From: | Pierre Hsieh <pierre(dot)hsieh(at)gmail(dot)com> |
---|---|
To: | Paul Jungwirth <pj(at)illuminatedcomputing(dot)com> |
Cc: | rod(at)iol(dot)ie, Brian Dunavant <brian(at)omniti(dot)com>, Rémi Cura <remi(dot)cura(at)gmail(dot)com>, PostgreSQL <pgsql-general(at)postgresql(dot)org> |
Subject: | Re: Fwd: Ask for a question |
Date: | 2015-01-21 18:31:50 |
Message-ID: | CADT0GetX8v-=ysFiMMw1uucDhhtbZT0nJ0Dwso7n7kuOutOkOw@mail.gmail.com |
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Lists: | pgsql-general |
updated rule
[image: Inline image 1]
On Thu, Jan 22, 2015 at 2:28 AM, Pierre Hsieh <pierre(dot)hsieh(at)gmail(dot)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
>
> [image: Inline image 1]
>
> On Thu, Jan 22, 2015 at 2:15 AM, Paul Jungwirth <
> pj(at)illuminatedcomputing(dot)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(at)iol(dot)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(at)iol(dot)ie
>> >
>> >
>> > --
>> > Sent via pgsql-general mailing list (pgsql-general(at)postgresql(dot)org)
>> > To make changes to your subscription:
>> > http://www.postgresql.org/mailpref/pgsql-general
>>
>>
>>
>> --
>> _________________________________
>> Pulchritudo splendor veritatis.
>>
>
>
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