SQL Server是否有类似于Excel的KURT函数的等效函数?

3

Excel有一个KURT函数,用于返回数据集的峰度。SQL Server有等效的聚合函数吗?

3个回答

1

TSQL具有计算峰度所需的所有函数,但我认为您需要自己在自定义函数中将它们全部组合起来。

这是我找到的一个实现(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;

如果提供的查询满足以下条件之一,将会失败:1)少于4个值(请注意除以COUNT(*)-1/2/3),2)当所有值都相同时(即标准差为0)。db<>fiddle演示 - Lukasz Szozda

0
通过结合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/的方法,以下是经过测试的工作版本:
;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

0

我怀疑这个函数——它是一个晦涩的函数,而MySQL倾向于只实现更接近数学基础核心的函数。

然而,峰度可以很容易地自己计算。请参见此处的公式。


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