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Aggregate linear regression functions [CORE4722] #5029

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firebird-issue-importer opened this issue Mar 25, 2015 · 2 comments
Closed

Aggregate linear regression functions [CORE4722] #5029

firebird-issue-importer opened this issue Mar 25, 2015 · 2 comments

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@firebird-issue-importer

Submitted by: @asfernandes

Linear regression functions:

REGR_AVGX(Y, X) = SUM(X) / N
REGR_AVGY(Y, X) = SUM(Y) / N
REGR_COUNT(Y, X) = N
REGR_INTERCEPT(Y, X) = REGR_AVGY(Y, X) - REGR_SLOPE(Y, X) * REGR_AVG_X(Y, X)
REGR_R2(Y, X) = POWER(CORR(Y, X),2)
REGR_SLOPE(Y, X) = COVAR_POP(Y, X)
REGR_SXX(Y, X) = N * VAR_POP(X)
REGR_SXY(Y, X) = N * COVAR_POP(Y, X)
REGR_SYY(Y, X) = N * VAR_POP(Y)

Contributed by Hajime Nakagami.

Github pull request: https://github.com/FirebirdSQL/core/pull/4

Commits: 4554ee2 FirebirdSQL/fbt-repository@456b470

@firebird-issue-importer
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firebird-issue-importer commented Mar 25, 2015

Modified by: @asfernandes

assignee: Adriano dos Santos Fernandes [ asfernandes ]

description: Linear regression functions:

REGR_AVGX(Y, X) = SUM(X) / N
REGR_AVGY(Y, X) = SUM(Y) / N
REGR_COUNT(Y, X) = N
REGR_INTERCEPT(Y, X) = REGR_AVGY(Y, X) - REGR_SLOPE(Y, X) * REGR_AVG_X(Y, X)
REGR_R2(Y, X) = POWER(CORR(Y, X),2)
REGR_SLOPE(Y, X) = COVAR_POP(Y, X)
REGR_SXX(Y, X) = N * VAR_POP(X)
REGR_SXY(Y, X) = N * COVAR_POP(Y, X)
REGR_SYY(Y, X) = N * VAR_POP(Y)

Contributed by Hajime Nakagami.

=>

Linear regression functions:

REGR_AVGX(Y, X) = SUM(X) / N
REGR_AVGY(Y, X) = SUM(Y) / N
REGR_COUNT(Y, X) = N
REGR_INTERCEPT(Y, X) = REGR_AVGY(Y, X) - REGR_SLOPE(Y, X) * REGR_AVG_X(Y, X)
REGR_R2(Y, X) = POWER(CORR(Y, X),2)
REGR_SLOPE(Y, X) = COVAR_POP(Y, X)
REGR_SXX(Y, X) = N * VAR_POP(X)
REGR_SXY(Y, X) = N * COVAR_POP(Y, X)
REGR_SYY(Y, X) = N * VAR_POP(Y)

Contributed by Hajime Nakagami.

Github pull request: https://github.com/FirebirdSQL/core/pull/4

@firebird-issue-importer
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firebird-issue-importer commented Mar 25, 2015

Modified by: @asfernandes

status: Open [ 1 ] => Resolved [ 5 ]

resolution: Fixed [ 1 ]

Fix Version: 3.0 Beta 2 [ 10586 ]

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