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?
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?
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;
;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
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