SQLStatistics

SQLStatistics extends the T-SQL scripting environment so you can carry out statistical tests, calculate metrics and perform analyses on your data from within the database itself. This tends to be much faster and more efficient than transporting the data across the network to a client application, and also allows simpler and cleaner application architectures.

The functions can be used within your T-SQL scripts and stored procedures in exactly the same way as built-in T-SQL functions such as SUM, MAX, STDEV etc, and are equally as fast even across large datasets.

Functions include the following:

- Tests and metrics of correlation, similarity or dependence between datasets, including chi-squared tests of independence and goodness of fit; covariance metrics; F-tests to compare variances; paired and unpaired Student's-T tests to compare means; Pearson's product moment correlation coefficient and its square; the Fisher transformation; and the Z-test.

- Descriptive statistics such as geometric, harmonic and quadratic means; truncated and inter-quartile means and the tri-mean; modes of continuous and discrete data; medians, quartiles, percentiles, percentile rank and absolute rank; skewness and kurtosis; weighted averages, variances, standard deviations and power means; range, mid-range, inter-quartile range, nth largest, nth smallest.

- Complete and partial beta and gamma functions and their inverses, complements and derivatives.

- Confidence tests using normal and Student's-T distributions.

- Functions for linear and exponential regression and extrapolation, forecasting, error estimation, slope and intercept estimation.

- Combinations and permutations.