Hi, While looking at the corr() overflow/underflow discussion [1], I noticed that regr_r2() still computes
(Sxy * Sxy) / (Sxx * Syy) directly. At very small or very large scales, those products can round to zero or infinity even when the ratio itself is finite. For example, SELECT regr_r2(1e-100 + g * 1e-105, 1e-100 + g * 1e-105) FROM generate_series(1, 3) g; returns NaN without the patch, although the inputs are perfectly correlated and the result should be 1. corr() already has a stabilized calculation for the same Sxx * Syy denominator scale. This patch factors that into a helper and lets regr_r2() use it as a fallback when one of its direct products has rounded to zero or infinity. Otherwise, regr_r2() keeps the existing direct formula. This preserves regr_r2()'s existing SQL-level special cases. The added tests cover the fallback path and nearby NaN behavior. Thoughts? References: [1] https://www.postgresql.org/message-id/flat/19340-6fb9f6637f562092%40postgresql.org -- Best regards, Chengpeng Yan
v1-0001-Avoid-overflow-and-underflow-in-regr_r2.patch
Description: v1-0001-Avoid-overflow-and-underflow-in-regr_r2.patch
