Standard Deviation for SQLite

Question

I\'ve searched the SQLite docs and couldn\'t find anything, but I\'ve also searched on Google and a few results appeared.

Does SQLite have any built-in Standard Devi

Answer 1

You can calculate the variance in SQL:

create table t (row int);
insert into t values (1),(2),(3);
SELECT AVG((t.row - sub.a) * (t.row - sub.a)) as var from t, 
    (SELECT AVG(row) AS a FROM t) AS sub;
0.666666666666667

However, you still have to calculate the square root to get the standard deviation.

Answer 2

Use variance formula V(X) = E(X^2) - E(X)^2. In SQL sqlite

SELECT AVG(col*col) - AVG(col)*AVG(col) FROM table

To get standard deviation you need to take the square root V(X)^(1/2)

Answer 3

No, I searched this same issue, and ended having to do the calculations with my application (PHP)

Answer 4

a little trick

select ((sum(value)*sum(value) - sum(value * value))/((count(*)-1)*(count(*)))) 
from the_table ;

then the only thing left is to calculate sqrt outside.

Answer 5

The aggregate functions supported by SQLite are here:

http://www.sqlite.org/lang_aggfunc.html

STDEV is not in the list.

However, the module extension-functions.c in this page contains a STDEV function.

Answer 6

I implemented the Welford's method (the same as extension-functions.c) as a SQLite UDF:

$db->sqliteCreateAggregate('stdev',
    function (&$context, $row, $data) // step callback
    {
        if (isset($context) !== true) // $context is null at first
        {
            $context = array
            (
                'k' => 0,
                'm' => 0,
                's' => 0,
            );
        }

        if (isset($data) === true) // the standard is non-NULL values only
        {
            $context['s'] += ($data - $context['m']) * ($data - ($context['m'] += ($data - $context['m']) / ++$context['k']));
        }

        return $context;
    },
    function (&$context, $row) // fini callback
    {
        if ($context['k'] > 0) // return NULL if no non-NULL values exist
        {
            return sqrt($context['s'] / $context['k']);
        }

        return null;
    },
1);

That's in PHP ($db is the PDO object) but it should be trivial to port to another language.

SQLite is soooo cool. <3