sql

lib/sql/scripts-available/CDB_Stats.sql

@@ -0,0 +1,53 @@
+--
+-- 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 @extschema@.CDB_Kurtosis ( in_array NUMERIC[] ) RETURNS NUMERIC as $$
+DECLARE
+    a numeric;
+    c numeric;
+    k numeric;
+BEGIN
+    SELECT AVG(e), COUNT(e)::numeric * power(stddev(e),4) INTO a, c FROM ( SELECT unnest(in_array) e ) x;
+
+    IF c=0 THEN
+      RETURN 0;
+    ELSE
+
+      EXECUTE 'SELECT sum(power($1 - e, 4)) / ($2 ) - 3
+             FROM (SELECT unnest($3) e ) x'
+      INTO k
+      USING a, c, in_array;
+
+      RETURN k;
+    END IF;
+END;
+$$ language plpgsql IMMUTABLE STRICT PARALLEL SAFE;
+
+-- Calculate skewness
+CREATE OR REPLACE FUNCTION @extschema@.CDB_Skewness ( in_array NUMERIC[] ) RETURNS NUMERIC as $$
+DECLARE
+    a numeric;
+    c numeric;
+    sk numeric;
+BEGIN
+    SELECT AVG(e), COUNT(e)::numeric * power(stddev(e),3) INTO a, c FROM ( SELECT unnest(in_array) e ) x;
+    IF c=0 THEN
+      RETURN 0;
+    ELSE
+      EXECUTE 'SELECT sum(power($1 - e, 3)) / ( $2 )
+             FROM (SELECT unnest($3) e ) x'
+      INTO sk
+      USING a, c, in_array;
+
+      RETURN sk;
+    END IF;
+END;
+$$ language plpgsql IMMUTABLE STRICT PARALLEL SAFE;