RunningDEVSQ
Updated 2023-11-14 14:36:44.707000
Syntax
SELECT [westclintech].[wct].[RunningDEVSQ](
<@Val, float,>
,<@RowNum, int,>
,<@Id, tinyint,>)
Description
Use the scalar function RunningDEVSQ to calculate the sum of squares of deviations of column values from their sample mean in an ordered resultant table, without the need for a self-join. The sum of squares of deviations is calculated over all the values from the first value to the last value in the ordered group or partition. If the column values are presented to the functions out of order, an error message will be generated.
Arguments
@Id
a unique identifier for the RunningDEVSQ calculation. @Id allows you to specify multiple RunningDEVSQ calculation s within a resultant table. @Id is an expression of type tinyint or of a type that can be implicitly converted to tinyint.
@RowNum
the number of the row within the group for which the sum is being calculated. If @RowNum for the current row in a set is less than or equal to the previous @RowNum and @RowNum is not equal to 1, an error message will be generated. @RowNum is an expression of type int or of a type that can be implicitly converted to int.
@Val
the value passed into the function. @Val is an expression of type float or of a type that can be implicitly converted to float.
Return Type
float
Remarks
If @Id is NULL then @Id = 0.
To calculate moving sum of squares deviation, use the MovingDEVSQ function.
If @RowNum is equal to 1, RunningDEVSQ is equal to 0.
@RowNum must be in ascending order.
To calculate a single sum of squares deviation for a set of data, use the DEVSQ function.
There may be cases where the order in which the data are returned to the function and the order in which the results are returned are different, generally due to parallelism. You can use OPTION(MAXDOP 1) or OPTION(MAXDOP 1,FORCE ORDER) to help eliminate this problem.
Examples
In this example, we have 20 rows of sample data from a population with a mean of 100 and a standard deviation of 15.
SELECT rn,
x,
wct.RunningDEVSQ(x, rn, NULL) as [DEVSQ]
FROM
(
SELECT 1,
85.2968
UNION ALL
SELECT 2,
88.2566
UNION ALL
SELECT 3,
100.1934
UNION ALL
SELECT 4,
116.3052
UNION ALL
SELECT 5,
109.6867
UNION ALL
SELECT 6,
130.3847
UNION ALL
SELECT 7,
76.5458
UNION ALL
SELECT 8,
99.5511
UNION ALL
SELECT 9,
101.5546
UNION ALL
SELECT 10,
114.318
UNION ALL
SELECT 11,
100.2686
UNION ALL
SELECT 12,
110.5982
UNION ALL
SELECT 13,
91.4181
UNION ALL
SELECT 14,
118.5804
UNION ALL
SELECT 15,
126.6649
UNION ALL
SELECT 16,
103.8977
UNION ALL
SELECT 17,
82.2819
UNION ALL
SELECT 18,
123.3369
UNION ALL
SELECT 19,
98.9415
UNION ALL
SELECT 20,
89.1731
) s(rn, x);
This produces the following result.
{"columns":[{"field":"rn","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"},{"field":"x","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"},{"field":"DEVSQ","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"}],"rows":[{"rn":"1","x":"85.2968","DEVSQ":"0"},{"rn":"2","x":"88.2566","DEVSQ":"4.38020802000028"},{"rn":"3","x":"100.1934","DEVSQ":"124.385433946668"},{"rn":"4","x":"116.3052","DEVSQ":"595.247808399996"},{"rn":"5","x":"109.6867","DEVSQ":"713.806985752005"},{"rn":"6","x":"130.3847","DEVSQ":"1485.81409745335"},{"rn":"7","x":"76.5458","DEVSQ":"2180.79610035717"},{"rn":"8","x":"99.5511","DEVSQ":"2182.51512771877"},{"rn":"9","x":"101.5546","DEVSQ":"2183.05186205559"},{"rn":"10","x":"114.3180","DEVSQ":"2345.96392634903"},{"rn":"11","x":"100.2686","DEVSQ":"2349.38781514546"},{"rn":"12","x":"110.5982","DEVSQ":"2416.63905324921"},{"rn":"13","x":"91.4181","DEVSQ":"2535.10292059694"},{"rn":"14","x":"118.5804","DEVSQ":"2794.23302841429"},{"rn":"15","x":"126.6649","DEVSQ":"3313.90629879603"},{"rn":"16","x":"103.8977","DEVSQ":"3314.42501562004"},{"rn":"17","x":"82.2819","DEVSQ":"3783.01481601768"},{"rn":"18","x":"123.3369","DEVSQ":"4162.85005420446"},{"rn":"19","x":"98.9415","DEVSQ":"4191.0424129611"},{"rn":"20","x":"89.1731","DEVSQ":"4402.98455185802"}]}