A comprehensive DuckDB extension for statistical regression analysis, providing OLS, Ridge, WLS, and time-series regression capabilities with full diagnostics and inference directly in SQL.
Maintainer(s):
sipemu
Installing and Loading
INSTALL anofox_statistics FROM community;
LOAD anofox_statistics;
Added Functions
| function_name | function_type | description | comment | examples |
|---|---|---|---|---|
| anofox_statistics_expanding_ols | table | NULL | NULL | |
| anofox_statistics_ols_fit | table | NULL | NULL | |
| anofox_statistics_ols_mae | scalar | NULL | NULL | |
| anofox_statistics_ols_mse | scalar | NULL | NULL | |
| anofox_statistics_ols_r_squared | scalar | NULL | NULL | |
| anofox_statistics_ols_rmse | scalar | NULL | NULL | |
| anofox_statistics_ridge_fit | table | NULL | NULL | |
| anofox_statistics_rls_fit | table | NULL | NULL | |
| anofox_statistics_rolling_ols | table | NULL | NULL | |
| anofox_statistics_wls_fit | table | NULL | NULL | |
| information_criteria | table | NULL | NULL | |
| normality_test | table | NULL | NULL | |
| ols_coeff_agg | aggregate | NULL | NULL | |
| ols_fit_agg | aggregate | NULL | NULL | |
| ols_fit_agg_array | aggregate | NULL | NULL | |
| ols_inference | table | NULL | NULL | |
| ols_predict_interval | table | NULL | NULL | |
| residual_diagnostics | table | NULL | NULL | |
| vif | table | NULL | NULL |