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