adding kurtosis

scripts-available/CDB_Stats.sql

@@ -0,0 +1,33 @@
+--
+-- Calculate the Pearson kurtosis of the input data
+--
+-- @param in_array A numeric array of numbers to determine the best
+--                   to determine the bin boundary
+--
+-- @param breaks The number of bins you want to find.
+--  
+--
+-- Returns: upper edges of bins
+-- 
+--
+
+CREATE OR REPLACE FUNCTION CDB_Kurtosis ( in_array NUMERIC[] ) RETURNS NUMERIC as $$
+DECLARE 
+    a numeric;
+    c numeric;
+    s numeric;
+    k numeric;
+BEGIN
+    SELECT AVG(e), COUNT(e)::numeric, stddev(e) INTO a, c, s FROM ( SELECT unnest(in_array) e ) x;
+
+    RAISE NOTICE 'avg: %, cnt: %, std: %', a, c, s;
+
+    EXECUTE '
+        SELECT sum(power($1 - e,4)) / ( $2 * power($3, 4))
+        FROM (SELECT unnest($4) e ) x'
+    INTO k
+    USING a, c, s, in_array;
+
+    RETURN k;
+END;
+$$ language plpgsql IMMUTABLE;