adding skewness
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@ -1,18 +1,15 @@
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--
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--
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-- Calculate the Pearson kurtosis of the input data
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-- Calculate basic statistics of a given dataset
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--
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--
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-- @param in_array A numeric array of numbers to determine the best
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-- @param in_array A numeric array of numbers
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-- to determine the bin boundary
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--
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--
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-- @param breaks The number of bins you want to find.
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-- Returns: statistical quantity chosen
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--
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--
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-- Returns: upper edges of bins
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--
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--
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--
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--
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-- Calculate Pearson's moment coefficient of kurtosis
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CREATE OR REPLACE FUNCTION CDB_Kurtosis ( in_array NUMERIC[] ) RETURNS NUMERIC as $$
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CREATE OR REPLACE FUNCTION CDB_Kurtosis ( in_array NUMERIC[] ) RETURNS NUMERIC as $$
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DECLARE
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DECLARE
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a numeric;
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a numeric;
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c numeric;
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c numeric;
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s numeric;
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s numeric;
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@ -22,12 +19,32 @@ BEGIN
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RAISE NOTICE 'avg: %, cnt: %, std: %', a, c, s;
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RAISE NOTICE 'avg: %, cnt: %, std: %', a, c, s;
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EXECUTE '
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EXECUTE 'SELECT sum(power($1 - e, 4)) / ( $2 * power($3, 4))
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SELECT sum(power($1 - e,4)) / ( $2 * power($3, 4))
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FROM (SELECT unnest($4) e ) x'
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FROM (SELECT unnest($4) e ) x'
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INTO k
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INTO k
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USING a, c, s, in_array;
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USING a, c, s, in_array;
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RETURN k;
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RETURN k;
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END;
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END;
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$$ language plpgsql IMMUTABLE;
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$$ language plpgsql IMMUTABLE;
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-- Calculate Pearson's moment coefficient of skewness
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CREATE OR REPLACE FUNCTION CDB_Skewness ( in_array NUMERIC[] ) RETURNS NUMERIC as $$
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DECLARE
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a numeric;
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c numeric;
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s numeric;
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sk numeric;
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BEGIN
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SELECT AVG(e), COUNT(e)::numeric, stddev(e) INTO a, c, s FROM ( SELECT unnest(in_array) e ) x;
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RAISE NOTICE 'avg: %, cnt: %, std: %', a, c, s;
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EXECUTE 'SELECT sum(power($1 - e, 3)) / ( $2 * power($3, 3))
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FROM (SELECT unnest($4) e ) x'
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INTO sk
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USING a, c, s, in_array;
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RETURN sk;
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END;
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$$ language plpgsql IMMUTABLE;
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