Non-linear regression models in PostgreSQL using R

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北恋
北恋 2021-02-06 14:56

Background

I have climate data (temperature, precipitation, snow depth) for all of Canada between 1900 and 2009. I have written a basic website and the simplest page a

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  •  不思量自难忘°
    2021-02-06 15:35

    The awesome pl/r package allows you to run R inside PostgreSQL as a procedural language. There are some gotchas because R likes to think about data in terms of vectors which is not what a RDBMS does. It is still a very useful package as it gives you R inside of PostgreSQL saving you some of the roundtrips of your architecture.

    And pl/r is apt-get-able for you as it has been part of Debian / Ubuntu for a while. Start with apt-cache show postgresql-8.4-plr (that is on testing, other versions/flavours have it too).

    As for the appropriate modeling: that is a whole different ballgame. loess is a fair suggestion for something non-parametric, and you probably also want some sort of dynamic model, either ARMA/ARIMA or lagged regression. The choice of modeling is pretty critical given how politicized the topic is.

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