User:Statsrick/REDSHIFT udf
GRANT USAGE ON LANGUAGE plpythonu TO user_name;
create or replace function betaln(s float,f float)
--Returns log-beta
RETURNS float
STABLE
AS $$
import scipy.special as sp
b = sp.betaln(s,f)
return b
$$LANGUAGE plpythonu;
create or replace function normsdist(z float)
--Returns the cdf of the standardized normal distribution
RETURNS float
STABLE
AS $$
import scipy.stats as st
b = st.norm.cdf(z)
return b
$$LANGUAGE plpythonu;
create or replace function normsinv(alpha float)
--Returns the inverse of the cdf of the standardized normal distribution
RETURNS float
STABLE
AS $$
import scipy.stats as st
b = st.norm.ppf(alpha)
return b
$$LANGUAGE plpythonu;
create or replace function evanmiller(sa bigint, fa bigint, sb bigint, fb bigint)
--Calculates P(B>A) http://www.evanmiller.org/bayesian-ab-testing.html
RETURNS float
STABLE
AS $$
import scipy.stats as st
import scipy.special as sp
import math as math
import numpy as np
alphaa = sa + 1
betaa = fa + 1
alphab = sb + 1
betab = fb + 1
s = 0
for j in range(0,sb+1):
s = s + np.exp(sp.betaln(alphaa + j, betaa + betab) - np.log(betab + j) - sp.betaln(1 + j, betab) - sp.betaln(alphaa, betaa))
return s
$$LANGUAGE plpythonu;
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