How to create a custom windowing function for PostgreSQL? (Running Average Example)

Question

I would really like to better understand what is involved in creating a UDF that operates over windows in PostgreSQL. I did some searching about how to create UDFs in genera

Answer 1

PL/R provides such functionality. See here for some examples. That said, I'm not sure that it (currently) meets your requirement of "keep[ing] a running sum and observation count and [not] sum[ming] up almost identical sets of rows at each iteration" (see here).