RunningVARP
Updated: 31 Oct 2012
Use RunningVARP to calculate the population variance of column values in an ordered resultant table, without the need for a self-join. The population variance 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].[RunningVARP](
<@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 RunningVARP calculation. @Id allows you to specify multiple RunningVARP 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 variances, use the MovingVARP function.
· If @RowNum is equal to 1, RunningVARP 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.RunningVARP(x,rn,NULL) as [VARP]
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 VARP
----------- --------------------------------------- ----------------------
1 85.2968 0
2 88.2566 2.19010401
3 100.1934 41.4618113155555
4 116.3052 148.8119521
5 109.6867 142.7613971504
6 130.3847 247.635682908889
7 76.5458 311.54230005102
8 99.5511 272.814390964844
9 101.5546 242.561318006173
10 114.3180 234.5963926349
11 100.2686 213.580710467769
12 110.5982 201.386587770764
13 91.4181 195.007916968994
14 118.5804 199.588073458163
15 126.6649 220.9270865864
16 103.8977 207.15156347625
17 82.2819 222.530283295156
18 123.3369 231.269447455802
19 98.9415 220.581179629529
20 89.1731 220.1492275929