by TotallySQL - Product Type: Component / .NET Class / 100% Managed Code
Evaluation of PDF, CDF and their inverses; summary statistics; parameter estimation; high-volume random variate generation and much more. SQLDistributions extends and enhances your T-SQL programming environment by adding full-featured and highly accurate SQL implementations of 28 probability distributions. For each of these distributions the following functions are available: probability density function (pdf) and its inverse; cumulative density function (cdf) & its complement; quantile (inverse cdf) and its complement; hazard function; cumulative hazard function (chf), mean; median; mode; variance; standard deviation; skewness; kurtosis; percentile; percentilerank, flags: symmetric; unimodal; discontinuous (on left or right); strictly increasing / decreasing; inverted, minimum & maximum defined values for x; minimum & maximum supported values for x; minimum & maximum values of pdf, high-performance scalar and table-valued random variate generators (to generate random numbers that are distributed as per the distribution).
Easy to Use
All TotallySQL Transact-SQL extensions are implemented using familiar programming objects within SQL (scalar and table-valued functions, aggregate functions, user-defined types, stored procedures) , keeping the syntax clean and making them as fast and easy to use as the built-in native statistics functions. The distributions in SQLDistributions are all implemented as Types within SQL, so distributions can be instantiated and stored as single objects in tables and local variables.
Outstanding Performance and Numerical Accuracy
The algorithms behind the SQLDistributions use industry-proven, best-in-class techniques devised by some of the world's leading numerical computing experts to maximise performance and accuracy even for fairly extreme input values. Careful heuristics and edge-case checks through the code ensure that problems caused by the limitations of floating-point arithmetic on digital computers (such as cancellation errors) are kept to an absolute mininum, and a broad range of special-purpose, high-performance numerical computing approaches are used in place of the slow, expensive computations that would result from 'naive' implementations of the underlying mathematics. The random variate generators are blisteringly fast.
Functions Available (for all distributions)