54 lines
1.3 KiB
MySQL
54 lines
1.3 KiB
MySQL
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--
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-- Calculate basic statistics of a given dataset
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--
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-- @param in_array A numeric array of numbers
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--
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-- Returns: statistical quantity chosen
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--
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-- References: http://www.itl.nist.gov/div898/handbook/eda/section3/eda35b.htm
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--
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-- Calculate kurtosis
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CREATE OR REPLACE FUNCTION @extschema@.CDB_Kurtosis ( in_array NUMERIC[] ) RETURNS NUMERIC as $$
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DECLARE
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a numeric;
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c numeric;
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k numeric;
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BEGIN
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SELECT AVG(e), COUNT(e)::numeric * power(stddev(e),4) INTO a, c FROM ( SELECT unnest(in_array) e ) x;
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IF c=0 THEN
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RETURN 0;
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ELSE
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EXECUTE 'SELECT sum(power($1 - e, 4)) / ($2 ) - 3
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FROM (SELECT unnest($3) e ) x'
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INTO k
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USING a, c, in_array;
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RETURN k;
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END IF;
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END;
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$$ language plpgsql IMMUTABLE STRICT PARALLEL SAFE;
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-- Calculate skewness
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CREATE OR REPLACE FUNCTION @extschema@.CDB_Skewness ( in_array NUMERIC[] ) RETURNS NUMERIC as $$
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DECLARE
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a numeric;
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c numeric;
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sk numeric;
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BEGIN
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SELECT AVG(e), COUNT(e)::numeric * power(stddev(e),3) INTO a, c FROM ( SELECT unnest(in_array) e ) x;
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IF c=0 THEN
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RETURN 0;
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ELSE
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EXECUTE 'SELECT sum(power($1 - e, 3)) / ( $2 )
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FROM (SELECT unnest($3) e ) x'
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INTO sk
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USING a, c, in_array;
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RETURN sk;
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END IF;
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END;
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$$ language plpgsql IMMUTABLE STRICT PARALLEL SAFE;
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