Thread: 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.


--
Raymond O'Donnell :: Galway :: Ireland
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.
>>
>>
>> --
>> Raymond O'Donnell :: Galway :: Ireland
>> rod@iol.ie
>>
>>
>> --
>> Sent via pgsql-general mailing list (pgsql-general@postgresql.org)
>> To make changes to your subscription:
>> http://www.postgresql.org/mailpref/pgsql-general
>
>

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.



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

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

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

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
>
>
> --
> Sent via pgsql-general mailing list (pgsql-general@postgresql.org)
> To make changes to your subscription:
> http://www.postgresql.org/mailpref/pgsql-general



--
_________________________________
Pulchritudo splendor veritatis.

Hi Raymond,

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

Pierre

On Thu, Jan 22, 2015 at 1:48 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

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
>>
>>
>> --
>> Sent via pgsql-general mailing list (pgsql-general@postgresql.org)
>> To make changes to your subscription:
>> http://www.postgresql.org/mailpref/pgsql-general
>
>
>
> --
> _________________________________
> Pulchritudo splendor veritatis.



--
_________________________________
Pulchritudo splendor veritatis.

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
>>>
>>>
>>> --
>>> Sent via pgsql-general mailing list (pgsql-general@postgresql.org)
>>> To make changes to your subscription:
>>> http://www.postgresql.org/mailpref/pgsql-general
>>
>>
>>
>> --
>> _________________________________
>> Pulchritudo splendor veritatis.
>
>
>
> --
> _________________________________
> Pulchritudo splendor veritatis.



--
_________________________________
Pulchritudo splendor veritatis.

updated rule

On Thu, Jan 22, 2015 at 2:28 AM, Pierre Hsieh <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

On Thu, Jan 22, 2015 at 2:15 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
>
>

> --
> Sent via pgsql-general mailing list (pgsql-general@postgresql.org)
> To make changes to your subscription:
> http://www.postgresql.org/mailpref/pgsql-general

--
_________________________________
Pulchritudo splendor veritatis.