zero or both are extremely close to it
-            // relative error is less meaningful here
-            return diff < (epsilon * Double.MIN_NORMAL);
-        } else { // use relative error
-            return diff / Math.min((absA + absB), Double.MAX_VALUE) < epsilon;
-        }
-    }
 }

modules/aggs-matrix-stats/src/test/java/org/elasticsearch/search/aggregations/matrix/stats/InternalMatrixStatsTests.java

@@ -0,0 +1,103 @@
+/*
+ * Licensed to Elasticsearch under one or more contributor
+ * license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright
+ * ownership. Elasticsearch licenses this file to you 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.
+ */
+package org.elasticsearch.search.aggregations.matrix.stats;
+
+import org.elasticsearch.common.io.stream.Writeable;
+import org.elasticsearch.common.settings.Settings;
+import org.elasticsearch.common.util.MockBigArrays;
+import org.elasticsearch.indices.breaker.NoneCircuitBreakerService;
+import org.elasticsearch.script.ScriptService;
+import org.elasticsearch.search.aggregations.InternalAggregation;
+import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.test.InternalAggregationTestCase;
+
+import java.util.ArrayList;
+import java.util.Collections;
+import java.util.List;
+import java.util.Map;
+
+public class InternalMatrixStatsTests extends InternalAggregationTestCase<InternalMatrixStats> {
+
+    @Override
+    protected InternalMatrixStats createTestInstance(String name, List<PipelineAggregator> pipelineAggregators,
+                                                     Map<String, Object> metaData) {
+        int numFields = randomInt(128);
+        String[] fieldNames = new String[numFields];
+        double[] fieldValues = new double[numFields];
+        for (int i = 0; i < numFields; i++) {
+            fieldNames[i] = Integer.toString(i);
+            fieldValues[i] = randomDouble();
+        }
+        RunningStats runningStats = new RunningStats();
+        runningStats.add(fieldNames, fieldValues);
+        MatrixStatsResults matrixStatsResults = randomBoolean() ? new MatrixStatsResults(runningStats) : null;
+        return new InternalMatrixStats("_name", 1L, runningStats, matrixStatsResults, Collections.emptyList(), Collections.emptyMap());
+    }
+
+    @Override
+    protected Writeable.Reader<InternalMatrixStats> instanceReader() {
+        return InternalMatrixStats::new;
+    }
+
+    @Override
+    public void testReduceRandom() {
+        int numValues = 10000;
+        int numShards = randomIntBetween(1, 20);
+        int valuesPerShard = (int) Math.floor(numValues / numShards);
+
+        List<Double> aValues = new ArrayList<>();
+        List<Double> bValues = new ArrayList<>();
+
+        RunningStats runningStats = new RunningStats();
+        List<InternalAggregation> shardResults = new ArrayList<>();
+
+        int valuePerShardCounter = 0;
+        for (int i = 0; i < numValues; i++) {
+            double valueA = randomDouble();
+            aValues.add(valueA);
+            double valueB = randomDouble();
+            bValues.add(valueB);
+
+            runningStats.add(new String[]{"a", "b"}, new double[]{valueA, valueB});
+            if (++valuePerShardCounter == valuesPerShard) {
+                shardResults.add(new InternalMatrixStats("_name", 1L, runningStats, null, Collections.emptyList(), Collections.emptyMap()));
+                runningStats = new RunningStats();
+                valuePerShardCounter = 0;
+            }
+        }
+
+        if (valuePerShardCounter != 0) {
+            shardResults.add(new InternalMatrixStats("_name", 1L, runningStats, null, Collections.emptyList(), Collections.emptyMap()));
+        }
+        MultiPassStats multiPassStats = new MultiPassStats("a", "b");
+        multiPassStats.computeStats(aValues, bValues);
+
+        ScriptService mockScriptService = mockScriptService();
+        MockBigArrays bigArrays = new MockBigArrays(Settings.EMPTY, new NoneCircuitBreakerService());
+        InternalAggregation.ReduceContext context =
+            new InternalAggregation.ReduceContext(bigArrays, mockScriptService, true);
+        InternalMatrixStats reduced = (InternalMatrixStats) shardResults.get(0).reduce(shardResults, context);
+        multiPassStats.assertNearlyEqual(reduced.getResults());
+    }
+
+    @Override
+    protected void assertReduced(InternalMatrixStats reduced, List<InternalMatrixStats> inputs) {
+        throw new UnsupportedOperationException();
+    }
+}

modules/aggs-matrix-stats/src/test/java/org/elasticsearch/search/aggregations/matrix/stats/MultiPassStats.java

@@ -0,0 +1,155 @@
+/*
+ * Licensed to Elasticsearch under one or more contributor
+ * license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright
+ * ownership. Elasticsearch licenses this file to you 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.
+ */
+package org.elasticsearch.search.aggregations.matrix.stats;
+
+import java.util.HashMap;
+import java.util.List;
+import java.util.Map;
+
+import static org.junit.Assert.assertEquals;
+import static org.junit.Assert.assertTrue;
+
+class MultiPassStats {
+
+    private final String fieldAKey;
+    private final String fieldBKey;
+
+    private long count;
+    private Map<String, Double> means = new HashMap<>();
+    private Map<String, Double> variances = new HashMap<>();
+    private Map<String, Double> skewness = new HashMap<>();
+    private Map<String, Double> kurtosis = new HashMap<>();
+    private Map<String, HashMap<String, Double>> covariances = new HashMap<>();
+    private Map<String, HashMap<String, Double>> correlations = new HashMap<>();
+
+    MultiPassStats(String fieldAName, String fieldBName) {
+        this.fieldAKey = fieldAName;
+        this.fieldBKey = fieldBName;
+    }
+
+    @SuppressWarnings("unchecked")
+    void computeStats(final List<Double> fieldA, final List<Double> fieldB) {
+        // set count
+        count = fieldA.size();
+        double meanA = 0d;
+        double meanB = 0d;
+
+        // compute mean
+        for (int n = 0; n < count; ++n) {
+            // fieldA
+            meanA += fieldA.get(n);
+            meanB += fieldB.get(n);
+        }
+        means.put(fieldAKey, meanA / count);
+        means.put(fieldBKey, meanB / count);
+
+        // compute variance, skewness, and kurtosis
+        double dA;
+        double dB;
+        double skewA = 0d;
+        double skewB = 0d;
+        double kurtA = 0d;
+        double kurtB = 0d;
+        double varA = 0d;
+        double varB = 0d;
+        double cVar = 0d;
+        for (int n = 0; n < count; ++n) {
+            dA = fieldA.get(n) - means.get(fieldAKey);
+            varA += dA * dA;
+            skewA += dA * dA * dA;
+            kurtA += dA * dA * dA * dA;
+            dB = fieldB.get(n) - means.get(fieldBKey);
+            varB += dB * dB;
+            skewB += dB * dB * dB;
+            kurtB += dB * dB * dB * dB;
+            cVar += dA * dB;
+        }
+        variances.put(fieldAKey, varA / (count - 1));
+        final double stdA = Math.sqrt(variances.get(fieldAKey));
+        variances.put(fieldBKey, varB / (count - 1));
+        final double stdB = Math.sqrt(variances.get(fieldBKey));
+        skewness.put(fieldAKey, skewA / ((count - 1) * variances.get(fieldAKey) * stdA));
+        skewness.put(fieldBKey, skewB / ((count - 1) * variances.get(fieldBKey) * stdB));
+        kurtosis.put(fieldAKey, kurtA / ((count - 1) * variances.get(fieldAKey) * variances.get(fieldAKey)));
+        kurtosis.put(fieldBKey, kurtB / ((count - 1) * variances.get(fieldBKey) * variances.get(fieldBKey)));
+
+        // compute covariance
+        final HashMap<String, Double> fieldACovar = new HashMap<>(2);
+        fieldACovar.put(fieldAKey, 1d);
+        cVar /= count - 1;
+        fieldACovar.put(fieldBKey, cVar);
+        covariances.put(fieldAKey, fieldACovar);
+        final HashMap<String, Double> fieldBCovar = new HashMap<>(2);
+        fieldBCovar.put(fieldAKey, cVar);
+        fieldBCovar.put(fieldBKey, 1d);
+        covariances.put(fieldBKey, fieldBCovar);
+
+        // compute correlation
+        final HashMap<String, Double> fieldACorr = new HashMap<>();
+        fieldACorr.put(fieldAKey, 1d);
+        double corr = covariances.get(fieldAKey).get(fieldBKey);
+        corr /= stdA * stdB;
+        fieldACorr.put(fieldBKey, corr);
+        correlations.put(fieldAKey, fieldACorr);
+        final HashMap<String, Double> fieldBCorr = new HashMap<>();
+        fieldBCorr.put(fieldAKey, corr);
+        fieldBCorr.put(fieldBKey, 1d);
+        correlations.put(fieldBKey, fieldBCorr);
+    }
+
+    void assertNearlyEqual(MatrixStatsResults stats) {
+        assertEquals(count, stats.getDocCount());
+        assertEquals(count, stats.getFieldCount(fieldAKey));
+        assertEquals(count, stats.getFieldCount(fieldBKey));
+        // means
+        assertTrue(nearlyEqual(means.get(fieldAKey), stats.getMean(fieldAKey), 1e-7));
+        assertTrue(nearlyEqual(means.get(fieldBKey), stats.getMean(fieldBKey), 1e-7));
+        // variances
+        assertTrue(nearlyEqual(variances.get(fieldAKey), stats.getVariance(fieldAKey), 1e-7));
+        assertTrue(nearlyEqual(variances.get(fieldBKey), stats.getVariance(fieldBKey), 1e-7));
+        // skewness (multi-pass is more susceptible to round-off error so we need to slightly relax the tolerance)
+        assertTrue(nearlyEqual(skewness.get(fieldAKey), stats.getSkewness(fieldAKey), 1e-4));
+        assertTrue(nearlyEqual(skewness.get(fieldBKey), stats.getSkewness(fieldBKey), 1e-4));
+        // kurtosis (multi-pass is more susceptible to round-off error so we need to slightly relax the tolerance)
+        assertTrue(nearlyEqual(kurtosis.get(fieldAKey), stats.getKurtosis(fieldAKey), 1e-4));
+        assertTrue(nearlyEqual(kurtosis.get(fieldBKey), stats.getKurtosis(fieldBKey), 1e-4));
+        // covariances
+        assertTrue(nearlyEqual(covariances.get(fieldAKey).get(fieldBKey),stats.getCovariance(fieldAKey, fieldBKey), 1e-7));
+        assertTrue(nearlyEqual(covariances.get(fieldBKey).get(fieldAKey),stats.getCovariance(fieldBKey, fieldAKey), 1e-7));
+        // correlation
+        assertTrue(nearlyEqual(correlations.get(fieldAKey).get(fieldBKey), stats.getCorrelation(fieldAKey, fieldBKey), 1e-7));
+        assertTrue(nearlyEqual(correlations.get(fieldBKey).get(fieldAKey), stats.getCorrelation(fieldBKey, fieldAKey), 1e-7));
+    }
+
+    private static boolean nearlyEqual(double a, double b, double epsilon) {
+        final double absA = Math.abs(a);
+        final double absB = Math.abs(b);
+        final double diff = Math.abs(a - b);
+
+        if (a == b) { // shortcut, handles infinities
+            return true;
+        } else if (a == 0 || b == 0 || diff < Double.MIN_NORMAL) {
+            // a or b is zero or both are extremely close to it
+            // relative error is less meaningful here
+            return diff < (epsilon * Double.MIN_NORMAL);
+        } else { // use relative error
+            return diff / Math.min((absA + absB), Double.MAX_VALUE) < epsilon;
+        }
+    }
+}

test/framework/src/main/java/org/elasticsearch/test/InternalAggregationTestCase.java

@@ -17,7 +17,7 @@
  * under the License.
  */
 
-package org.elasticsearch.search.aggregations;
+package org.elasticsearch.test;
 
 import org.elasticsearch.common.io.stream.NamedWriteableRegistry;
 import org.elasticsearch.common.settings.Settings;
@@ -26,8 +26,8 @@ import org.elasticsearch.indices.breaker.NoneCircuitBreakerService;
 import org.elasticsearch.script.ScriptService;
 import org.elasticsearch.search.DocValueFormat;
 import org.elasticsearch.search.SearchModule;
+import org.elasticsearch.search.aggregations.InternalAggregation;
 import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
-import org.elasticsearch.test.AbstractWireSerializingTestCase;
 
 import java.util.ArrayList;
 import java.util.Collections;