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function libraries, tools and services for Microsoft SQL Server

 
 

SQLStatistics

Every kind of statistical test and metric
built right into the database layer

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  • X2 statistics and tests for goodness of fit to a distribution and for independence of outcomes
  • F-statistic and F-test to compare the variance of two populations
  • One & two sample (paired & unpaired) Student's T test statistics & results
  • Z-test statistic & result comparing predicted with observed means

  • Fisher transformation and its inverse
  • Complete & incomplete beta functions, inverses, complements & beta derivative
  • Gamma function, lower & upper incomplete gamma functions & inverses, log-gamma, gamma ratios, digamma, gamma derivative
  • Average absolute deviation, sum of squared deviations

  • Combinations and permutations
  •  Confidence intervals based on Normal and Student's T distributions
  • Pearson product moment correlation coefficient & its square
  • Sample and population co-variance of two data sets
  • Geometric mean, harmonic mean, quadratic mean, truncated mean & weighted power mean
  • Weighted averages,  weighted sample & population variances & standard deviations
  • Linear & exponential extrapolations for forecasting
  • Linear regression to determine slope and intercept
  • Median & quartiles (inclusive & exclusive), interquartile range, interquartile mean, tri-mean
  • Percentile & percentile rank, inclusive & exclusive

  • Average & absolute rank

  • Skewness, kurtosis and kurtosis excess

  • Range, mid-range, nth largest, nth smallest

  • Mode for continuous or discrete data

  • Cumulative product
  • Normalization of values based on supplied mean and standard deviation
  • Standard error of predicted values based on linear regression

  • Riemann zeta function for a complex number
  • All functions implemented as straightforward scalar or aggregate functions that can be used inline in queries

  • Multi-input aggregate functions, even in SQL2005