cartodb-postgresql/scripts-available/CDB_Stats.sql

--
-- Calculate basic statistics of a given dataset
--
-- @param in_array A numeric array of numbers
--
-- Returns: statistical quantity chosen
-- 
-- References: http://www.itl.nist.gov/div898/handbook/eda/section3/eda35b.htm
--

-- Calculate kurtosis
CREATE OR REPLACE FUNCTION CDB_Kurtosis ( in_array NUMERIC[] ) RETURNS NUMERIC as $$
DECLARE
    a numeric;
    c numeric;
    s numeric;
    k numeric;
BEGIN
    SELECT AVG(e), COUNT(e)::numeric, stddev(e) INTO a, c, s FROM ( SELECT unnest(in_array) e ) x;

    EXECUTE 'SELECT sum(power($1 - e, 4)) / ( $2 * power($3, 4)) - 3
             FROM (SELECT unnest($4) e ) x'
    INTO k
    USING a, c, s, in_array;

    RETURN k;
END;
$$ language plpgsql IMMUTABLE;

-- Calculate skewness
CREATE OR REPLACE FUNCTION CDB_Skewness ( in_array NUMERIC[] ) RETURNS NUMERIC as $$
DECLARE
    a numeric;
    c numeric;
    s numeric;
    sk numeric;
BEGIN
    SELECT AVG(e), COUNT(e)::numeric, stddev(e) INTO a, c, s FROM ( SELECT unnest(in_array) e ) x;

    EXECUTE 'SELECT sum(power($1 - e, 3)) / ( $2 * power($3, 3))
             FROM (SELECT unnest($4) e ) x'
    INTO sk
    USING a, c, s, in_array;

    RETURN sk;
END;
$$ language plpgsql IMMUTABLE;