Re: Adding an aggregate for variance

[John Darrington]

On Tue, Oct 13, 2020 at 09:47:18PM +0200, Jose E. Marchesi wrote:
     
     Hi John.
     
     Still, I see nothing wrong in having support for simple aggregates like
     average, count, variance and the like.  In their simplicitly, they can
     be certainly useful for cases where using a full-fledged statistical
     analysis tool would be overkill.
     

Fair enough.   However average, count and variance are all just special
cases of what statisticians call "moments" [1], so instead of reimplementing
each one from scratch, why not save yourself several hundred lines of code
and simply implement a "moment" aggregate (with aliases if you like) which
will calculate any arbitrary moment?  As a bonus, then you'll skewness and
kurtosis for free.


J'



[1] https://en.wikipedia.org/wiki/Moment_(mathematics)