Merge branch 'develop' into adds-nonspatial-kmeans

src/pg/sql/16_getis.sql

@@ -0,0 +1,18 @@
+-- Getis-Ord's G
+-- Hotspot/Coldspot Analysis tool
+CREATE OR REPLACE FUNCTION
+  CDB_GetisOrdsG(
+      subquery TEXT,
+      column_name TEXT,
+      w_type TEXT DEFAULT 'knn',
+      num_ngbrs INT DEFAULT 5,
+      permutations INT DEFAULT 999,
+      geom_col TEXT DEFAULT 'the_geom',
+      id_col TEXT DEFAULT 'cartodb_id')
+RETURNS TABLE (z_score NUMERIC, p_value NUMERIC, p_z_sim NUMERIC, rowid BIGINT)
+AS $$
+  from crankshaft.clustering import getis_ord
+  return getis_ord(subquery, column_name, w_type, num_ngbrs, permutations, geom_col, id_col)
+$$ LANGUAGE plpythonu;
+
+-- TODO: make a version that accepts the values as arrays

src/pg/sql/18_outliers.sql

@@ -0,0 +1,75 @@
+
+-- Find outliers using a static threshold
+--
+CREATE OR REPLACE FUNCTION CDB_StaticOutlier(column_value numeric, threshold numeric)
+RETURNS boolean
+AS $$
+BEGIN
+
+  RETURN column_value > threshold;
+
+END;
+$$ LANGUAGE plpgsql;
+
+-- Find outliers by a percentage above the threshold
+-- TODO: add symmetric option? `is_symmetric boolean DEFAULT false`
+
+CREATE OR REPLACE FUNCTION CDB_PercentOutlier(column_values numeric[], outlier_fraction numeric, ids int[])
+RETURNS TABLE(is_outlier boolean, rowid int)
+AS $$
+DECLARE
+  avg_val numeric;
+  out_vals boolean[];
+BEGIN
+
+  SELECT avg(i) INTO avg_val
+    FROM unnest(column_values) As x(i);
+
+  IF avg_val = 0 THEN
+    RAISE EXCEPTION 'Mean value is zero. Try another outlier method.';
+  END IF;
+
+  SELECT array_agg(
+           outlier_fraction < i / avg_val) INTO out_vals
+    FROM unnest(column_values) As x(i);
+
+  RETURN QUERY
+  SELECT unnest(out_vals) As is_outlier,
+         unnest(ids) As rowid;
+
+END;
+$$ LANGUAGE plpgsql;
+
+-- Find outliers above a given number of standard deviations from the mean
+
+CREATE OR REPLACE FUNCTION CDB_StdDevOutlier(column_values numeric[], num_deviations numeric, ids int[], is_symmetric boolean DEFAULT true)
+RETURNS TABLE(is_outlier boolean, rowid int)
+AS $$
+DECLARE
+  stddev_val numeric;
+  avg_val numeric;
+  out_vals boolean[];
+BEGIN
+
+  SELECT stddev(i), avg(i) INTO stddev_val, avg_val
+    FROM unnest(column_values) As x(i);
+
+  IF stddev_val = 0 THEN
+    RAISE EXCEPTION 'Standard deviation of input data is zero';
+  END IF;
+
+  IF is_symmetric THEN
+    SELECT array_agg(
+             abs(i - avg_val) / stddev_val > num_deviations) INTO out_vals
+      FROM unnest(column_values) As x(i);
+  ELSE
+    SELECT array_agg(
+             (i - avg_val) / stddev_val > num_deviations) INTO out_vals
+      FROM unnest(column_values) As x(i);
+  END IF;
+
+  RETURN QUERY
+  SELECT unnest(out_vals) As is_outlier,
+         unnest(ids) As rowid;
+END;
+$$ LANGUAGE plpgsql;