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function libraries, tools and services for Microsoft SQL Server

 
 

SQLRollingStats

Running totals & moving averages on the fly
without jumping through hoops

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  • 31 scalar functions that return results based on data from current row and prior rows in the same query.
  • All functions support a rolling window that discards older values, or can be cumulative (no window).
  • All functions support tiling (accumulation of data restarts when input row number restarts from 1).
  • All functions provide checking & enforcement of row-processing order using row number inputs.
  • Sum and product
    .
  • Maximum, minimum, range and mid-range
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  • First (for a window size of n will return input from n rows ago)  and Previous (value from prior row)   .
  • Average (mean), sample & population variance, sample & population standard deviation.   .
  • Geometric mean, harmonic mean, quadratic mean.
    .
  • Weighted average, sample & population variance, sample & population standard deviations.   .
  • Exponentially weighted average, variance and standard deviations.    .
  • Weighted power mean (generalized mean).
    .
  • Median, quartile, inter-quartile range, tri-mean.
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  • Percentile & percentile rank.
    .