2011-10-11 108 views

回答

1

TSQL具有计算峰度所需的所有功能,但我认为您必须将它们放在一个自定义函数中。

这里有一个实现,我发现(参考:SolidQ

SELECT 
    Kurt = SUM(SQUARE(SQUARE(((Age*1.0-m.mean)/m.[StDev])))) * MIN(m.corrfact2) - MIN(m.subfact) 
FROM 
     vTargetMail v 
    CROSS JOIN 
     (
     SELECT 
      mean = AVG(Age*1.0), [StDev] = STDEV(Age), 
      corrfact2 = COUNT(*)*1.0 * (COUNT(*)+1)/(COUNT(*)-1)/(COUNT(*)-2)/(COUNT(*)-3), 
      subfact = 3.0 * SQUARE((COUNT(*)-1))/(COUNT(*)-2)/(COUNT(*)-3) 
     FROM vTargetMail v 
    ) AS m; 
0

我对此表示怀疑—这是一个晦涩难懂的函数,MySQL倾向于实现更接近数学基本核心的函数。

然而,Kurtosis计算自己相当简单。请参阅公式here

0

通过从http://blogs.solidq.com/en/sqlserver/skewness-and-kurtosis-part-1-t-sql-solution/#abh_postshttps://sqlwithpanks.wordpress.com/2016/06/22/kurtosis-a-measure-of-tailedness-of-the-distribution/结合的方法,下面是一个测试版工作:

;with v as (select floor(rand(convert(varbinary,newid()))*365)+1 as X from dbo.TblModel07_High), 
AGG as (SELECT m1 = AVG(X*1.0), sd1 = STDEV(X),corrfact1 = COUNT(*)*1.0/(COUNT(*)-1)/(COUNT(*)-2), 
[corrfact2] = COUNT(*)*1.0 * (COUNT(*)+1)/(COUNT(*)-1)/(COUNT(*)-2)/(COUNT(*)-3), 
[subfact] = 3.0 * SQUARE((COUNT(*)-1))/(COUNT(*)-2)/(COUNT(*)-3) from v) 
SELECT N=count(*), Xmin=min(X), Xmax=max(X),M = MIN(m1),SD = MIN(sd1),CV = min(sd1)/min(m1), 
Skew = SUM(((X*1.0 - m1)/sd1)*((X*1.0-m1)/sd1)*((X*1.0-m1)/sd1))* min(corrfact1), 
Kurt = SUM(SQUARE(SQUARE(((X * 1.0 - m1)/sd1)))) * min(corrfact2) - min(subfact)+3 from v cross apply 
(select m1,sd1,corrfact1,corrfact2,subfact from AGG) A 
相关问题