Re: Add error functions: erf() and erfc()

From: Thomas Munro <thomas(dot)munro(at)gmail(dot)com>
To: Dean Rasheed <dean(dot)a(dot)rasheed(at)gmail(dot)com>
Cc: PostgreSQL Hackers <pgsql-hackers(at)lists(dot)postgresql(dot)org>
Subject: Re: Add error functions: erf() and erfc()
Date: 2023-03-09 01:02:46
Message-ID: CA+hUKGKZd1Q9v0zEtCRG6GucUsCBJ=xdiXXnXEGyKo8O6B3SeA@mail.gmail.com
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On Thu, Mar 9, 2023 at 1:16 PM Dean Rasheed <dean(dot)a(dot)rasheed(at)gmail(dot)com> wrote:
> On Wed, 8 Mar 2023 at 23:24, Thomas Munro <thomas(dot)munro(at)gmail(dot)com> wrote:
> > ... But Oracle, and I think
> > several other analytics-focused SQL systems, can do it in a very easy
> > built-in way. I think to get at that you probably need the t CDF, and
> > in there[2] I see... Γ(). Huh.
>
> Hmm, possibly having the gamma function would be independently useful
> for other things too. I don't want to get side-tracked though.

I guess if we did want to add some nice easy-to-use hypothesis testing
tools to PostgreSQL, then perhaps gamma wouldn't actually be needed
from SQL, but it might be used inside C code for something higher
level like tcdf()[1], or even very high level like
t_test_independent_agg(s1, s2) etc. Anyway, just thought I'd mention
those in passing, as I see they arrived together; sorry for getting
off topic.

[1] https://stats.stackexchange.com/questions/394978/how-to-approximate-the-student-t-cdf-at-a-point-without-the-hypergeometric-funct

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