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src/pg/sql/18_outliers.sql
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52
src/pg/sql/18_outliers.sql
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CREATE OR REPLACE FUNCTION CDB_StaticOutlier(attr numeric, threshold numeric)
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RETURNS numeric
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AS $$
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BEGIN
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RETURN attr > threshold;
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END;
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$$ LANGUAGE plpgsql;
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CREATE OR REPLACE FUNCTION CDB_PercentOutlier(attr numeric[], outlier_fraction numeric, ids int[])
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RETURNS TABLE(outlier boolean, rowid int)
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AS $$
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DECLARE
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avg_val numeric;
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out_vals boolean[];
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BEGIN
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SELECT avg(i) INTO avg_val FROM unnest(attr) As x(i);
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SELECT array_agg( i > avg_val * outlier_fraction) INTO out_vals
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FROM unnest(attr) As x(i);
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RETURN QUERY
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SELECT unnest(out_vals) As outlier,
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unnest(ids) As rowid;
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END;
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$$ LANGUAGE plpgsql;
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CREATE OR REPLACE FUNCTION CDB_StdDevOutlier(attrs numeric[], num_deviations numeric, ids int[])
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RETURNS TABLE(outlier boolean, rowid int)
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AS $$
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DECLARE
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stddev_val numeric;
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avg_val numeric;
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out_vals boolean[];
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BEGIN
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SELECT stddev(i), avg(i) INTO stddev_val, avg_val
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FROM unnest(attrs) As x(i);
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SELECT array_agg(abs(i - avg_val) / stddev_val > num_deviations) INTO out_vals
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FROM unnest(attrs) As x(i);
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RETURN QUERY
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SELECT unnest(out_vals) As outlier,
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unnest(ids) As rowid;
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END;
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$$ LANGUAGE plpgsql;
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