Fwd: Ask for a question

On 21/01/2015 14:38, Pierre Hsieh wrote:

Hi,

Would you please tell me whether PostgreSQL can execute the following
tasks? If not, please also tell me which one can help me for that. Thanks

Not clear what you're asking, but if you just want to find the standard
deviation of a sample then that's no problem:

http://www.postgresql.org/docs/9.4/static/functions-aggregate.html#FUNCTIONS-AGGREGATE-STATISTICS-TABLE

Hope this helps,

Ray.

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More bluntly maybe :

if you can do it in Excel,
you can do it in Postgres.

Cheers,
Rémi-C

2015-01-21 16:37 GMT+01:00 Raymond O'Donnell <rod@iol.ie>:

This is not quite true. I don't believe there are any flight
simulator easter-eggs hidden inside the Postgres code. :)

On Wed, Jan 21, 2015 at 10:59 AM, Rémi Cura <remi.cura@gmail.com> wrote:

More bluntly maybe :

if you can do it in Excel,
you can do it in Postgres.

Cheers,
Rémi-C

2015-01-21 16:37 GMT+01:00 Raymond O'Donnell <rod@iol.ie>:

On 21/01/2015 14:38, Pierre Hsieh wrote:

Hi,

Would you please tell me whether PostgreSQL can execute the following
tasks? If not, please also tell me which one can help me for that.
Thanks

Not clear what you're asking, but if you just want to find the standard
deviation of a sample then that's no problem:

http://www.postgresql.org/docs/9.4/static/functions-aggregate.html#FUNCTIONS-AGGREGATE-STATISTICS-TABLE

Hope this helps,

Ray.

--
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On 21/01/2015 16:06, Brian Dunavant wrote:

This is not quite true. I don't believe there are any flight
simulator easter-eggs hidden inside the Postgres code. :)

No? Awww..... :-)

Ray.

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Hi guys,

Thanks for your replies.

I certainly can use VBA and ADODB object in Excel to do it. Due to
performance, I wanna try to do it by SQL command in PG. However, I am not
expert in PG, so I need few help from your guys. Let me to describe my
question clearly as following.

The final results which I wanna get
are STDDEV(a1,a2,a3,...), STDDEV(b1,b2,b3,...), ..etc. I definitely know
how to use standard deviation function in PG, but the critical problem for
me is how to calculate a1, a2, a3, b1, b2, b3...etc. The rule to calculate
them is a little complicated because it needs not only moving window
function but also few logical rules. Please see details as following or
attachment. I put some colors in rules. Hopefully, it's easier for you guys
to read them. Thanks

I really need the helps from your guys. Please give me some suggestions.
Thanks.

Pierre

[image: Inline image 1]

On Thu, Jan 22, 2015 at 12:42 AM, Raymond O'Donnell <rod@iol.ie> wrote:

On 21/01/2015 17:32, Pierre Hsieh wrote:

Hi guys,

Thanks for your replies.

I certainly can use VBA and ADODB object in Excel to do it. Due to
performance, I wanna try to do it by SQL command in PG. However, I am
not expert in PG, so I need few help from your guys. Let me to describe
my question clearly as following.

The final results which I wanna get
are STDDEV(a1,a2,a3,...), STDDEV(b1,b2,b3,...), ..etc. I definitely know
how to use standard deviation function in PG, but the critical problem
for me is how to calculate a1, a2, a3, b1, b2, b3...etc. The rule to
calculate them is a little complicated because it needs not only moving
window function but also few logical rules. Please see details as
following or attachment. I put some colors in rules. Hopefully, it's
easier for you guys to read them. Thanks

Sorry, either I'm being stupid or your description isn't clear. Can you
show your table structure, ideally with some sample data, and what you
hope to get from the query?

Ray.

--
Raymond O'Donnell :: Galway :: Ireland
rod@iol.ie

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Hi Raymond,

Thanks for your reply. Please see detail as following. Thanks again.

Pierre

[image: Inline image 1]

On Thu, Jan 22, 2015 at 1:48 AM, Raymond O'Donnell <rod@iol.ie> wrote:

On 21/01/2015 18:02, Pierre Hsieh wrote:

Hi Raymond,

Thanks for your reply. Please see detail as following. Thanks again.

Can you describe *in words* what sort of calculation you want to do?

Ray.

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rod@iol.ie

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Hi Pierre,

It looks like you're saying that each row has an id plus three numeric
columns, and you want the stddev calculated from the three numeric
columns? In that case you could do this:

create table foo (id integer, a float, b float, c float);
insert into foo values (1, 2,3,4);
insert into foo values (2, 2,3,4);
select id, stddev(x) from (select id, unnest(array[a,b,c]) x from foo)
bar group by id;
id | stddev
----+--------
1 | 1
2 | 1
(2 rows)

But if that's correct, then I think your table is badly structured for
a relational database. It might be better to have just two columns: an
id and *one* numeric value. Or perhaps an id and an array of numeric
values if you really want all values in one row.

At a higher level, if you are really taking the stddev of a sample of
size 3, you should reconsider applying statistical analysis to your
problem at all.

I hope this helps!

Paul

On Wed, Jan 21, 2015 at 10:09 AM, Raymond O'Donnell <rod@iol.ie> wrote:

On 21/01/2015 18:02, Pierre Hsieh wrote:

Hi Raymond,

Thanks for your reply. Please see detail as following. Thanks again.

Can you describe *in words* what sort of calculation you want to do?

Ray.

--
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rod@iol.ie

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On 01/21/2015 11:02 AM, Pierre Hsieh wrote:

Hi Raymond,

Thanks for your reply. Please see detail as following. Thanks again.

Pierre

Inline image 1

On Thu, Jan 22, 2015 at 1:48 AM, Raymond O'Donnell <rod@iol.ie
<mailto:rod@iol.ie>> wrote:

On 21/01/2015 17:32, Pierre Hsieh wrote:

Hi guys,

Thanks for your replies.

I certainly can use VBA and ADODB object in Excel to do it. Due to
performance, I wanna try to do it by SQL command in PG. However,

I am

not expert in PG, so I need few help from your guys. Let me to

describe

my question clearly as following.

The final results which I wanna get
are STDDEV(a1,a2,a3,...), STDDEV(b1,b2,b3,...), ..etc. I

definitely know

how to use standard deviation function in PG, but the critical

problem

for me is how to calculate a1, a2, a3, b1, b2, b3...etc. The rule to
calculate them is a little complicated because it needs not only

moving

window function but also few logical rules. Please see details as
following or attachment. I put some colors in rules. Hopefully, it's
easier for you guys to read them. Thanks

Sorry, either I'm being stupid or your description isn't clear.
Can you
show your table structure, ideally with some sample data, and what you
hope to get from the query?

Ray.

--
Raymond O'Donnell :: Galway :: Ireland
rod@iol.ie <mailto:rod@iol.ie>

If you have a four column table as defined in your spreadsheet, with
column names A,B,C,D
select rowsum = B - (C*A) +D;
might get you the sums you need but I don't understand the grouping of
these for the STDDEV function

Hi Pierre,

Looking at your Excel document I think I misinterpreted, and you are
trying to take the stddev of each column separately (which makes a lot
more sense!). In the case you can say this:

select id, stddev(a), stddev(b), stddev(c) from foo group by id;

Paul

On Wed, Jan 21, 2015 at 10:15 AM, Paul Jungwirth
<pj@illuminatedcomputing.com> wrote:

Hi Pierre,

It looks like you're saying that each row has an id plus three numeric
columns, and you want the stddev calculated from the three numeric
columns? In that case you could do this:

create table foo (id integer, a float, b float, c float);
insert into foo values (1, 2,3,4);
insert into foo values (2, 2,3,4);
select id, stddev(x) from (select id, unnest(array[a,b,c]) x from foo)
bar group by id;
id | stddev
----+--------
1 | 1
2 | 1
(2 rows)

But if that's correct, then I think your table is badly structured for
a relational database. It might be better to have just two columns: an
id and *one* numeric value. Or perhaps an id and an array of numeric
values if you really want all values in one row.

At a higher level, if you are really taking the stddev of a sample of
size 3, you should reconsider applying statistical analysis to your
problem at all.

I hope this helps!

Paul

On Wed, Jan 21, 2015 at 10:09 AM, Raymond O'Donnell <rod@iol.ie> wrote:

On 21/01/2015 18:02, Pierre Hsieh wrote:

Hi Raymond,

Thanks for your reply. Please see detail as following. Thanks again.

Can you describe *in words* what sort of calculation you want to do?

Ray.

--
Raymond O'Donnell :: Galway :: Ireland
rod@iol.ie

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Oh sorry, you should leave off the grouping:

select stddev(a), stddev(b), stddev(c) from foo;

Paul

On Wed, Jan 21, 2015 at 10:24 AM, Paul Jungwirth
<pj@illuminatedcomputing.com> wrote:

Hi Pierre,

Looking at your Excel document I think I misinterpreted, and you are
trying to take the stddev of each column separately (which makes a lot
more sense!). In the case you can say this:

select id, stddev(a), stddev(b), stddev(c) from foo group by id;

Paul

On Wed, Jan 21, 2015 at 10:15 AM, Paul Jungwirth
<pj@illuminatedcomputing.com> wrote:

Hi Pierre,

It looks like you're saying that each row has an id plus three numeric
columns, and you want the stddev calculated from the three numeric
columns? In that case you could do this:

create table foo (id integer, a float, b float, c float);
insert into foo values (1, 2,3,4);
insert into foo values (2, 2,3,4);
select id, stddev(x) from (select id, unnest(array[a,b,c]) x from foo)
bar group by id;
id | stddev
----+--------
1 | 1
2 | 1
(2 rows)

But if that's correct, then I think your table is badly structured for
a relational database. It might be better to have just two columns: an
id and *one* numeric value. Or perhaps an id and an array of numeric
values if you really want all values in one row.

At a higher level, if you are really taking the stddev of a sample of
size 3, you should reconsider applying statistical analysis to your
problem at all.

I hope this helps!

Paul

On Wed, Jan 21, 2015 at 10:09 AM, Raymond O'Donnell <rod@iol.ie> wrote:

On 21/01/2015 18:02, Pierre Hsieh wrote:

Hi Raymond,

Thanks for your reply. Please see detail as following. Thanks again.

Can you describe *in words* what sort of calculation you want to do?

Ray.

--
Raymond O'Donnell :: Galway :: Ireland
rod@iol.ie

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Pulchritudo splendor veritatis.

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Thanks for your reply.

Let me to describe the purpose for this calculation roughly.

Column B is for the price of stock.
Column C & D are the slope and interception of linear regression
from Column B.
The final result which I need is the standard deviation on the difference
between stock price and the implied price from linear regression by each
250 historical data(moving window)

Hopefully, it's clear for you to understand this calculation. Thanks

[image: Inline image 1]

On Thu, Jan 22, 2015 at 2:15 AM, Paul Jungwirth <pj@illuminatedcomputing.com

updated rule

[image: Inline image 1]

On Thu, Jan 22, 2015 at 2:28 AM, Pierre Hsieh <pierre.hsieh@gmail.com>
wrote:

On 01/21/2015 11:31 AM, Pierre Hsieh wrote:

updated rule

Inline image 1

On Thu, Jan 22, 2015 at 2:28 AM, Pierre Hsieh <pierre.hsieh@gmail.com
<mailto:pierre.hsieh@gmail.com>> wrote:

Thanks for your reply.

Let me to describe the purpose for this calculation roughly.

Column B is for the price of stock.
Column C & D are the slope and interception of linear regression
from Column B.
The final result which I need is the standard deviation on the
difference between stock price and the implied price from linear
regression by each 250 historical data(moving window)

Hopefully, it's clear for you to understand this calculation. Thanks

Inline image 1

On Thu, Jan 22, 2015 at 2:15 AM, Paul Jungwirth
<pj@illuminatedcomputing.com <mailto:pj@illuminatedcomputing.com>>
wrote:

Hi Pierre,

It looks like you're saying that each row has an id plus three
numeric
columns, and you want the stddev calculated from the three numeric
columns? In that case you could do this:

create table foo (id integer, a float, b float, c float);
insert into foo values (1, 2,3,4);
insert into foo values (2, 2,3,4);
select id, stddev(x) from (select id, unnest(array[a,b,c]) x
from foo)
bar group by id;
id | stddev
----+--------
1 | 1
2 | 1
(2 rows)

But if that's correct, then I think your table is badly
structured for
a relational database. It might be better to have just two
columns: an
id and *one* numeric value. Or perhaps an id and an array of
numeric
values if you really want all values in one row.

At a higher level, if you are really taking the stddev of a
sample of
size 3, you should reconsider applying statistical analysis to
your
problem at all.

I hope this helps!

Paul

On Wed, Jan 21, 2015 at 10:09 AM, Raymond O'Donnell
<rod@iol.ie <mailto:rod@iol.ie>> wrote:

On 21/01/2015 18:02, Pierre Hsieh wrote:

Hi Raymond,

Thanks for your reply. Please see detail as following.

Thanks again.

Can you describe *in words* what sort of calculation you

want to do?

Ray.

--
Raymond O'Donnell :: Galway :: Ireland
rod@iol.ie <mailto:rod@iol.ie>

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You need to define a window function which captures 250 rows,
seqentially then apply the arithmetic stddev(b - (d *
(current-window-position % 250) + c)