stats_duck

A statistical computing toolkit for DuckDB — descriptive statistics, hypothesis tests, R-style distribution functions (d/p/q/r), OLS regression with HC and cluster-robust standard errors, grammar-of-graphics charts (VISUALIZE → Vega-Lite), and first-class readers/writers for SAS, SPSS, and Stata files, all directly in SQL.

Maintainer(s): caerbannogwhite

Installing and Loading

INSTALL stats_duck FROM community;
LOAD stats_duck;

Example

-- R-style distribution functions (d/p/q/r for 15+ families):
D SELECT pnorm(1.96) AS p, qt(0.975, 30) AS t_crit, dpois(3, 2.5) AS pmf;
┌────────────────────┬────────────────────┬─────────────────────┐
│         p          │       t_crit       │         pmf         │
│       double       │       double       │       double        │
├────────────────────┼────────────────────┼─────────────────────┤
│ 0.9750021048517796 │ 2.0422724563012373 │ 0.21376301724973648 │
└────────────────────┴────────────────────┴─────────────────────┘

-- OLS regression as an aggregate (one model per GROUP BY), with robust SEs.
-- vcov: 'const' | 'HC0'..'HC3' | 'CR0'/'CR1' (cluster-robust, + a cluster key).
D SELECT (c).term, (c).estimate, (c).std_error
  FROM (
    SELECT unnest((lm_fit(y, [x1, x2], 'HC1')).coefficients) AS c
    FROM my_data
  );

-- A clinical "Table 1" over mixed variable types, with between-group tests:
D SELECT * FROM table_one('patients', variables := ['age', 'sex', 'bmi'], by := ['arm']);

-- Grammar-of-graphics: turn a query into a Vega-Lite spec (+ the SQL to feed it):
D VISUALIZE wt AS x, mpg AS y FROM cars DRAW point;

About stats_duck

The Stats Duck

A statistical computing toolkit that brings common statistical workflows into DuckDB SQL. Everything runs as streaming aggregates and scalar functions, so it scales to large datasets — and also runs in DuckDB-WASM in the browser.

What’s included

• Descriptive statistics — summary_stats, table_one (the clinical “Table 1”), corr_matrix, meta.
• Hypothesis tests — one/two-sample and paired t-tests, one-way ANOVA, chi-square, Mann–Whitney, Wilcoxon signed-rank, Kolmogorov–Smirnov, Shapiro–Wilk, Anderson–Darling, Jarque–Bera, and correlation tests (Pearson / Spearman / Kendall).
• Distribution functions — R-style d/p/q/r quartets for 15+ families (normal, t, chi-square, F, gamma, beta, exponential, Weibull, log-normal, Poisson, negative binomial, hypergeometric, …).
• Regression — lm / lm_summary table functions and the lm_fit aggregate (one model per GROUP BY) with classical, HC0–HC3 heteroskedasticity-consistent, and CR0/CR1 cluster-robust standard errors.
• Grammar of graphics — VISUALIZE … DRAW <mark> returns a Vega-Lite v5 spec plus the SQL needed to feed it.
• Statistical file formats — first-class readers and writers for SAS (.sas7bdat, .xpt), SPSS (.sav, .por), and Stata files, via ReadStat.
• Resampling & correction — bootstrap, adjust_p (multiple-testing).

Full function reference: https://github.com/KoliStat/the-stats-duck.

Added Functions

Overloaded Functions

This extension does not add any function overloads.

Added Types

This extension does not add any types.

Added Settings

This extension does not add any settings.