pg_math -- compute statistical distribution functions in PostgreSQL
October 16, 2025 ยท View on GitHub
pg_math is a C extension that utilises the GSL (GNU Scientific Library) to support Postgresql for various types of statistical distribution functions.
Available Distributions
- F-Distribution
- Gaussian Distribution
- Unit Gaussian Distribution
- Gaussian Tail Distribution
- Bivariate Gaussian Distribution
- Exponential Distribution
- Laplace Distribution
- Exponential Power Distribution
- Cauchy Distribution
- Rayleigh Distribution
- Rayleigh Tail Distribution
- Landau Distribution
- Gamma Distribution
- Flat (Uniform) Distribution
- Lognormal Distribution
- Chi-squared Distribution
- T-Distribution
- Beta Distribution
- Logistic Distribution
- Pareto Distribution
- Weibull Distribution
- Type-1 Gumbel Distribution
- Type-2 Gumbel Distribution
- Poisson Distribution
- Bernoulli Distribution
- Binomial Distribution
- Negative Binomial Distribution
- Pascal Distribution
- Geometric Distribution
- Hypergeometric Distribution
- Logarithmic Distribution
List of Functions
Note
Functions with prefix "cdf" computes cumulative distribution value
Functions with prefix "rdf" computes random distribution value
| Distribution Type | Function Name | Return Type |
|---|---|---|
| F-Distribution | rdf_fdist(double precision,double precision,double precision) | double precision |
| F-Distribution | cdf_fdist_p(double precision,double precision,double precision) | double precision |
| F-Distribution | cdf_fdist_q(double precision,double precision,double precision) | double precision |
| F-Distribution | cdf_fdist_pinv(double precision,double precision,double precision) | double precision |
| F-Distribution | cdf_fdist_qinv(double precision,double precision,double precision) | double precision |
| Gaussian Distribution | rdf_gaussian(double precision,double precision) | double precision |
| Gaussian Distribution | cdf_gaussian_p(double precision,double precision) | double precision |
| Gaussian Distribution | cdf_gaussian_q(double precision,double precision) | double precision |
| Gaussian Distribution | cdf_gaussian_pinv(double precision,double precision) | double precision |
| Gaussian Distribution | cdf_gaussian_qinv(double precision,double precision) | double precision |
| Unit Gaussian Distribution | rdf_unit_gaussian(double precision) | double precision |
| Unit Gaussian Distribution | cdf_unit_gaussian_p(double precision) | double precision |
| Unit Gaussian Distribution | cdf_unit_gaussian_q(double precision) | double precision |
| Unit Gaussian Distribution | cdf_unit_gaussian_pinv(double precision) | double precision |
| Unit Gaussian Distribution | cdf_unit_gaussian_qinv(double precision) | double precision |
| Gaussian Tail Distribution | rdf_gaussian_tail(double precision,double precision,double precision) | double precision |
| Unit Gaussian Tail Distribution | rdf_unit_gaussian_tail(double precision,double precision) | double precision |
| Bivariate Gaussian Distribution | rdf_bivariate_gaussian(double precision,double precision,double precision,double precision,double precision) | double precision |
| Exponential Distribution | rdf_exponential(double precision,double precision) | double precision |
| Exponential Distribution | cdf_exponential_p(double precision,double precision) | double precision |
| Exponential Distribution | cdf_exponential_q(double precision,double precision) | double precision |
| Exponential Distribution | cdf_exponential_pinv(double precision,double precision) | double precision |
| Exponential Distribution | cdf_exponential_qinv(double precision,double precision) | double precision |
| Laplace Distribution | rdf_laplace(double precision,double precision) | double precision |
| Laplace Distribution | cdf_laplace_p(double precision,double precision) | double precision |
| Laplace Distribution | cdf_laplace_q(double precision,double precision) | double precision |
| Laplace Distribution | cdf_laplace_pinv(double precision,double precision) | double precision |
| Laplace Distribution | cdf_laplace_qinv(double precision,double precision) | double precision |
| Exponential Power Distribution | rdf_exppow(double precision,double precision,double precision) | double precision |
| Exponential Power Distribution | cdf_exppow_p(double precision,double precision,double precision) | double precision |
| Exponential Power Distribution | cdf_exppow_q(double precision,double precision,double precision) | double precision |
| Cauchy Distribution | rdf_cauchy(double precision,double precision) | double precision |
| Cauchy Distribution | cdf_cauchy_p(double precision,double precision) | double precision |
| Cauchy Distribution | cdf_cauchy_q(double precision,double precision) | double precision |
| Cauchy Distribution | cdf_cauchy_pinv(double precision,double precision) | double precision |
| Cauchy Distribution | cdf_cauchy_qinv(double precision,double precision) | double precision |
| Rayleigh Distribution | rdf_rayleigh(double precision,double precision) | double precision |
| Rayleigh Distribution | cdf_rayleigh_p(double precision,double precision) | double precision |
| Rayleigh Distribution | cdf_rayleigh_q(double precision,double precision) | double precision |
| Rayleigh Distribution | cdf_rayleigh_pinv(double precision,double precision) | double precision |
| Rayleigh Distribution | cdf_rayleigh_qinv(double precision,double precision) | double precision |
| Rayleigh Tail Distribution | rdf_rayleigh_tail(double precision,double precision,double precision) | double precision |
| Landau Distribution | rdf_landau(double precision) | double precision |
| Gamma Distribution | rdf_gamma(double precision,double precision,double precision) | double precision |
| Gamma Distribution | cdf_gamma_p(double precision,double precision,double precision) | double precision |
| Gamma Distribution | cdf_gamma_q(double precision,double precision,double precision) | double precision |
| Gamma Distribution | cdf_gamma_pinv(double precision,double precision,double precision) | double precision |
| Gamma Distribution | cdf_gamma_qinv(double precision,double precision,double precision) | double precision |
| Flat (Uniform) Distribution | rdf_flat_unif(double precision,double precision,double precision) | double precision |
| Flat (Uniform) Distribution | cdf_flat_unif_p(double precision,double precision,double precision) | double precision |
| Flat (Uniform) Distribution | cdf_flat_unif_q(double precision,double precision,double precision) | double precision |
| Flat (Uniform) Distribution | cdf_flat_unif_pinv(double precision,double precision,double precision) | double precision |
| Flat (Uniform) Distribution | cdf_flat_unif_qinv(double precision,double precision,double precision) | double precision |
| Lognormal Distribution | rdf_lognormal(double precision,double precision,double precision) | double precision |
| Lognormal Distribution | cdf_lognormal_p(double precision,double precision,double precision) | double precision |
| Lognormal Distribution | cdf_lognormal_q(double precision,double precision,double precision) | double precision |
| Lognormal Distribution | cdf_lognormal_pinv(double precision,double precision,double precision) | double precision |
| Lognormal Distribution | cdf_lognormal_qinv(double precision,double precision,double precision) | double precision |
| Chi-squared Distribution | rdf_chisq(double precision,double precision) | double precision |
| Chi-squared Distribution | cdf_chisq_p(double precision,double precision) | double precision |
| Chi-squared Distribution | cdf_chisq_q(double precision,double precision) | double precision |
| Chi-squared Distribution | cdf_chisq_pinv(double precision,double precision) | double precision |
| Chi-squared Distribution | cdf_chisq_qinv(double precision,double precision) | double precision |
| T-Distribution | rdf_tdist(double precision,double precision) | double precision |
| T-Distribution | cdf_tdist_p(double precision,double precision) | double precision |
| T-Distribution | cdf_tdist_q(double precision,double precision) | double precision |
| T-Distribution | cdf_tdist_pinv(double precision,double precision) | double precision |
| T-Distribution | cdf_tdist_qinv(double precision,double precision) | double precision |
| Beta Distribution | rdf_beta(double precision,double precision,double precision) | double precision |
| Beta Distribution | cdf_beta_p(double precision,double precision,double precision) | double precision |
| Beta Distribution | cdf_beta_q(double precision,double precision,double precision) | double precision |
| Beta Distribution | cdf_beta_pinv(double precision,double precision,double precision) | double precision |
| Beta Distribution | cdf_beta_qinv(double precision,double precision,double precision) | double precision |
| Logistic Distribution | rdf_logistic(double precision,double precision) | double precision |
| Logistic Distribution | cdf_logistic_p(double precision,double precision) | double precision |
| Logistic Distribution | cdf_logistic_q(double precision,double precision) | double precision |
| Logistic Distribution | cdf_logistic_pinv(double precision,double precision) | double precision |
| Logistic Distribution | cdf_logistic_qinv(double precision,double precision) | double precision |
| Pareto Distribution | rdf_pareto(double precision,double precision,double precision) | double precision |
| Pareto Distribution | cdf_pareto_p(double precision,double precision,double precision) | double precision |
| Pareto Distribution | cdf_pareto_q(double precision,double precision,double precision) | double precision |
| Pareto Distribution | cdf_pareto_pinv(double precision,double precision,double precision) | double precision |
| Pareto Distribution | cdf_pareto_qinv(double precision,double precision,double precision) | double precision |
| Weibull Distribution | rdf_weibull(double precision,double precision,double precision) | double precision |
| Weibull Distribution | cdf_weibull_p(double precision,double precision,double precision) | double precision |
| Weibull Distribution | cdf_weibull_q(double precision,double precision,double precision) | double precision |
| Weibull Distribution | cdf_weibull_pinv(double precision,double precision,double precision) | double precision |
| Weibull Distribution | cdf_weibull_qinv(double precision,double precision,double precision) | double precision |
| Type-1 Gumbel Distribution | rdf_gumbel1(double precision,double precision,double precision) | double precision |
| Type-1 Gumbel Distribution | cdf_gumbel1_p(double precision,double precision,double precision) | double precision |
| Type-1 Gumbel Distribution | cdf_gumbel1_q(double precision,double precision,double precision) | double precision |
| Type-1 Gumbel Distribution | cdf_gumbel1_pinv(double precision,double precision,double precision) | double precision |
| Type-1 Gumbel Distribution | cdf_gumbel1_qinv(double precision,double precision,double precision) | double precision |
| Type-2 Gumbel Distribution | rdf_gumbel2(double precision,double precision,double precision) | double precision |
| Type-2 Gumbel Distribution | cdf_gumbel2_p(double precision,double precision,double precision) | double precision |
| Type-2 Gumbel Distribution | cdf_gumbel2_q(double precision,double precision,double precision) | double precision |
| Type-2 Gumbel Distribution | cdf_gumbel2_pinv(double precision,double precision,double precision) | double precision |
| Type-2 Gumbel Distribution | cdf_gumbel2_qinv(double precision,double precision,double precision) | double precision |
| Poisson Distribution | rdf_poisson(integer,double precision) | double precision |
| Poisson Distribution | cdf_poisson_p(integer,double precision) | double precision |
| Poisson Distribution | cdf_poisson_q(integer,double precision) | double precision |
| Bernoulli Distribution | rdf_bernoulli(integer,double precision) | double precision |
| Binomial Distribution | rdf_binomial(integer,double precision,integer) | double precision |
| Binomial Distribution | cdf_binomial_p(integer,double precision,integer) | double precision |
| Binomial Distribution | cdf_binomial_q(integer,double precision,integer) | double precision |
| Negative Binomial Distribution | rdf_negative_binomial(integer,double precision,double precision) | double precision |
| Negative Binomial Distribution | cdf_negative_binomial_p(integer,double precision,double precision) | double precision |
| Negative Binomial Distribution | cdf_negative_binomial_q(integer,double precision,double precision) | double precision |
| Pascal Distribution | rdf_pascal(integer,double precision,integer) | double precision |
| Pascal Distribution | cdf_pascal_p(integer,double precision,integer) | double precision |
| Pascal Distribution | cdf_pascal_q(integer,double precision,integer) | double precision |
| Geometric Distribution | rdf_geometric(integer,double precision) | double precision |
| Geometric Distribution | cdf_geometric_p(integer,double precision) | double precision |
| Geometric Distribution | cdf_geometric_q(integer,double precision) | double precision |
| Hypergeometric Distribution | rdf_hypergeometric(integer,integer,integer,integer) | double precision |
| Hypergeometric Distribution | cdf_hypergeometric_p(integer,integer,integer,integer) | double precision |
| Hypergeometric Distribution | cdf_hypergeometric_q(integer,integer,integer,integer) | double precision |
| Logarithmic Distribution | rdf_logarithmic(integer,double precision) | double precision |
Dependencies
libgsl (GSL - GNU Scientific Library) package is required to compile this extension.
macOS (Homebrew):
brew install gsl openblas pkg-config
Requires PostgreSQL (installed separately via Homebrew or system package).
Linux:
sudo apt install gcc libgsl-dev libopenblas-dev pkg-config
PostgreSQL (dev headers and binaries) must be installed beforehand.
Installation
1.Clone the repo
git clone https://github.com/chanukyasds/pg_math.git
2.Compile and install
cd pg_math
make
make install
3.Create extension on database
CREATE EXTENSION pg_math;
Usage
select cdf_gaussian_qinv(0.05,5);