Add support for filters to T-Test aggregation (#54980)

Adds support for filters to T-Test aggregation. The filters can be used to
select populations based on some criteria and use values from the same or
different fields.

Closes #53692

docs/build.gradle

@@ -552,7 +552,7 @@ buildRestTests.setups['node_upgrade'] = '''
               number_of_replicas: 1
             mappings:
               properties:
-                name:
+                group:
                   type: keyword
                 startup_time_before:
                   type: long
@@ -564,17 +564,17 @@ buildRestTests.setups['node_upgrade'] = '''
           refresh: true
           body: |
             {"index":{}}
-            {"name": "A", "startup_time_before": 102, "startup_time_after": 89}
+            {"group": "A", "startup_time_before": 102, "startup_time_after": 89}
             {"index":{}}
-            {"name": "B", "startup_time_before": 99, "startup_time_after": 93}
+            {"group": "A", "startup_time_before": 99, "startup_time_after": 93}
             {"index":{}}
-            {"name": "C", "startup_time_before": 111, "startup_time_after": 72}
+            {"group": "A", "startup_time_before": 111, "startup_time_after": 72}
             {"index":{}}
-            {"name": "D", "startup_time_before": 97, "startup_time_after": 98}
+            {"group": "B", "startup_time_before": 97, "startup_time_after": 98}
             {"index":{}}
-            {"name": "E", "startup_time_before": 101, "startup_time_after": 102}
+            {"group": "B", "startup_time_before": 101, "startup_time_after": 102}
             {"index":{}}
-            {"name": "F", "startup_time_before": 99, "startup_time_after": 98}'''
+            {"group": "B", "startup_time_before": 99, "startup_time_after": 98}'''
 
 // Used by iprange agg
 buildRestTests.setups['iprange'] = '''

docs/reference/aggregations/metrics/t-test-aggregation.asciidoc

@@ -1,7 +1,7 @@
 [role="xpack"]
 [testenv="basic"]
 [[search-aggregations-metrics-ttest-aggregation]]
-=== TTest Aggregation
+=== T-Test Aggregation
 
 A `t_test` metrics aggregation that performs a statistical hypothesis test in which the test statistic follows a Student's t-distribution
 under the null hypothesis on numeric values extracted from the aggregated documents or generated by provided scripts. In practice, this
@@ -43,8 +43,8 @@ GET node_upgrade/_search
 }
 --------------------------------------------------
 // TEST[setup:node_upgrade]
-<1> The field `startup_time_before` must be a numeric field
-<2> The field `startup_time_after` must be a numeric field
+<1> The field `startup_time_before` must be a numeric field.
+<2> The field `startup_time_after` must be a numeric field.
 <3> Since we have data from the same nodes, we are using paired t-test.
 
 The response will return the p-value or probability value for the test. It is the probability of obtaining results at least as extreme as
@@ -74,6 +74,69 @@ The `t_test` aggregation supports unpaired and paired two-sample t-tests. The ty
 `"type": "homoscedastic"`:: performs two-sample equal variance test
 `"type": "heteroscedastic"`:: performs two-sample unequal variance test (this is default)
 
+==== Filters
+
+It is also possible to run unpaired t-test on different sets of records using filters. For example, if we want to test the difference
+of startup times before upgrade between two different groups of nodes, we use the same field `startup_time_before` by separate groups of
+nodes using terms filters on the group name field:
+
+[source,console]
+--------------------------------------------------
+GET node_upgrade/_search
+{
+    "size" : 0,
+    "aggs" : {
+        "startup_time_ttest" : {
+            "t_test" : {
+                "a" : {
+                    "field" : "startup_time_before", <1>
+                    "filter" : {
+                        "term" : {
+                            "group" : "A"  <2>
+                        }
+                    }
+                },
+                "b" : {
+                    "field" : "startup_time_before", <3>
+                    "filter" : {
+                        "term" : {
+                            "group" : "B" <4>
+                        }
+                    }
+                },
+                "type" : "heteroscedastic" <5>
+            }
+        }
+    }
+}
+--------------------------------------------------
+// TEST[setup:node_upgrade]
+<1> The field `startup_time_before` must be a numeric field.
+<2> Any query that separates two groups can be used here.
+<3> We are using the same field
+<4> but we are using different filters.
+<5> Since we have data from different nodes, we cannot use paired t-test.
+
+
+[source,console-result]
+--------------------------------------------------
+{
+    ...
+
+   "aggregations": {
+      "startup_time_ttest": {
+         "value":  0.2981858007281437 <1>
+      }
+   }
+}
+--------------------------------------------------
+// TESTRESPONSE[s/\.\.\./"took": $body.took,"timed_out": false,"_shards": $body._shards,"hits": $body.hits,/]
+<1> The p-value.
+
+In this example, we are using the same fields for both populations. However this is not a requirement and different fields and even
+combination of fields and scripts can be used. Populations don't have to be in the same index either. If data sets are located in different
+indices, the term filter on the <<mapping-index-field,`_index`>> field can be used to select populations.
+
 ==== Script
 
 The `t_test` metric supports scripting.  For example, if we need to adjust out load times for the before values, we could use
@@ -108,7 +171,7 @@ GET node_upgrade/_search
 // TEST[setup:node_upgrade]
 
 <1> The `field` parameter is replaced with a `script` parameter, which uses the
-script to generate values which percentiles are calculated on
-<2> Scripting supports parameterized input just like any other script
-<3> We can mix scripts and fields
+script to generate values which percentiles are calculated on.
+<2> Scripting supports parameterized input just like any other script.
+<3> We can mix scripts and fields.
 

server/src/main/java/org/elasticsearch/search/aggregations/metrics/WeightedAvgAggregationBuilder.java

@@ -25,6 +25,7 @@ import org.elasticsearch.common.io.stream.StreamOutput;
 import org.elasticsearch.common.xcontent.ObjectParser;
 import org.elasticsearch.common.xcontent.ToXContent;
 import org.elasticsearch.common.xcontent.XContentBuilder;
+import org.elasticsearch.index.query.QueryBuilder;
 import org.elasticsearch.index.query.QueryShardContext;
 import org.elasticsearch.search.DocValueFormat;
 import org.elasticsearch.search.aggregations.AggregationBuilder;
@@ -52,8 +53,8 @@ public class WeightedAvgAggregationBuilder extends MultiValuesSourceAggregationB
             ObjectParser.fromBuilder(NAME, WeightedAvgAggregationBuilder::new);
     static {
         MultiValuesSourceParseHelper.declareCommon(PARSER, true, ValueType.NUMERIC);
-        MultiValuesSourceParseHelper.declareField(VALUE_FIELD.getPreferredName(), PARSER, true, false);
-        MultiValuesSourceParseHelper.declareField(WEIGHT_FIELD.getPreferredName(), PARSER, true, false);
+        MultiValuesSourceParseHelper.declareField(VALUE_FIELD.getPreferredName(), PARSER, true, false, false);
+        MultiValuesSourceParseHelper.declareField(WEIGHT_FIELD.getPreferredName(), PARSER, true, false, false);
     }
 
     public WeightedAvgAggregationBuilder(String name) {
@@ -106,6 +107,7 @@ public class WeightedAvgAggregationBuilder extends MultiValuesSourceAggregationB
     @Override
     protected MultiValuesSourceAggregatorFactory innerBuild(QueryShardContext queryShardContext,
                                                             Map<String, ValuesSourceConfig> configs,
+                                                            Map<String, QueryBuilder> filters,
                                                             DocValueFormat format,
                                                             AggregatorFactory parent,
                                                             Builder subFactoriesBuilder) throws IOException {

server/src/main/java/org/elasticsearch/search/aggregations/support/MultiValuesSourceAggregationBuilder.java

@@ -22,6 +22,7 @@ import org.elasticsearch.common.Nullable;
 import org.elasticsearch.common.io.stream.StreamInput;
 import org.elasticsearch.common.io.stream.StreamOutput;
 import org.elasticsearch.common.xcontent.XContentBuilder;
+import org.elasticsearch.index.query.QueryBuilder;
 import org.elasticsearch.index.query.QueryShardContext;
 import org.elasticsearch.search.DocValueFormat;
 import org.elasticsearch.search.aggregations.AbstractAggregationBuilder;
@@ -169,13 +170,16 @@ public abstract class MultiValuesSourceAggregationBuilder<AB extends MultiValues
     protected final MultiValuesSourceAggregatorFactory doBuild(QueryShardContext queryShardContext, AggregatorFactory parent,
                                                                Builder subFactoriesBuilder) throws IOException {
         Map<String, ValuesSourceConfig> configs = new HashMap<>(fields.size());
+        Map<String, QueryBuilder> filters = new HashMap<>(fields.size());
         fields.forEach((key, value) -> {
             ValuesSourceConfig config = ValuesSourceConfig.resolveUnregistered(queryShardContext, userValueTypeHint,
                 value.getFieldName(), value.getScript(), value.getMissing(), value.getTimeZone(), format, defaultValueSourceType());
             configs.put(key, config);
+            filters.put(key, value.getFilter());
         });
         DocValueFormat docValueFormat = resolveFormat(format, userValueTypeHint, defaultValueSourceType());
-        return innerBuild(queryShardContext, configs, docValueFormat, parent, subFactoriesBuilder);
+
+        return innerBuild(queryShardContext, configs, filters, docValueFormat, parent, subFactoriesBuilder);
     }
 
 
@@ -194,6 +198,7 @@ public abstract class MultiValuesSourceAggregationBuilder<AB extends MultiValues
 
     protected abstract MultiValuesSourceAggregatorFactory innerBuild(QueryShardContext queryShardContext,
                                                                      Map<String, ValuesSourceConfig> configs,
+                                                                     Map<String, QueryBuilder> filters,
                                                                      DocValueFormat format, AggregatorFactory parent,
                                                                      Builder subFactoriesBuilder) throws IOException;
 

server/src/main/java/org/elasticsearch/search/aggregations/support/MultiValuesSourceFieldConfig.java

@@ -29,26 +29,30 @@ import org.elasticsearch.common.xcontent.ObjectParser;
 import org.elasticsearch.common.xcontent.ToXContentObject;
 import org.elasticsearch.common.xcontent.XContentBuilder;
 import org.elasticsearch.common.xcontent.XContentParser;
+import org.elasticsearch.index.query.AbstractQueryBuilder;
+import org.elasticsearch.index.query.QueryBuilder;
 import org.elasticsearch.script.Script;
 
 import java.io.IOException;
 import java.time.ZoneId;
 import java.time.ZoneOffset;
 import java.util.Objects;
-import java.util.function.BiFunction;
 
 public class MultiValuesSourceFieldConfig implements Writeable, ToXContentObject {
-    private String fieldName;
-    private Object missing;
-    private Script script;
-    private ZoneId timeZone;
+    private final String fieldName;
+    private final Object missing;
+    private final Script script;
+    private final ZoneId timeZone;
+    private final QueryBuilder filter;
 
     private static final String NAME = "field_config";
 
-    public static final BiFunction<Boolean, Boolean, ObjectParser<MultiValuesSourceFieldConfig.Builder, Void>> PARSER
-        = (scriptable, timezoneAware) -> {
+    public static final ParseField FILTER = new ParseField("filter");
 
-        ObjectParser<MultiValuesSourceFieldConfig.Builder, Void> parser
+    public static <C> ObjectParser<MultiValuesSourceFieldConfig.Builder, C> parserBuilder(boolean scriptable, boolean timezoneAware,
+                                                                                          boolean filtered) {
+
+        ObjectParser<MultiValuesSourceFieldConfig.Builder, C> parser
             = new ObjectParser<>(MultiValuesSourceFieldConfig.NAME, MultiValuesSourceFieldConfig.Builder::new);
 
         parser.declareString(MultiValuesSourceFieldConfig.Builder::setFieldName, ParseField.CommonFields.FIELD);
@@ -70,14 +74,21 @@ public class MultiValuesSourceFieldConfig implements Writeable, ToXContentObject
                 }
             }, ParseField.CommonFields.TIME_ZONE, ObjectParser.ValueType.LONG);
         }
+
+        if (filtered) {
+            parser.declareField(MultiValuesSourceFieldConfig.Builder::setFilter,
+                (p, context) -> AbstractQueryBuilder.parseInnerQueryBuilder(p),
+                FILTER, ObjectParser.ValueType.OBJECT);
+        }
         return parser;
     };
 
-    private MultiValuesSourceFieldConfig(String fieldName, Object missing, Script script, ZoneId timeZone) {
+    protected MultiValuesSourceFieldConfig(String fieldName, Object missing, Script script, ZoneId timeZone, QueryBuilder filter) {
         this.fieldName = fieldName;
         this.missing = missing;
         this.script = script;
         this.timeZone = timeZone;
+        this.filter = filter;
     }
 
     public MultiValuesSourceFieldConfig(StreamInput in) throws IOException {
@@ -89,6 +100,11 @@ public class MultiValuesSourceFieldConfig implements Writeable, ToXContentObject
         this.missing = in.readGenericValue();
         this.script = in.readOptionalWriteable(Script::new);
         this.timeZone = in.readOptionalZoneId();
+        if (in.getVersion().onOrAfter(Version.V_8_0_0)) { //Change to Version.V_7_8_0 after backporting
+            this.filter = in.readOptionalNamedWriteable(QueryBuilder.class);
+        } else {
+            this.filter = null;
+        }
     }
 
     public Object getMissing() {
@@ -107,6 +123,10 @@ public class MultiValuesSourceFieldConfig implements Writeable, ToXContentObject
         return fieldName;
     }
 
+    public QueryBuilder getFilter() {
+        return filter;
+    }
+
     @Override
     public void writeTo(StreamOutput out) throws IOException {
         if (out.getVersion().onOrAfter(Version.V_7_6_0)) {
@@ -117,6 +137,9 @@ public class MultiValuesSourceFieldConfig implements Writeable, ToXContentObject
         out.writeGenericValue(missing);
         out.writeOptionalWriteable(script);
         out.writeOptionalZoneId(timeZone);
+        if (out.getVersion().onOrAfter(Version.V_8_0_0)) { //Change to Version.V_7_8_0 after backporting
+            out.writeOptionalNamedWriteable(filter);
+        }
     }
 
     @Override
@@ -134,6 +157,10 @@ public class MultiValuesSourceFieldConfig implements Writeable, ToXContentObject
         if (timeZone != null) {
             builder.field(ParseField.CommonFields.TIME_ZONE.getPreferredName(), timeZone.getId());
         }
+        if (filter != null) {
+            builder.field(FILTER.getPreferredName());
+            filter.toXContent(builder, params);
+        }
         builder.endObject();
         return builder;
     }
@@ -146,12 +173,13 @@ public class MultiValuesSourceFieldConfig implements Writeable, ToXContentObject
         return Objects.equals(fieldName, that.fieldName)
             && Objects.equals(missing, that.missing)
             && Objects.equals(script, that.script)
-            && Objects.equals(timeZone, that.timeZone);
+            && Objects.equals(timeZone, that.timeZone)
+            && Objects.equals(filter, that.filter);
     }
 
     @Override
     public int hashCode() {
-        return Objects.hash(fieldName, missing, script, timeZone);
+        return Objects.hash(fieldName, missing, script, timeZone, filter);
     }
 
     @Override
@@ -164,6 +192,7 @@ public class MultiValuesSourceFieldConfig implements Writeable, ToXContentObject
         private Object missing = null;
         private Script script = null;
         private ZoneId timeZone = null;
+        private QueryBuilder filter = null;
 
         public String getFieldName() {
             return fieldName;
@@ -201,6 +230,11 @@ public class MultiValuesSourceFieldConfig implements Writeable, ToXContentObject
             return this;
         }
 
+        public Builder setFilter(QueryBuilder filter) {
+            this.filter = filter;
+            return this;
+        }
+
         public MultiValuesSourceFieldConfig build() {
             if (Strings.isNullOrEmpty(fieldName) && script == null) {
                 throw new IllegalArgumentException("[" +  ParseField.CommonFields.FIELD.getPreferredName()
@@ -214,7 +248,7 @@ public class MultiValuesSourceFieldConfig implements Writeable, ToXContentObject
                     "Please specify one or the other.");
             }
 
-            return new MultiValuesSourceFieldConfig(fieldName, missing, script, timeZone);
+            return new MultiValuesSourceFieldConfig(fieldName, missing, script, timeZone, filter);
         }
     }
 }

server/src/main/java/org/elasticsearch/search/aggregations/support/MultiValuesSourceParseHelper.java

@@ -50,10 +50,10 @@ public final class MultiValuesSourceParseHelper {
 
     public static <VS extends ValuesSource, T> void declareField(String fieldName,
         AbstractObjectParser<? extends MultiValuesSourceAggregationBuilder<?>, T> objectParser,
-        boolean scriptable, boolean timezoneAware) {
+        boolean scriptable, boolean timezoneAware, boolean filterable) {
 
         objectParser.declareField((o, fieldConfig) -> o.field(fieldName, fieldConfig.build()),
-            (p, c) -> MultiValuesSourceFieldConfig.PARSER.apply(scriptable, timezoneAware).parse(p, null),
+            (p, c) -> MultiValuesSourceFieldConfig.parserBuilder(scriptable, timezoneAware, filterable).parse(p, null),
             new ParseField(fieldName), ObjectParser.ValueType.OBJECT);
     }
 }

server/src/test/java/org/elasticsearch/search/aggregations/support/MultiValuesSourceFieldConfigTests.java

@@ -19,13 +19,20 @@
 
 package org.elasticsearch.search.aggregations.support;
 
+import org.elasticsearch.common.io.stream.NamedWriteableRegistry;
 import org.elasticsearch.common.io.stream.Writeable;
+import org.elasticsearch.common.settings.Settings;
+import org.elasticsearch.common.xcontent.NamedXContentRegistry;
 import org.elasticsearch.common.xcontent.XContentParser;
+import org.elasticsearch.index.query.QueryBuilder;
+import org.elasticsearch.index.query.QueryBuilders;
 import org.elasticsearch.script.Script;
+import org.elasticsearch.search.SearchModule;
 import org.elasticsearch.test.AbstractSerializingTestCase;
 
 import java.io.IOException;
 import java.time.ZoneId;
+import java.util.Collections;
 
 import static org.hamcrest.Matchers.equalTo;
 
@@ -33,7 +40,7 @@ public class MultiValuesSourceFieldConfigTests extends AbstractSerializingTestCa
 
     @Override
     protected MultiValuesSourceFieldConfig doParseInstance(XContentParser parser) throws IOException {
-        return MultiValuesSourceFieldConfig.PARSER.apply(true, true).apply(parser, null).build();
+        return MultiValuesSourceFieldConfig.parserBuilder(true, true, true).apply(parser, null).build();
     }
 
     @Override
@@ -41,8 +48,9 @@ public class MultiValuesSourceFieldConfigTests extends AbstractSerializingTestCa
         String field = randomAlphaOfLength(10);
         Object missing = randomBoolean() ? randomAlphaOfLength(10) : null;
         ZoneId timeZone = randomBoolean() ? randomZone() : null;
+        QueryBuilder filter = randomBoolean() ? QueryBuilders.termQuery(randomAlphaOfLength(10), randomAlphaOfLength(10)) : null;
         return new MultiValuesSourceFieldConfig.Builder()
-            .setFieldName(field).setMissing(missing).setScript(null).setTimeZone(timeZone).build();
+            .setFieldName(field).setMissing(missing).setScript(null).setTimeZone(timeZone).setFilter(filter).build();
     }
 
     @Override
@@ -60,4 +68,14 @@ public class MultiValuesSourceFieldConfigTests extends AbstractSerializingTestCa
             () -> new MultiValuesSourceFieldConfig.Builder().setFieldName("foo").setScript(new Script("foo")).build());
         assertThat(e.getMessage(), equalTo("[field] and [script] cannot both be configured.  Please specify one or the other."));
     }
+
+    @Override
+    protected NamedWriteableRegistry getNamedWriteableRegistry() {
+        return new NamedWriteableRegistry(new SearchModule(Settings.EMPTY, Collections.emptyList()).getNamedWriteables());
+    }
+
+    @Override
+    protected NamedXContentRegistry xContentRegistry() {
+        return new NamedXContentRegistry(new SearchModule(Settings.EMPTY, Collections.emptyList()).getNamedXContents());
+    }
 }

x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/topmetrics/TopMetricsAggregationBuilder.java

@@ -55,7 +55,8 @@ public class TopMetricsAggregationBuilder extends AbstractAggregationBuilder<Top
         PARSER.declareField(constructorArg(), (p, n) -> SortBuilder.fromXContent(p), SORT_FIELD,
                 ObjectParser.ValueType.OBJECT_ARRAY_OR_STRING);
         PARSER.declareInt(optionalConstructorArg(), SIZE_FIELD);
-        ContextParser<Void, MultiValuesSourceFieldConfig.Builder> metricParser = MultiValuesSourceFieldConfig.PARSER.apply(true, false);
+        ContextParser<Void, MultiValuesSourceFieldConfig.Builder> metricParser =
+            MultiValuesSourceFieldConfig.parserBuilder(true, false, false);
         PARSER.declareObjectArray(constructorArg(), (p, n) -> metricParser.parse(p, null).build(), METRIC_FIELD);
     }
 

x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/ttest/TTestAggregationBuilder.java

@@ -12,12 +12,14 @@ import org.elasticsearch.common.io.stream.StreamOutput;
 import org.elasticsearch.common.xcontent.ObjectParser;
 import org.elasticsearch.common.xcontent.ToXContent;
 import org.elasticsearch.common.xcontent.XContentBuilder;
+import org.elasticsearch.index.query.QueryBuilder;
 import org.elasticsearch.index.query.QueryShardContext;
 import org.elasticsearch.search.DocValueFormat;
 import org.elasticsearch.search.aggregations.AggregationBuilder;
 import org.elasticsearch.search.aggregations.AggregatorFactories;
 import org.elasticsearch.search.aggregations.AggregatorFactory;
 import org.elasticsearch.search.aggregations.support.CoreValuesSourceType;
+import org.elasticsearch.search.aggregations.support.FieldContext;
 import org.elasticsearch.search.aggregations.support.MultiValuesSourceAggregationBuilder;
 import org.elasticsearch.search.aggregations.support.MultiValuesSourceAggregatorFactory;
 import org.elasticsearch.search.aggregations.support.MultiValuesSourceFieldConfig;
@@ -42,11 +44,10 @@ public class TTestAggregationBuilder extends MultiValuesSourceAggregationBuilder
 
     static {
         MultiValuesSourceParseHelper.declareCommon(PARSER, true, ValueType.NUMERIC);
-        MultiValuesSourceParseHelper.declareField(A_FIELD.getPreferredName(), PARSER, true, false);
-        MultiValuesSourceParseHelper.declareField(B_FIELD.getPreferredName(), PARSER, true, false);
+        MultiValuesSourceParseHelper.declareField(A_FIELD.getPreferredName(), PARSER, true, false, true);
+        MultiValuesSourceParseHelper.declareField(B_FIELD.getPreferredName(), PARSER, true, false, true);
         PARSER.declareString(TTestAggregationBuilder::testType, TYPE_FIELD);
         PARSER.declareInt(TTestAggregationBuilder::tails, TAILS_FIELD);
-
     }
 
     private TTestType testType = TTestType.HETEROSCEDASTIC;
@@ -122,10 +123,26 @@ public class TTestAggregationBuilder extends MultiValuesSourceAggregationBuilder
     protected MultiValuesSourceAggregatorFactory innerBuild(
         QueryShardContext queryShardContext,
         Map<String, ValuesSourceConfig> configs,
+        Map<String, QueryBuilder> filters,
         DocValueFormat format,
         AggregatorFactory parent,
         AggregatorFactories.Builder subFactoriesBuilder) throws IOException {
-        return new TTestAggregatorFactory(name, configs, testType, tails, format, queryShardContext, parent, subFactoriesBuilder, metadata);
+        QueryBuilder filterA = filters.get(A_FIELD.getPreferredName());
+        QueryBuilder filterB = filters.get(B_FIELD.getPreferredName());
+        if (filterA == null && filterB == null) {
+            FieldContext fieldContextA = configs.get(A_FIELD.getPreferredName()).fieldContext();
+            FieldContext fieldContextB = configs.get(B_FIELD.getPreferredName()).fieldContext();
+            if (fieldContextA != null && fieldContextB != null) {
+                if (fieldContextA.field().equals(fieldContextB.field())) {
+                    throw new IllegalArgumentException("The same field [" + fieldContextA.field() +
+                        "] is used for both population but no filters are specified.");
+                }
+            }
+        }
+
+        return new TTestAggregatorFactory(name, configs, testType, tails,
+            filterA, filterB, format, queryShardContext, parent,
+            subFactoriesBuilder, metadata);
     }
 
     @Override

x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/ttest/TTestAggregatorFactory.java

@@ -6,8 +6,15 @@
 
 package org.elasticsearch.xpack.analytics.ttest;
 
+import org.apache.lucene.search.IndexSearcher;
+import org.apache.lucene.search.Query;
+import org.apache.lucene.search.ScoreMode;
+import org.apache.lucene.search.Weight;
+import org.elasticsearch.common.collect.Tuple;
+import org.elasticsearch.index.query.QueryBuilder;
 import org.elasticsearch.index.query.QueryShardContext;
 import org.elasticsearch.search.DocValueFormat;
+import org.elasticsearch.search.aggregations.AggregationInitializationException;
 import org.elasticsearch.search.aggregations.Aggregator;
 import org.elasticsearch.search.aggregations.AggregatorFactories;
 import org.elasticsearch.search.aggregations.AggregatorFactory;
@@ -23,14 +30,20 @@ class TTestAggregatorFactory extends MultiValuesSourceAggregatorFactory {
 
     private final TTestType testType;
     private final int tails;
+    private final Query filterA;
+    private final Query filterB;
+    private Tuple<Weight, Weight> weights;
 
     TTestAggregatorFactory(String name, Map<String, ValuesSourceConfig> configs, TTestType testType, int tails,
+                           QueryBuilder filterA, QueryBuilder filterB,
                            DocValueFormat format, QueryShardContext queryShardContext, AggregatorFactory parent,
                            AggregatorFactories.Builder subFactoriesBuilder,
                            Map<String, Object> metadata) throws IOException {
         super(name, configs, format, queryShardContext, parent, subFactoriesBuilder, metadata);
         this.testType = testType;
         this.tails = tails;
+        this.filterA = filterA == null ? null : filterA.toQuery(queryShardContext);
+        this.filterB = filterB == null ? null : filterB.toQuery(queryShardContext);
     }
 
     @Override
@@ -41,9 +54,9 @@ class TTestAggregatorFactory extends MultiValuesSourceAggregatorFactory {
             case PAIRED:
                 return new PairedTTestAggregator(name, null, tails, format, searchContext, parent, metadata);
             case HOMOSCEDASTIC:
-                return new UnpairedTTestAggregator(name, null, tails, true, format, searchContext, parent, metadata);
+                return new UnpairedTTestAggregator(name, null, tails, true, this::getWeights, format, searchContext, parent, metadata);
             case HETEROSCEDASTIC:
-                return new UnpairedTTestAggregator(name, null, tails, false, format, searchContext, parent, metadata);
+                return new UnpairedTTestAggregator(name, null, tails, false, this::getWeights, format, searchContext, parent, metadata);
             default:
                 throw new IllegalArgumentException("Unsupported t-test type " + testType);
         }
@@ -63,13 +76,46 @@ class TTestAggregatorFactory extends MultiValuesSourceAggregatorFactory {
         }
         switch (testType) {
             case PAIRED:
+                if (filterA != null || filterB != null) {
+                    throw new IllegalArgumentException("Paired t-test doesn't support filters");
+                }
                 return new PairedTTestAggregator(name, numericMultiVS, tails, format, searchContext, parent, metadata);
             case HOMOSCEDASTIC:
-                return new UnpairedTTestAggregator(name, numericMultiVS, tails, true, format, searchContext, parent, metadata);
+                return new UnpairedTTestAggregator(name, numericMultiVS, tails, true, this::getWeights, format, searchContext, parent,
+                    metadata);
             case HETEROSCEDASTIC:
-                return new UnpairedTTestAggregator(name, numericMultiVS, tails, false, format, searchContext, parent, metadata);
+                return new UnpairedTTestAggregator(name, numericMultiVS, tails, false, this::getWeights, format, searchContext,
+                    parent, metadata);
             default:
                 throw new IllegalArgumentException("Unsupported t-test type " + testType);
         }
     }
+
+    /**
+     * Returns the {@link Weight}s for this filters, creating it if
+     * necessary. This is done lazily so that the {@link Weight} is only created
+     * if the aggregation collects documents reducing the overhead of the
+     * aggregation in the case where no documents are collected.
+     *
+     * Note that as aggregations are initialsed and executed in a serial manner,
+     * no concurrency considerations are necessary here.
+     */
+    public Tuple<Weight, Weight> getWeights() {
+        if (weights == null) {
+            weights = new Tuple<>(getWeight(filterA), getWeight(filterB));
+        }
+        return weights;
+    }
+
+    public Weight getWeight(Query filter) {
+        if (filter != null) {
+            IndexSearcher contextSearcher = queryShardContext.searcher();
+            try {
+                return contextSearcher.createWeight(contextSearcher.rewrite(filter), ScoreMode.COMPLETE_NO_SCORES, 1f);
+            } catch (IOException e) {
+                throw new AggregationInitializationException("Failed to initialize filter", e);
+            }
+        }
+        return null;
+    }
 }

x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/ttest/UnpairedTTestAggregator.java

@@ -7,7 +7,11 @@
 package org.elasticsearch.xpack.analytics.ttest;
 
 import org.apache.lucene.index.LeafReaderContext;
+import org.apache.lucene.search.Weight;
+import org.apache.lucene.util.Bits;
+import org.elasticsearch.common.collect.Tuple;
 import org.elasticsearch.common.lease.Releasables;
+import org.elasticsearch.common.lucene.Lucene;
 import org.elasticsearch.common.util.BigArrays;
 import org.elasticsearch.index.fielddata.SortedNumericDoubleValues;
 import org.elasticsearch.search.DocValueFormat;
@@ -20,6 +24,7 @@ import org.elasticsearch.search.internal.SearchContext;
 
 import java.io.IOException;
 import java.util.Map;
+import java.util.function.Supplier;
 
 import static org.elasticsearch.xpack.analytics.ttest.TTestAggregationBuilder.A_FIELD;
 import static org.elasticsearch.xpack.analytics.ttest.TTestAggregationBuilder.B_FIELD;
@@ -28,14 +33,16 @@ public class UnpairedTTestAggregator extends TTestAggregator<UnpairedTTestState>
     private final TTestStatsBuilder a;
     private final TTestStatsBuilder b;
     private final boolean homoscedastic;
+    private final Supplier<Tuple<Weight, Weight>> weightsSupplier;
 
     UnpairedTTestAggregator(String name, MultiValuesSource.NumericMultiValuesSource valuesSources, int tails, boolean homoscedastic,
-                            DocValueFormat format, SearchContext context, Aggregator parent,
-                            Map<String, Object> metadata) throws IOException {
+                            Supplier<Tuple<Weight, Weight>> weightsSupplier, DocValueFormat format, SearchContext context,
+                            Aggregator parent, Map<String, Object> metadata) throws IOException {
         super(name, valuesSources, tails, format, context, parent, metadata);
         BigArrays bigArrays = context.bigArrays();
         a = new TTestStatsBuilder(bigArrays);
         b = new TTestStatsBuilder(bigArrays);
+        this.weightsSupplier = weightsSupplier;
         this.homoscedastic = homoscedastic;
     }
 
@@ -67,6 +74,9 @@ public class UnpairedTTestAggregator extends TTestAggregator<UnpairedTTestState>
         final CompensatedSum compSumOfSqrA = new CompensatedSum(0, 0);
         final CompensatedSum compSumB = new CompensatedSum(0, 0);
         final CompensatedSum compSumOfSqrB = new CompensatedSum(0, 0);
+        final Tuple<Weight, Weight> weights = weightsSupplier.get();
+        final Bits bitsA = getBits(ctx, weights.v1());
+        final Bits bitsB = getBits(ctx, weights.v2());
 
         return new LeafBucketCollectorBase(sub, docAValues) {
 
@@ -82,14 +92,25 @@ public class UnpairedTTestAggregator extends TTestAggregator<UnpairedTTestState>
 
             @Override
             public void collect(int doc, long bucket) throws IOException {
-                a.grow(bigArrays, bucket + 1);
-                b.grow(bigArrays, bucket + 1);
-                processValues(doc, bucket, docAValues, compSumA, compSumOfSqrA, a);
-                processValues(doc, bucket, docBValues, compSumB, compSumOfSqrB, b);
+                if (bitsA == null || bitsA.get(doc)) {
+                    a.grow(bigArrays, bucket + 1);
+                    processValues(doc, bucket, docAValues, compSumA, compSumOfSqrA, a);
+                }
+                if (bitsB == null || bitsB.get(doc)) {
+                    processValues(doc, bucket, docBValues, compSumB, compSumOfSqrB, b);
+                    b.grow(bigArrays, bucket + 1);
+                }
             }
         };
     }
 
+    private Bits getBits(LeafReaderContext ctx, Weight weight) throws IOException {
+        if (weight == null) {
+            return null;
+        }
+        return Lucene.asSequentialAccessBits(ctx.reader().maxDoc(), weight.scorerSupplier(ctx));
+    }
+
     @Override
     public void doClose() {
         Releasables.close(a, b);

x-pack/plugin/analytics/src/test/java/org/elasticsearch/xpack/analytics/ttest/InternalTTestTests.java

@@ -31,8 +31,8 @@ import static java.util.Collections.emptyList;
 
 public class InternalTTestTests extends InternalAggregationTestCase<InternalTTest> {
 
-    private TTestType type = randomFrom(TTestType.values());
-    private int tails = randomIntBetween(1, 2);
+    private final TTestType type = randomFrom(TTestType.values());
+    private final int tails = randomIntBetween(1, 2);
 
     @Override
     protected InternalTTest createTestInstance(String name, Map<String, Object> metadata) {

x-pack/plugin/analytics/src/test/java/org/elasticsearch/xpack/analytics/ttest/TTestAggregationBuilderTests.java

@@ -7,10 +7,14 @@
 package org.elasticsearch.xpack.analytics.ttest;
 
 import org.elasticsearch.common.ParseField;
+import org.elasticsearch.common.io.stream.NamedWriteableRegistry;
 import org.elasticsearch.common.io.stream.Writeable;
+import org.elasticsearch.common.settings.Settings;
 import org.elasticsearch.common.xcontent.NamedXContentRegistry;
 import org.elasticsearch.common.xcontent.XContentParser;
+import org.elasticsearch.index.query.QueryBuilders;
 import org.elasticsearch.script.Script;
+import org.elasticsearch.search.SearchModule;
 import org.elasticsearch.search.aggregations.AggregatorFactories;
 import org.elasticsearch.search.aggregations.BaseAggregationBuilder;
 import org.elasticsearch.search.aggregations.support.MultiValuesSourceFieldConfig;
@@ -18,8 +22,10 @@ import org.elasticsearch.test.AbstractSerializingTestCase;
 import org.junit.Before;
 
 import java.io.IOException;
+import java.util.ArrayList;
+import java.util.Collections;
+import java.util.List;
 
-import static java.util.Collections.singletonList;
 import static org.hamcrest.Matchers.hasSize;
 
 public class TTestAggregationBuilderTests extends AbstractSerializingTestCase<TTestAggregationBuilder> {
@@ -30,14 +36,6 @@ public class TTestAggregationBuilderTests extends AbstractSerializingTestCase<TT
         aggregationName = randomAlphaOfLength(10);
     }
 
-    @Override
-    protected NamedXContentRegistry xContentRegistry() {
-        return new NamedXContentRegistry(singletonList(new NamedXContentRegistry.Entry(
-            BaseAggregationBuilder.class,
-            new ParseField(TTestAggregationBuilder.NAME),
-            (p, n) -> TTestAggregationBuilder.PARSER.apply(p, (String) n))));
-    }
-
     @Override
     protected TTestAggregationBuilder doParseInstance(XContentParser parser) throws IOException {
         assertSame(XContentParser.Token.START_OBJECT, parser.nextToken());
@@ -52,26 +50,33 @@ public class TTestAggregationBuilderTests extends AbstractSerializingTestCase<TT
 
     @Override
     protected TTestAggregationBuilder createTestInstance() {
-        MultiValuesSourceFieldConfig aConfig;
+        MultiValuesSourceFieldConfig.Builder aConfig;
+        TTestType tTestType = randomFrom(TTestType.values());
         if (randomBoolean()) {
-            aConfig = new MultiValuesSourceFieldConfig.Builder().setFieldName("a_field").build();
+            aConfig = new MultiValuesSourceFieldConfig.Builder().setFieldName("a_field");
         } else {
-            aConfig = new MultiValuesSourceFieldConfig.Builder().setScript(new Script(randomAlphaOfLength(10))).build();
+            aConfig = new MultiValuesSourceFieldConfig.Builder().setScript(new Script(randomAlphaOfLength(10)));
         }
-        MultiValuesSourceFieldConfig bConfig;
+        MultiValuesSourceFieldConfig.Builder bConfig;
         if (randomBoolean()) {
-            bConfig = new MultiValuesSourceFieldConfig.Builder().setFieldName("b_field").build();
+            bConfig = new MultiValuesSourceFieldConfig.Builder().setFieldName("b_field");
         } else {
-            bConfig = new MultiValuesSourceFieldConfig.Builder().setScript(new Script(randomAlphaOfLength(10))).build();
+            bConfig = new MultiValuesSourceFieldConfig.Builder().setScript(new Script(randomAlphaOfLength(10)));
+        }
+        if (tTestType != TTestType.PAIRED && randomBoolean()) {
+            aConfig.setFilter(QueryBuilders.queryStringQuery(randomAlphaOfLength(10)));
+        }
+        if (tTestType != TTestType.PAIRED && randomBoolean()) {
+            bConfig.setFilter(QueryBuilders.queryStringQuery(randomAlphaOfLength(10)));
         }
         TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder(aggregationName)
-            .a(aConfig)
-            .b(bConfig);
+            .a(aConfig.build())
+            .b(bConfig.build());
         if (randomBoolean()) {
             aggregationBuilder.tails(randomIntBetween(1, 2));
         }
-        if (randomBoolean()) {
-            aggregationBuilder.testType(randomFrom(TTestType.values()));
+        if (tTestType != TTestType.HETEROSCEDASTIC || randomBoolean()) {
+            aggregationBuilder.testType(randomFrom(tTestType));
         }
         return aggregationBuilder;
     }
@@ -80,5 +85,21 @@ public class TTestAggregationBuilderTests extends AbstractSerializingTestCase<TT
     protected Writeable.Reader<TTestAggregationBuilder> instanceReader() {
         return TTestAggregationBuilder::new;
     }
+
+    @Override
+    protected NamedWriteableRegistry getNamedWriteableRegistry() {
+        return new NamedWriteableRegistry(new SearchModule(Settings.EMPTY, Collections.emptyList()).getNamedWriteables());
+    }
+
+    @Override
+    protected NamedXContentRegistry xContentRegistry() {
+        List<NamedXContentRegistry.Entry> namedXContent = new ArrayList<>();
+        namedXContent.add(new NamedXContentRegistry.Entry(
+            BaseAggregationBuilder.class,
+            new ParseField(TTestAggregationBuilder.NAME),
+            (p, n) -> TTestAggregationBuilder.PARSER.apply(p, (String) n)));
+        namedXContent.addAll(new SearchModule(Settings.EMPTY, Collections.emptyList()).getNamedXContents());
+        return new NamedXContentRegistry(namedXContent);
+    }
 }
 

x-pack/plugin/analytics/src/test/java/org/elasticsearch/xpack/analytics/ttest/TTestAggregatorTests.java

@@ -6,6 +6,7 @@
 
 package org.elasticsearch.xpack.analytics.ttest;
 
+import org.apache.lucene.document.IntPoint;
 import org.apache.lucene.document.NumericDocValuesField;
 import org.apache.lucene.document.SortedNumericDocValuesField;
 import org.apache.lucene.index.DirectoryReader;
@@ -21,6 +22,7 @@ import org.elasticsearch.index.fielddata.ScriptDocValues;
 import org.elasticsearch.index.mapper.KeywordFieldMapper;
 import org.elasticsearch.index.mapper.MappedFieldType;
 import org.elasticsearch.index.mapper.NumberFieldMapper;
+import org.elasticsearch.index.query.QueryBuilders;
 import org.elasticsearch.script.MockScriptEngine;
 import org.elasticsearch.script.Script;
 import org.elasticsearch.script.ScriptEngine;
@@ -59,11 +61,15 @@ public class TTestAggregatorTests extends AggregatorTestCase {
      */
     public static final String ADD_HALF_SCRIPT = "add_one";
 
+    public static final String TERM_FILTERING = "term_filtering";
+
     @Override
     protected AggregationBuilder createAggBuilderForTypeTest(MappedFieldType fieldType, String fieldName) {
         return new TTestAggregationBuilder("foo")
-            .a(new MultiValuesSourceFieldConfig.Builder().setFieldName(fieldName).build())
-            .b(new MultiValuesSourceFieldConfig.Builder().setFieldName(fieldName).build());
+            .a(new MultiValuesSourceFieldConfig.Builder().setFieldName(fieldName)
+                .setFilter(QueryBuilders.rangeQuery(fieldName).lt(10)).build())
+            .b(new MultiValuesSourceFieldConfig.Builder().setFieldName(fieldName)
+                .setFilter(QueryBuilders.rangeQuery(fieldName).gte(10)).build());
     }
 
     @Override
@@ -79,11 +85,18 @@ public class TTestAggregatorTests extends AggregatorTestCase {
             LeafDocLookup leafDocLookup = (LeafDocLookup) vars.get("doc");
             String fieldname = (String) vars.get("fieldname");
             ScriptDocValues<?> scriptDocValues = leafDocLookup.get(fieldname);
-            double val = ((Number) scriptDocValues.get(0)).doubleValue();
-            if (val == 1) {
-                val += 0.0000001;
+            return  ((Number) scriptDocValues.get(0)).doubleValue() + 0.5;
+        });
+
+        scripts.put(TERM_FILTERING, vars -> {
+            LeafDocLookup leafDocLookup = (LeafDocLookup) vars.get("doc");
+            int term = (Integer) vars.get("term");
+            ScriptDocValues<?> termDocValues = leafDocLookup.get("term");
+            int currentTerm = ((Number) termDocValues.get(0)).intValue();
+            if (currentTerm == term) {
+                return ((Number) leafDocLookup.get("field").get(0)).doubleValue();
             }
-            return val + 0.5;
+            return null;
         });
 
         MockScriptEngine scriptEngine = new MockScriptEngine(MockScriptEngine.NAME,
@@ -142,6 +155,26 @@ public class TTestAggregatorTests extends AggregatorTestCase {
             ex.getMessage());
     }
 
+    public void testSameFieldAndNoFilters() {
+        TTestType tTestType = randomFrom(TTestType.values());
+        MappedFieldType fieldType = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
+        fieldType.setName("field");
+        TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder("t_test")
+            .a(new MultiValuesSourceFieldConfig.Builder().setFieldName("field").setMissing(100).build())
+            .b(new MultiValuesSourceFieldConfig.Builder().setFieldName("field").setMissing(100).build())
+            .testType(tTestType);
+
+        IllegalArgumentException ex = expectThrows(IllegalArgumentException.class, () ->
+            testCase(aggregationBuilder, new MatchAllDocsQuery(), iw -> {
+                iw.addDocument(singleton(new SortedNumericDocValuesField("field", 102)));
+                iw.addDocument(singleton(new SortedNumericDocValuesField("field", 99)));
+            }, tTest -> fail("Should have thrown exception"), fieldType)
+        );
+        assertEquals(
+            "The same field [field] is used for both population but no filters are specified.",
+            ex.getMessage());
+    }
+
     public void testMultipleUnpairedValues() throws IOException {
         TTestType tTestType = randomFrom(TTestType.HETEROSCEDASTIC, TTestType.HOMOSCEDASTIC);
         testCase(new MatchAllDocsQuery(), tTestType, iw -> {
@@ -151,6 +184,15 @@ public class TTestAggregatorTests extends AggregatorTestCase {
         }, tTest -> assertEquals(tTestType == TTestType.HETEROSCEDASTIC ? 0.0607303911 : 0.01718374671, tTest.getValue(), 0.000001));
     }
 
+    public void testUnpairedValuesWithFilters() throws IOException {
+        TTestType tTestType = randomFrom(TTestType.HETEROSCEDASTIC, TTestType.HOMOSCEDASTIC);
+        testCase(new MatchAllDocsQuery(), tTestType, iw -> {
+            iw.addDocument(asList(new SortedNumericDocValuesField("a", 102), new SortedNumericDocValuesField("a", 103),
+                new SortedNumericDocValuesField("b", 89)));
+            iw.addDocument(asList(new SortedNumericDocValuesField("a", 99), new SortedNumericDocValuesField("b", 93)));
+        }, tTest -> assertEquals(tTestType == TTestType.HETEROSCEDASTIC ? 0.0607303911 : 0.01718374671, tTest.getValue(), 0.000001));
+    }
+
     public void testMissingValues() throws IOException {
         TTestType tTestType = randomFrom(TTestType.values());
         testCase(new MatchAllDocsQuery(), tTestType, iw -> {
@@ -434,12 +476,12 @@ public class TTestAggregatorTests extends AggregatorTestCase {
             a(fieldInA ? a : b).b(fieldInA ? b : a).testType(tTestType);
 
         testCase(aggregationBuilder, new MatchAllDocsQuery(), iw -> {
-                iw.addDocument(singleton(new NumericDocValuesField("field", 1)));
-                iw.addDocument(singleton(new NumericDocValuesField("field", 2)));
-                iw.addDocument(singleton(new NumericDocValuesField("field", 3)));
-            }, (Consumer<InternalTTest>) tTest -> {
-                assertEquals(tTestType == TTestType.PAIRED ? 0 : 0.5733922538, tTest.getValue(), 0.000001);
-            }, fieldType);
+            iw.addDocument(singleton(new NumericDocValuesField("field", 1)));
+            iw.addDocument(singleton(new NumericDocValuesField("field", 2)));
+            iw.addDocument(singleton(new NumericDocValuesField("field", 3)));
+        }, (Consumer<InternalTTest>) tTest -> {
+            assertEquals(tTestType == TTestType.PAIRED ? 0 : 0.5733922538, tTest.getValue(), 0.000001);
+        }, fieldType);
     }
 
     public void testPaired() throws IOException {
@@ -492,7 +534,6 @@ public class TTestAggregatorTests extends AggregatorTestCase {
         }, fieldType1, fieldType2);
     }
 
-
     public void testHeteroscedastic() throws IOException {
         MappedFieldType fieldType1 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
         fieldType1.setName("a");
@@ -520,6 +561,93 @@ public class TTestAggregatorTests extends AggregatorTestCase {
         }, fieldType1, fieldType2);
     }
 
+    public void testFiltered() throws IOException {
+        TTestType tTestType = randomFrom(TTestType.values());
+        MappedFieldType fieldType1 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
+        fieldType1.setName("a");
+        MappedFieldType fieldType2 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
+        fieldType2.setName("b");
+        TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder("t_test")
+            .a(new MultiValuesSourceFieldConfig.Builder().setFieldName("a").setFilter(QueryBuilders.termQuery("b", 1)).build())
+            .b(new MultiValuesSourceFieldConfig.Builder().setFieldName("a").setFilter(QueryBuilders.termQuery("b", 2)).build())
+            .testType(tTestType);
+        int tails = randomIntBetween(1, 2);
+        if (tails == 1 || randomBoolean()) {
+            aggregationBuilder.tails(tails);
+        }
+        CheckedConsumer<RandomIndexWriter, IOException> buildIndex = iw -> {
+            iw.addDocument(asList(new NumericDocValuesField("a", 102), new IntPoint("b", 1)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 99), new IntPoint("b", 1)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 111), new IntPoint("b", 1)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 97), new IntPoint("b", 1)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 101), new IntPoint("b", 1)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 99), new IntPoint("b", 1)));
+
+            iw.addDocument(asList(new NumericDocValuesField("a", 89), new IntPoint("b", 2)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 93), new IntPoint("b", 2)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 72), new IntPoint("b", 2)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 98), new IntPoint("b", 2)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 102), new IntPoint("b", 2)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 98), new IntPoint("b", 2)));
+
+            iw.addDocument(asList(new NumericDocValuesField("a", 189), new IntPoint("b", 3)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 193), new IntPoint("b", 3)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 172), new IntPoint("b", 3)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 198), new IntPoint("b", 3)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 1102), new IntPoint("b", 3)));
+            iw.addDocument(asList(new NumericDocValuesField("a", 198), new IntPoint("b", 3)));
+        };
+        if (tTestType == TTestType.PAIRED) {
+            IllegalArgumentException ex = expectThrows(IllegalArgumentException.class, () ->
+                testCase(aggregationBuilder, new MatchAllDocsQuery(), buildIndex, tTest -> fail("Should have thrown exception"),
+                    fieldType1, fieldType2)
+            );
+            assertEquals("Paired t-test doesn't support filters", ex.getMessage());
+        } else {
+            testCase(aggregationBuilder, new MatchAllDocsQuery(), buildIndex, (Consumer<InternalTTest>) ttest -> {
+                if (tTestType == TTestType.HOMOSCEDASTIC) {
+                    assertEquals(0.03928288693 * tails, ttest.getValue(), 0.00001);
+                } else {
+                    assertEquals(0.04538666214 * tails, ttest.getValue(), 0.00001);
+                }
+            }, fieldType1, fieldType2);
+        }
+    }
+
+    public void testFilterByFilterOrScript() throws IOException {
+        boolean fieldInA = randomBoolean();
+        TTestType tTestType = randomFrom(TTestType.HOMOSCEDASTIC, TTestType.HETEROSCEDASTIC);
+
+        MappedFieldType fieldType1 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
+        fieldType1.setName("field");
+        MappedFieldType fieldType2 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
+        fieldType2.setName("term");
+
+        boolean filterTermOne = randomBoolean();
+
+        MultiValuesSourceFieldConfig.Builder a = new MultiValuesSourceFieldConfig.Builder().setFieldName("field").setFilter(
+            QueryBuilders.termQuery("term", filterTermOne? 1 : 2)
+        );
+        MultiValuesSourceFieldConfig.Builder b = new MultiValuesSourceFieldConfig.Builder().setScript(
+            new Script(ScriptType.INLINE, MockScriptEngine.NAME, TERM_FILTERING, Collections.singletonMap("term", filterTermOne? 2 : 1))
+        );
+
+        TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder("t_test").
+            a(fieldInA ? a.build() : b.build()).b(fieldInA ? b.build() : a.build()).testType(tTestType);
+
+        testCase(aggregationBuilder, new MatchAllDocsQuery(), iw -> {
+            iw.addDocument(asList(new NumericDocValuesField("field", 1), new IntPoint("term", 1), new NumericDocValuesField("term", 1)));
+            iw.addDocument(asList(new NumericDocValuesField("field", 2), new IntPoint("term", 1), new NumericDocValuesField("term", 1)));
+            iw.addDocument(asList(new NumericDocValuesField("field", 3), new IntPoint("term", 1), new NumericDocValuesField("term", 1)));
+
+            iw.addDocument(asList(new NumericDocValuesField("field", 4), new IntPoint("term", 2), new NumericDocValuesField("term", 2)));
+            iw.addDocument(asList(new NumericDocValuesField("field", 5), new IntPoint("term", 2), new NumericDocValuesField("term", 2)));
+            iw.addDocument(asList(new NumericDocValuesField("field", 6), new IntPoint("term", 2), new NumericDocValuesField("term", 2)));
+        }, (Consumer<InternalTTest>) tTest -> {
+            assertEquals(0.02131164113, tTest.getValue(), 0.000001);
+        }, fieldType1, fieldType2);
+    }
+
     private void testCase(Query query, TTestType type,
                           CheckedConsumer<RandomIndexWriter, IOException> buildIndex,
                           Consumer<InternalTTest> verify) throws IOException {

x-pack/plugin/src/test/resources/rest-api-spec/test/analytics/t_test.yml

@@ -0,0 +1,72 @@
+---
+setup:
+  - do:
+      bulk:
+        index: test
+        refresh: true
+        body:
+          - '{"index": {}}'
+          - '{"v1": 15.2, "v2": 15.9, "str": "a"}'
+          - '{"index": {}}'
+          - '{"v1": 15.3, "v2": 15.9, "str": "a"}'
+          - '{"index": {}}'
+          - '{"v1": 16.0, "v2": 15.2, "str": "b"}'
+          - '{"index": {}}'
+          - '{"v1": 15.1, "v2": 15.5, "str": "b"}'
+---
+"heteroscedastic t-test":
+  - do:
+      search:
+        size: 0
+        index: "test"
+        body:
+          aggs:
+            ttest:
+              t_test:
+                a:
+                  field: v1
+                b:
+                  field: v2
+  - match: { aggregations.ttest.value: 0.43066659210472646 }
+
+---
+"paired t-test":
+  - do:
+      search:
+        size: 0
+        index: "test"
+        body:
+          aggs:
+            ttest:
+              t_test:
+                a:
+                  field: v1
+                b:
+                  field: v2
+                type: paired
+
+  - match: { aggregations.ttest.value: 0.5632529432617406 }
+
+---
+"homoscedastic t-test with filters":
+  - do:
+      search:
+        size: 0
+        index: "test"
+        body:
+          aggs:
+            ttest:
+              t_test:
+                a:
+                  field: v1
+                  filter:
+                    term:
+                      str.keyword: a
+                b:
+                  field: v1
+                  filter:
+                    term:
+                      str.keyword: b
+                type: homoscedastic
+
+  - match: { aggregations.ttest.value: 0.5757355806262943 }