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XLeratorDB/windowing Documentation

SQL Server running STDEVP function


RunningSTDEVP

Updated: 31 Oct 2012


Use RunningSTDEVP to calculate the population standard deviation of column values in an ordered resultant table, without the need for a self-join. The population standard deviation 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.
Syntax
SELECT [Example].[wct].[RunningSTDEVP](
  <@Val, float,>
 ,<@RowNum, int,>
 ,<@Id, tinyint,>)
GO
Arguments
@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.
@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.
@Id
a unique identifier for the RunningSTDEVP calculation. @Id allows you to specify multiple RunningSTDEVP calculations within a resultant table. @Id is an expression of type tinyint or of a type that can be implicitly converted to tinyint.
Remarks
·         If @Id is NULL then @Id = 0.
·         To calculate moving standard deviations, use the MovingSTDEVP function.
·         If @RowNum is equal to 1, RunningSTDEVP is equal to zero
·         @RowNum must be in ascending order.
·         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.
Example
In this example, we have 20 rows of population data.
SELECT rn
,x
,wct.RunningSTDEVP(x,rn,NULL) as [STDEVP]
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.
         rn                                       x                 STDEVP
----------- --------------------------------------- ----------------------
          1                                 85.2968                      0
          2                                 88.2566                 1.4799
          3                                100.1934       6.43908466441896
          4                                116.3052       12.1988504417424
          5                                109.6867       11.9482800917287
          6                                130.3847       15.7364444176214
          7                                 76.5458       17.6505608990485
          8                                 99.5511         16.51709390192
          9                                101.5546       15.5743801804814
         10                                114.3180       15.3165398388441
         11                                100.2686       14.6144007905822
         12                                110.5982       14.1910742289216
         13                                 91.4181       13.9645235138545
         14                                118.5804       14.1275643144232
         15                                126.6649       14.8636162015305
         16                                103.8977       14.3927608010503
         17                                 82.2819       14.9174489539987
         18                                123.3369       15.2075457407105
         19                                 98.9415       14.8519756136862
         20                                 89.1731       14.8374265825614
 


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