chanukyasds / pg_math

pg_math extension to support statistical distribution functions for PostgreSQL

pg_math -- compute statistical distribution functions in PostgreSQL

pg_math is a C extension that utilises the GSL (GNU Scientific Library) to support Postgresql for various types of statistical distribution functions.

Available Distributions

1. F-Distribution
2. Gaussian Distribution
3. Unit Gaussian Distribution
4. Gaussian Tail Distribution
5. Bivariate Gaussian Distribution
6. Exponential Distribution
7. Laplace Distribution
8. Exponential Power Distribution
9. Cauchy Distribution
10. Rayleigh Distribution
11. Rayleigh Tail Distribution
12. Landau Distribution
13. Gamma Distribution
14. Flat (Uniform) Distribution
15. Lognormal Distribution
16. Chi-squared Distribution
17. T-Distribution
18. Beta Distribution
19. Logistic Distribution
20. Pareto Distribution
21. Weibull Distribution
22. Type-1 Gumbel Distribution
23. Type-2 Gumbel Distribution
24. Poisson Distribution
25. Bernoulli Distribution
26. Binomial Distribution
27. Negative Binomial Distribution
28. Pascal Distribution
29. Geometric Distribution
30. Hypergeometric Distribution
31. Logarithmic Distribution

List of Functions

Note

Functions with prefix "cdf" computes cumulative distribution value

Functions with prefix "rdf" computes random distribution value

Distribution Type	Function Name	Return Type
F-Distribution	rdf_fdist(double precision,double precision,double precision)	double precision
F-Distribution	cdf_fdist_p(double precision,double precision,double precision)	double precision
F-Distribution	cdf_fdist_q(double precision,double precision,double precision)	double precision
F-Distribution	cdf_fdist_pinv(double precision,double precision,double precision)	double precision
F-Distribution	cdf_fdist_qinv(double precision,double precision,double precision)	double precision
Gaussian Distribution	rdf_gaussian(double precision,double precision)	double precision
Gaussian Distribution	cdf_gaussian_p(double precision,double precision)	double precision
Gaussian Distribution	cdf_gaussian_q(double precision,double precision)	double precision
Gaussian Distribution	cdf_gaussian_pinv(double precision,double precision)	double precision
Gaussian Distribution	cdf_gaussian_qinv(double precision,double precision)	double precision
Unit Gaussian Distribution	rdf_unit_gaussian(double precision)	double precision
Unit Gaussian Distribution	cdf_unit_gaussian_p(double precision)	double precision
Unit Gaussian Distribution	cdf_unit_gaussian_q(double precision)	double precision
Unit Gaussian Distribution	cdf_unit_gaussian_pinv(double precision)	double precision
Unit Gaussian Distribution	cdf_unit_gaussian_qinv(double precision)	double precision
Gaussian Tail Distribution	rdf_gaussian_tail(double precision,double precision,double precision)	double precision
Unit Gaussian Tail Distribution	rdf_unit_gaussian_tail(double precision,double precision)	double precision
Bivariate Gaussian Distribution	rdf_bivariate_gaussian(double precision,double precision,double precision,double precision,double precision)	double precision
Exponential Distribution	rdf_exponential(double precision,double precision)	double precision
Exponential Distribution	cdf_exponential_p(double precision,double precision)	double precision
Exponential Distribution	cdf_exponential_q(double precision,double precision)	double precision
Exponential Distribution	cdf_exponential_pinv(double precision,double precision)	double precision
Exponential Distribution	cdf_exponential_qinv(double precision,double precision)	double precision
Laplace Distribution	rdf_laplace(double precision,double precision)	double precision
Laplace Distribution	cdf_laplace_p(double precision,double precision)	double precision
Laplace Distribution	cdf_laplace_q(double precision,double precision)	double precision
Laplace Distribution	cdf_laplace_pinv(double precision,double precision)	double precision
Laplace Distribution	cdf_laplace_qinv(double precision,double precision)	double precision
Exponential Power Distribution	rdf_exppow(double precision,double precision,double precision)	double precision
Exponential Power Distribution	cdf_exppow_p(double precision,double precision,double precision)	double precision
Exponential Power Distribution	cdf_exppow_q(double precision,double precision,double precision)	double precision
Cauchy Distribution	rdf_cauchy(double precision,double precision)	double precision
Cauchy Distribution	cdf_cauchy_p(double precision,double precision)	double precision
Cauchy Distribution	cdf_cauchy_q(double precision,double precision)	double precision
Cauchy Distribution	cdf_cauchy_pinv(double precision,double precision)	double precision
Cauchy Distribution	cdf_cauchy_qinv(double precision,double precision)	double precision
Rayleigh Distribution	rdf_rayleigh(double precision,double precision)	double precision
Rayleigh Distribution	cdf_rayleigh_p(double precision,double precision)	double precision
Rayleigh Distribution	cdf_rayleigh_q(double precision,double precision)	double precision
Rayleigh Distribution	cdf_rayleigh_pinv(double precision,double precision)	double precision
Rayleigh Distribution	cdf_rayleigh_qinv(double precision,double precision)	double precision
Rayleigh Tail Distribution	rdf_rayleigh_tail(double precision,double precision,double precision)	double precision
Landau Distribution	rdf_landau(double precision)	double precision
Gamma Distribution	rdf_gamma(double precision,double precision,double precision)	double precision
Gamma Distribution	cdf_gamma_p(double precision,double precision,double precision)	double precision
Gamma Distribution	cdf_gamma_q(double precision,double precision,double precision)	double precision
Gamma Distribution	cdf_gamma_pinv(double precision,double precision,double precision)	double precision
Gamma Distribution	cdf_gamma_qinv(double precision,double precision,double precision)	double precision
Flat (Uniform) Distribution	rdf_flat_unif(double precision,double precision,double precision)	double precision
Flat (Uniform) Distribution	cdf_flat_unif_p(double precision,double precision,double precision)	double precision
Flat (Uniform) Distribution	cdf_flat_unif_q(double precision,double precision,double precision)	double precision
Flat (Uniform) Distribution	cdf_flat_unif_pinv(double precision,double precision,double precision)	double precision
Flat (Uniform) Distribution	cdf_flat_unif_qinv(double precision,double precision,double precision)	double precision
Lognormal Distribution	rdf_lognormal(double precision,double precision,double precision)	double precision
Lognormal Distribution	cdf_lognormal_p(double precision,double precision,double precision)	double precision
Lognormal Distribution	cdf_lognormal_q(double precision,double precision,double precision)	double precision
Lognormal Distribution	cdf_lognormal_pinv(double precision,double precision,double precision)	double precision
Lognormal Distribution	cdf_lognormal_qinv(double precision,double precision,double precision)	double precision
Chi-squared Distribution	rdf_chisq(double precision,double precision)	double precision
Chi-squared Distribution	cdf_chisq_p(double precision,double precision)	double precision
Chi-squared Distribution	cdf_chisq_q(double precision,double precision)	double precision
Chi-squared Distribution	cdf_chisq_pinv(double precision,double precision)	double precision
Chi-squared Distribution	cdf_chisq_qinv(double precision,double precision)	double precision
T-Distribution	rdf_tdist(double precision,double precision)	double precision
T-Distribution	cdf_tdist_p(double precision,double precision)	double precision
T-Distribution	cdf_tdist_q(double precision,double precision)	double precision
T-Distribution	cdf_tdist_pinv(double precision,double precision)	double precision
T-Distribution	cdf_tdist_qinv(double precision,double precision)	double precision
Beta Distribution	rdf_beta(double precision,double precision,double precision)	double precision
Beta Distribution	cdf_beta_p(double precision,double precision,double precision)	double precision
Beta Distribution	cdf_beta_q(double precision,double precision,double precision)	double precision
Beta Distribution	cdf_beta_pinv(double precision,double precision,double precision)	double precision
Beta Distribution	cdf_beta_qinv(double precision,double precision,double precision)	double precision
Logistic Distribution	rdf_logistic(double precision,double precision)	double precision
Logistic Distribution	cdf_logistic_p(double precision,double precision)	double precision
Logistic Distribution	cdf_logistic_q(double precision,double precision)	double precision
Logistic Distribution	cdf_logistic_pinv(double precision,double precision)	double precision
Logistic Distribution	cdf_logistic_qinv(double precision,double precision)	double precision
Pareto Distribution	rdf_pareto(double precision,double precision,double precision)	double precision
Pareto Distribution	cdf_pareto_p(double precision,double precision,double precision)	double precision
Pareto Distribution	cdf_pareto_q(double precision,double precision,double precision)	double precision
Pareto Distribution	cdf_pareto_pinv(double precision,double precision,double precision)	double precision
Pareto Distribution	cdf_pareto_qinv(double precision,double precision,double precision)	double precision
Weibull Distribution	rdf_weibull(double precision,double precision,double precision)	double precision
Weibull Distribution	cdf_weibull_p(double precision,double precision,double precision)	double precision
Weibull Distribution	cdf_weibull_q(double precision,double precision,double precision)	double precision
Weibull Distribution	cdf_weibull_pinv(double precision,double precision,double precision)	double precision
Weibull Distribution	cdf_weibull_qinv(double precision,double precision,double precision)	double precision
Type-1 Gumbel Distribution	rdf_gumbel1(double precision,double precision,double precision)	double precision
Type-1 Gumbel Distribution	cdf_gumbel1_p(double precision,double precision,double precision)	double precision
Type-1 Gumbel Distribution	cdf_gumbel1_q(double precision,double precision,double precision)	double precision
Type-1 Gumbel Distribution	cdf_gumbel1_pinv(double precision,double precision,double precision)	double precision
Type-1 Gumbel Distribution	cdf_gumbel1_qinv(double precision,double precision,double precision)	double precision
Type-2 Gumbel Distribution	rdf_gumbel2(double precision,double precision,double precision)	double precision
Type-2 Gumbel Distribution	cdf_gumbel2_p(double precision,double precision,double precision)	double precision
Type-2 Gumbel Distribution	cdf_gumbel2_q(double precision,double precision,double precision)	double precision
Type-2 Gumbel Distribution	cdf_gumbel2_pinv(double precision,double precision,double precision)	double precision
Type-2 Gumbel Distribution	cdf_gumbel2_qinv(double precision,double precision,double precision)	double precision
Poisson Distribution	rdf_poisson(integer,double precision)	double precision
Poisson Distribution	cdf_poisson_p(integer,double precision)	double precision
Poisson Distribution	cdf_poisson_q(integer,double precision)	double precision
Bernoulli Distribution	rdf_bernoulli(integer,double precision)	double precision
Binomial Distribution	rdf_binomial(integer,double precision,integer)	double precision
Binomial Distribution	cdf_binomial_p(integer,double precision,integer)	double precision
Binomial Distribution	cdf_binomial_q(integer,double precision,integer)	double precision
Negative Binomial Distribution	rdf_negative_binomial(integer,double precision,double precision)	double precision
Negative Binomial Distribution	cdf_negative_binomial_p(integer,double precision,double precision)	double precision
Negative Binomial Distribution	cdf_negative_binomial_q(integer,double precision,double precision)	double precision
Pascal Distribution	rdf_pascal(integer,double precision,integer)	double precision
Pascal Distribution	cdf_pascal_p(integer,double precision,integer)	double precision
Pascal Distribution	cdf_pascal_q(integer,double precision,integer)	double precision
Geometric Distribution	rdf_geometric(integer,double precision)	double precision
Geometric Distribution	cdf_geometric_p(integer,double precision)	double precision
Geometric Distribution	cdf_geometric_q(integer,double precision)	double precision
Hypergeometric Distribution	rdf_hypergeometric(integer,integer,integer,integer)	double precision
Hypergeometric Distribution	cdf_hypergeometric_p(integer,integer,integer,integer)	double precision
Hypergeometric Distribution	cdf_hypergeometric_q(integer,integer,integer,integer)	double precision
Logarithmic Distribution	rdf_logarithmic(integer,double precision)	double precision

Dependencies

libgsl (GSL - GNU Scientific Library) package is required to compile this extension.

For Ubuntu:

sudo apt-get install libgsl-dev

For Fedora:

sudo dnf -y install gsl

or

sudo yum -y install gsl

For Mac:

brew install gsl

Installation

1.Clone the repo

git clone https://github.com/chanukyasds/pg_math.git

2.Compile and install

cd pg_math
make
make install

3.Create extension on database

CREATE EXTENSION pg_math;

Usage

select cdf_gaussian_qinv(0.05,5);

Future development

1. Regression tests

2. Multi-column aggregates to perform statistics