-- -- 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 $$ DECLARE a numeric; c numeric; s numeric; k numeric; BEGIN SELECT AVG(e), COUNT(e)::numeric, stddev(e) INTO a, c, s FROM ( SELECT unnest(in_array) e ) x; RAISE NOTICE 'avg: %, cnt: %, std: %', a, c, s; EXECUTE 'SELECT sum(power($1 - e, 4)) / ( $2 * power($3, 4)) - 3 FROM (SELECT unnest($4) e ) x' INTO k USING a, c, s, in_array; RETURN k; END; $$ language plpgsql IMMUTABLE; -- Calculate skewness CREATE OR REPLACE FUNCTION CDB_Skewness ( in_array NUMERIC[] ) RETURNS NUMERIC as $$ DECLARE a numeric; c numeric; s numeric; sk numeric; BEGIN SELECT AVG(e), COUNT(e)::numeric, stddev(e) INTO a, c, s FROM ( SELECT unnest(in_array) e ) x; RAISE NOTICE 'avg: %, cnt: %, std: %', a, c, s; EXECUTE 'SELECT sum(power($1 - e, 3)) / ( $2 * power($3, 3)) FROM (SELECT unnest($4) e ) x' INTO sk USING a, c, s, in_array; RETURN sk; END; $$ language plpgsql IMMUTABLE;