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| <div class="title">quantile.sql_in</div> </div> |
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| <a href="quantile_8sql__in.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">/* ----------------------------------------------------------------------- */</span><span class="comment">/**</span></div> |
| <div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="comment"> * @file quantile.sql_in</span></div> |
| <div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment"> * @brief SQL function for Quantile</span></div> |
| <div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment"> * @date January 2011</span></div> |
| <div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment"> * @sa For a brief introduction to quantiles, see the module</span></div> |
| <div class="line"><a name="l00009"></a><span class="lineno"> 9</span> <span class="comment"> * description \ref grp_quantile.</span></div> |
| <div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="comment"> */</span><span class="comment">/* ----------------------------------------------------------------------- */</span></div> |
| <div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00013"></a><span class="lineno"> 13</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="comment">@addtogroup grp_quantile</span></div> |
| <div class="line"><a name="l00015"></a><span class="lineno"> 15</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="comment">\warning <em> This MADlib method is still in early stage development. There may be some </span></div> |
| <div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="comment">issues that will be addressed in a future version. Interface and implementation</span></div> |
| <div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="comment">is subject to change. </em></span></div> |
| <div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="comment">@about</span></div> |
| <div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="comment">This function computes the specified quantile value. It reads the name of the</span></div> |
| <div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="comment">table, the specific column, and computes the quantile value based on the</span></div> |
| <div class="line"><a name="l00023"></a><span class="lineno"> 23</span> <span class="comment">fraction specified as the third argument.</span></div> |
| <div class="line"><a name="l00024"></a><span class="lineno"> 24</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00025"></a><span class="lineno"> 25</span> <span class="comment">For an implementation of quantile using sketches, check out the cmsketch_centile()</span></div> |
| <div class="line"><a name="l00026"></a><span class="lineno"> 26</span> <span class="comment">aggregate in the \ref grp_countmin module.</span></div> |
| <div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00028"></a><span class="lineno"> 28</span> <span class="comment">@implementation</span></div> |
| <div class="line"><a name="l00029"></a><span class="lineno"> 29</span> <span class="comment">There are two implementations of quantile available depending on the size of the table. <tt>quantile</tt> is best used for small tables (e.g. less than 5000 rows, with 1-2 columns in total). For larger tables,</span></div> |
| <div class="line"><a name="l00030"></a><span class="lineno"> 30</span> <span class="comment">consider using <tt>quantile_big</tt> instead.</span></div> |
| <div class="line"><a name="l00031"></a><span class="lineno"> 31</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00032"></a><span class="lineno"> 32</span> <span class="comment">@usage</span></div> |
| <div class="line"><a name="l00033"></a><span class="lineno"> 33</span> <span class="comment"><pre>SELECT * FROM quantile( '<em>table_name</em>', '<em>col_name</em>', <em>quantile</em>);</pre></span></div> |
| <div class="line"><a name="l00034"></a><span class="lineno"> 34</span> <span class="comment"><pre>SELECT * FROM quantile_big( '<em>table_name</em>', '<em>col_name</em>', <em>quantile</em>);</pre></span></div> |
| <div class="line"><a name="l00035"></a><span class="lineno"> 35</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00036"></a><span class="lineno"> 36</span> <span class="comment">@examp</span></div> |
| <div class="line"><a name="l00037"></a><span class="lineno"> 37</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00038"></a><span class="lineno"> 38</span> <span class="comment">-# Prepare some input:</span></div> |
| <div class="line"><a name="l00039"></a><span class="lineno"> 39</span> <span class="comment">\verbatim</span></div> |
| <div class="line"><a name="l00040"></a><span class="lineno"> 40</span> <span class="comment">sql> CREATE TABLE tab1 AS SELECT generate_series( 1,1000) as col1;</span></div> |
| <div class="line"><a name="l00041"></a><span class="lineno"> 41</span> <span class="comment">\endverbatim</span></div> |
| <div class="line"><a name="l00042"></a><span class="lineno"> 42</span> <span class="comment">-# Run the quantile() function:\n</span></div> |
| <div class="line"><a name="l00043"></a><span class="lineno"> 43</span> <span class="comment">\verbatim</span></div> |
| <div class="line"><a name="l00044"></a><span class="lineno"> 44</span> <span class="comment">sql> SELECT quantile( 'tab1', 'col1', .3);</span></div> |
| <div class="line"><a name="l00045"></a><span class="lineno"> 45</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00046"></a><span class="lineno"> 46</span> <span class="comment"> quantile </span></div> |
| <div class="line"><a name="l00047"></a><span class="lineno"> 47</span> <span class="comment">--------------</span></div> |
| <div class="line"><a name="l00048"></a><span class="lineno"> 48</span> <span class="comment"> 301.48046875</span></div> |
| <div class="line"><a name="l00049"></a><span class="lineno"> 49</span> <span class="comment">(1 row)</span></div> |
| <div class="line"><a name="l00050"></a><span class="lineno"> 50</span> <span class="comment">\endverbatim</span></div> |
| <div class="line"><a name="l00051"></a><span class="lineno"> 51</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00052"></a><span class="lineno"> 52</span> <span class="comment">@sa File quantile.sql_in documenting the SQL function.\n\n</span></div> |
| <div class="line"><a name="l00053"></a><span class="lineno"> 53</span> <span class="comment">Module grp_countmin for an approximate quantile implementation.</span></div> |
| <div class="line"><a name="l00054"></a><span class="lineno"> 54</span> <span class="comment">*/</span></div> |
| <div class="line"><a name="l00055"></a><span class="lineno"> 55</span> </div> |
| <div class="line"><a name="l00056"></a><span class="lineno"> 56</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00057"></a><span class="lineno"> 57</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00058"></a><span class="lineno"> 58</span> <span class="comment"> * @brief Computes quantile</span></div> |
| <div class="line"><a name="l00059"></a><span class="lineno"> 59</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00060"></a><span class="lineno"> 60</span> <span class="comment"> * @param table_name name of the table from which quantile is to be taken</span></div> |
| <div class="line"><a name="l00061"></a><span class="lineno"> 61</span> <span class="comment"> * @param col_name name of the column that is to be used for quantile calculation</span></div> |
| <div class="line"><a name="l00062"></a><span class="lineno"> 62</span> <span class="comment"> * @param quantile desired quantile value \f$ \in (0,1) \f$</span></div> |
| <div class="line"><a name="l00063"></a><span class="lineno"> 63</span> <span class="comment"> * @returns The quantile value</span></div> |
| <div class="line"><a name="l00064"></a><span class="lineno"> 64</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00065"></a><span class="lineno"> 65</span> <span class="comment"> * This function computes the specified quantile value. It reads the name of the</span></div> |
| <div class="line"><a name="l00066"></a><span class="lineno"> 66</span> <span class="comment"> * table, the specific column, and computes the quantile value based on the</span></div> |
| <div class="line"><a name="l00067"></a><span class="lineno"> 67</span> <span class="comment"> * fraction specified as the third argument. The functionality is the same as <tt>quantile</tt> except this implementation is designed to work more efficiently with large tables.</span></div> |
| <div class="line"><a name="l00068"></a><span class="lineno"> 68</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00069"></a><span class="lineno"><a class="code" href="quantile_8sql__in.html#a154435ddf6200110013dc05b1a6207fe"> 69</a></span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.quantile_big(table_name TEXT, col_name TEXT, <a class="code" href="quantile_8sql__in.html#a6955e44659a0817803ab7a11a9a7e8a5" title="Computes quantile. ">quantile</a> FLOAT) RETURNS FLOAT AS $$</div> |
| <div class="line"><a name="l00070"></a><span class="lineno"> 70</span> declare</div> |
| <div class="line"><a name="l00071"></a><span class="lineno"> 71</span>  size FLOAT[];</div> |
| <div class="line"><a name="l00072"></a><span class="lineno"> 72</span>  count BIGINT;</div> |
| <div class="line"><a name="l00073"></a><span class="lineno"> 73</span>  increment INT := 0;</div> |
| <div class="line"><a name="l00074"></a><span class="lineno"> 74</span>  curr_old BIGINT;</div> |
| <div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  last_values FLOAT[];</div> |
| <div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  last_count BIGINT;</div> |
| <div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  last_value1 FLOAT;</div> |
| <div class="line"><a name="l00078"></a><span class="lineno"> 78</span>  last_count1 BIGINT;</div> |
| <div class="line"><a name="l00079"></a><span class="lineno"> 79</span>  last_value2 FLOAT;</div> |
| <div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  last_count2 BIGINT;</div> |
| <div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  quantile_size BIGINT;</div> |
| <div class="line"><a name="l00082"></a><span class="lineno"> 82</span>  full_size BIGINT;</div> |
| <div class="line"><a name="l00083"></a><span class="lineno"> 83</span>  rows_removed BIGINT := 0;</div> |
| <div class="line"><a name="l00084"></a><span class="lineno"> 84</span> Begin</div> |
| <div class="line"><a name="l00085"></a><span class="lineno"> 85</span>  <span class="comment">/*</span></div> |
| <div class="line"><a name="l00086"></a><span class="lineno"> 86</span> <span class="comment"> This portion computes basic statistics on the table, finding:</span></div> |
| <div class="line"><a name="l00087"></a><span class="lineno"> 87</span> <span class="comment"> MIN value</span></div> |
| <div class="line"><a name="l00088"></a><span class="lineno"> 88</span> <span class="comment"> AVG value</span></div> |
| <div class="line"><a name="l00089"></a><span class="lineno"> 89</span> <span class="comment"> MAX value</span></div> |
| <div class="line"><a name="l00090"></a><span class="lineno"> 90</span> <span class="comment"> COOUNT of the elemens</span></div> |
| <div class="line"><a name="l00091"></a><span class="lineno"> 91</span> <span class="comment"> Which at stored in that order into 'size', count object</span></div> |
| <div class="line"><a name="l00092"></a><span class="lineno"> 92</span> <span class="comment"> 'quantile_size' is computed in terms of element count</span></div> |
| <div class="line"><a name="l00093"></a><span class="lineno"> 93</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00094"></a><span class="lineno"> 94</span>  EXECUTE <span class="stringliteral">'SELECT array[MIN('</span>||col_name||<span class="stringliteral">'), AVG('</span>||col_name||<span class="stringliteral">'), MAX('</span>||col_name||<span class="stringliteral">')], COUNT(*) FROM '</span>||table_name||<span class="charliteral">' '</span> INTO size, count;</div> |
| <div class="line"><a name="l00095"></a><span class="lineno"> 95</span>  quantile_size = (count*<a class="code" href="quantile_8sql__in.html#a6955e44659a0817803ab7a11a9a7e8a5" title="Computes quantile. ">quantile</a>)::BIGINT;</div> |
| <div class="line"><a name="l00096"></a><span class="lineno"> 96</span>  full_size = count;</div> |
| <div class="line"><a name="l00097"></a><span class="lineno"> 97</span> </div> |
| <div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  -- check <span class="keywordflow">for</span> bad input</div> |
| <div class="line"><a name="l00099"></a><span class="lineno"> 99</span>  IF(<a class="code" href="quantile_8sql__in.html#a6955e44659a0817803ab7a11a9a7e8a5" title="Computes quantile. ">quantile</a> < 0) OR (<a class="code" href="quantile_8sql__in.html#a6955e44659a0817803ab7a11a9a7e8a5" title="Computes quantile. ">quantile</a> >= 1) THEN</div> |
| <div class="line"><a name="l00100"></a><span class="lineno"> 100</span>  RAISE EXCEPTION 'Quantile should be between 0 and 0.99';</div> |
| <div class="line"><a name="l00101"></a><span class="lineno"> 101</span>  ELSIF(<a class="code" href="quantile_8sql__in.html#a6955e44659a0817803ab7a11a9a7e8a5" title="Computes quantile. ">quantile</a> = 0) THEN</div> |
| <div class="line"><a name="l00102"></a><span class="lineno"> 102</span>  RETURN size[1];</div> |
| <div class="line"><a name="l00103"></a><span class="lineno"> 103</span>  END IF;</div> |
| <div class="line"><a name="l00104"></a><span class="lineno"> 104</span> </div> |
| <div class="line"><a name="l00105"></a><span class="lineno"> 105</span>  -- create some temp tables to use as swap</div> |
| <div class="line"><a name="l00106"></a><span class="lineno"> 106</span>  DROP TABLE IF EXISTS temptable0;</div> |
| <div class="line"><a name="l00107"></a><span class="lineno"> 107</span>  CREATE TEMP TABLE temptable0(val FLOAT);</div> |
| <div class="line"><a name="l00108"></a><span class="lineno"> 108</span> </div> |
| <div class="line"><a name="l00109"></a><span class="lineno"> 109</span>  DROP TABLE IF EXISTS temptable1;</div> |
| <div class="line"><a name="l00110"></a><span class="lineno"> 110</span>  CREATE TEMP TABLE temptable1(val FLOAT);</div> |
| <div class="line"><a name="l00111"></a><span class="lineno"> 111</span> </div> |
| <div class="line"><a name="l00112"></a><span class="lineno"> 112</span> </div> |
| <div class="line"><a name="l00113"></a><span class="lineno"> 113</span>  <span class="comment">/*</span></div> |
| <div class="line"><a name="l00114"></a><span class="lineno"> 114</span> <span class="comment"> This is the main loop of the algorithm. Its goal is to do a binarry search over the table to find the value that is the closest to the position corresponding to the</span></div> |
| <div class="line"><a name="l00115"></a><span class="lineno"> 115</span> <span class="comment"> quantile size.</span></div> |
| <div class="line"><a name="l00116"></a><span class="lineno"> 116</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00117"></a><span class="lineno"> 117</span> <span class="comment"> In each itteration for a given value 'size[2]' following are computed:</span></div> |
| <div class="line"><a name="l00118"></a><span class="lineno"> 118</span> <span class="comment"> MIN value less than or equal to 'size[2]'</span></div> |
| <div class="line"><a name="l00119"></a><span class="lineno"> 119</span> <span class="comment"> AVERAGE value less than or equal to 'size[2]'</span></div> |
| <div class="line"><a name="l00120"></a><span class="lineno"> 120</span> <span class="comment"> MAX value less than or equal to 'size[2]'</span></div> |
| <div class="line"><a name="l00121"></a><span class="lineno"> 121</span> <span class="comment"> COUNT of the values less than or equal to 'size[2]'</span></div> |
| <div class="line"><a name="l00122"></a><span class="lineno"> 122</span> <span class="comment"> This results are stored into 'last_values', last_count in that order</span></div> |
| <div class="line"><a name="l00123"></a><span class="lineno"> 123</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00124"></a><span class="lineno"> 124</span>  LOOP</div> |
| <div class="line"><a name="l00125"></a><span class="lineno"> 125</span>  IF(increment = 0) THEN</div> |
| <div class="line"><a name="l00126"></a><span class="lineno"> 126</span>  EXECUTE 'SELECT ARRAY[MIN('||col_name||'),AVG('||col_name||'),MAX('||col_name||')],COUNT(*) FROM '||table_name||' WHERE '||col_name||' <= '||size[2]||';' INTO last_values, last_count;</div> |
| <div class="line"><a name="l00127"></a><span class="lineno"> 127</span>  ELSE</div> |
| <div class="line"><a name="l00128"></a><span class="lineno"> 128</span>  EXECUTE 'SELECT ARRAY[MIN(val),AVG(val),MAX(val)],COUNT(*) FROM temptable'||increment%2||' WHERE val <= '||size[2]||';' INTO last_values, last_count;</div> |
| <div class="line"><a name="l00129"></a><span class="lineno"> 129</span>  END IF;</div> |
| <div class="line"><a name="l00130"></a><span class="lineno"> 130</span>  last_count = last_count + rows_removed;</div> |
| <div class="line"><a name="l00131"></a><span class="lineno"> 131</span> </div> |
| <div class="line"><a name="l00132"></a><span class="lineno"> 132</span> </div> |
| <div class="line"><a name="l00133"></a><span class="lineno"> 133</span>  IF(last_count=rows_removed) THEN</div> |
| <div class="line"><a name="l00134"></a><span class="lineno"> 134</span>  <span class="comment">/*</span></div> |
| <div class="line"><a name="l00135"></a><span class="lineno"> 135</span> <span class="comment"> If there are no more rows left, we exit.</span></div> |
| <div class="line"><a name="l00136"></a><span class="lineno"> 136</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00137"></a><span class="lineno"> 137</span>  EXIT;</div> |
| <div class="line"><a name="l00138"></a><span class="lineno"> 138</span> </div> |
| <div class="line"><a name="l00139"></a><span class="lineno"> 139</span>  ELSIF((increment > 0)AND(curr_old = last_count)) THEN</div> |
| <div class="line"><a name="l00140"></a><span class="lineno"> 140</span>  <span class="comment">/*</span></div> |
| <div class="line"><a name="l00141"></a><span class="lineno"> 141</span> <span class="comment"> We will exit the loop if there was not change in the count from previous itteration</span></div> |
| <div class="line"><a name="l00142"></a><span class="lineno"> 142</span> <span class="comment"> which mean that process will make no further progress.</span></div> |
| <div class="line"><a name="l00143"></a><span class="lineno"> 143</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00144"></a><span class="lineno"> 144</span>  EXIT;</div> |
| <div class="line"><a name="l00145"></a><span class="lineno"> 145</span>  ELSIF((last_count - quantile_size) > 1) THEN</div> |
| <div class="line"><a name="l00146"></a><span class="lineno"> 146</span>  <span class="comment">/*</span></div> |
| <div class="line"><a name="l00147"></a><span class="lineno"> 147</span> <span class="comment"> If current COUNT is greater than 'size[2]' we will reduce the value of 'size[2]'</span></div> |
| <div class="line"><a name="l00148"></a><span class="lineno"> 148</span> <span class="comment"> in binarry search fashion. And then update upper limit to our search the max value observed in this round</span></div> |
| <div class="line"><a name="l00149"></a><span class="lineno"> 149</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00150"></a><span class="lineno"> 150</span>  size[2] = (last_values[3]+size[1])/2.0;</div> |
| <div class="line"><a name="l00151"></a><span class="lineno"> 151</span>  size[3] = last_values[3];</div> |
| <div class="line"><a name="l00152"></a><span class="lineno"> 152</span> </div> |
| <div class="line"><a name="l00153"></a><span class="lineno"> 153</span>  --remove all rows that are larger than new max</div> |
| <div class="line"><a name="l00154"></a><span class="lineno"> 154</span>  IF(increment = 0) THEN</div> |
| <div class="line"><a name="l00155"></a><span class="lineno"> 155</span>  EXECUTE 'INSERT INTO temptable'||(increment+1)%2||' SELECT '||col_name||' FROM '||table_name||' WHERE '||col_name||' <= '||size[3]||';';</div> |
| <div class="line"><a name="l00156"></a><span class="lineno"> 156</span>  ELSE</div> |
| <div class="line"><a name="l00157"></a><span class="lineno"> 157</span>  EXECUTE 'INSERT INTO temptable'||(increment+1)%2||' SELECT val FROM temptable'||increment%2||' WHERE val <= '||size[3]||';';</div> |
| <div class="line"><a name="l00158"></a><span class="lineno"> 158</span>  EXECUTE 'TRUNCATE temptable'||increment%2||';';</div> |
| <div class="line"><a name="l00159"></a><span class="lineno"> 159</span>  END IF;</div> |
| <div class="line"><a name="l00160"></a><span class="lineno"> 160</span> </div> |
| <div class="line"><a name="l00161"></a><span class="lineno"> 161</span> </div> |
| <div class="line"><a name="l00162"></a><span class="lineno"> 162</span>  ELSIF((quantile_size - last_count) > 1) THEN</div> |
| <div class="line"><a name="l00163"></a><span class="lineno"> 163</span>  <span class="comment">/*</span></div> |
| <div class="line"><a name="l00164"></a><span class="lineno"> 164</span> <span class="comment"> If current COUNT is less than 'size[2]' we will increse the value of 'size[2]'</span></div> |
| <div class="line"><a name="l00165"></a><span class="lineno"> 165</span> <span class="comment"> in binarry search fashion. And then update lower limit to our search the max value observed in this round</span></div> |
| <div class="line"><a name="l00166"></a><span class="lineno"> 166</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00167"></a><span class="lineno"> 167</span>  size[1] = last_values[3];</div> |
| <div class="line"><a name="l00168"></a><span class="lineno"> 168</span>  size[2] = (last_values[3]+size[3])/2.0;</div> |
| <div class="line"><a name="l00169"></a><span class="lineno"> 169</span> </div> |
| <div class="line"><a name="l00170"></a><span class="lineno"> 170</span>  --remove all rows that are smaller than new min</div> |
| <div class="line"><a name="l00171"></a><span class="lineno"> 171</span>  IF(increment = 0) THEN</div> |
| <div class="line"><a name="l00172"></a><span class="lineno"> 172</span>  --add a small offset to ensure the value that is equal to size[1] is NOT kept</div> |
| <div class="line"><a name="l00173"></a><span class="lineno"> 173</span>  EXECUTE 'INSERT INTO temptable'||(increment+1)%2||' SELECT '||col_name||' FROM '||table_name||' WHERE '||col_name||' > '||size[1]||'+1e-10;';</div> |
| <div class="line"><a name="l00174"></a><span class="lineno"> 174</span>  ELSE</div> |
| <div class="line"><a name="l00175"></a><span class="lineno"> 175</span>  EXECUTE 'INSERT INTO temptable'||(increment+1)%2||' SELECT val FROM temptable'||increment%2||' WHERE val > '||size[1]||'+1e-10;';</div> |
| <div class="line"><a name="l00176"></a><span class="lineno"> 176</span>  EXECUTE 'TRUNCATE temptable'||increment%2||';';</div> |
| <div class="line"><a name="l00177"></a><span class="lineno"> 177</span>  END IF;</div> |
| <div class="line"><a name="l00178"></a><span class="lineno"> 178</span>  rows_removed = last_count;</div> |
| <div class="line"><a name="l00179"></a><span class="lineno"> 179</span> </div> |
| <div class="line"><a name="l00180"></a><span class="lineno"> 180</span>  ELSE</div> |
| <div class="line"><a name="l00181"></a><span class="lineno"> 181</span>  <span class="comment">/*</span></div> |
| <div class="line"><a name="l00182"></a><span class="lineno"> 182</span> <span class="comment"> EXIT since we are closer than 1 element away from the quantile size</span></div> |
| <div class="line"><a name="l00183"></a><span class="lineno"> 183</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00184"></a><span class="lineno"> 184</span>  IF((quantile_size - last_count) < 0)THEN</div> |
| <div class="line"><a name="l00185"></a><span class="lineno"> 185</span>  size[2] = last_values[3];</div> |
| <div class="line"><a name="l00186"></a><span class="lineno"> 186</span>  END IF;</div> |
| <div class="line"><a name="l00187"></a><span class="lineno"> 187</span>  EXIT;</div> |
| <div class="line"><a name="l00188"></a><span class="lineno"> 188</span>  END IF;</div> |
| <div class="line"><a name="l00189"></a><span class="lineno"> 189</span>  increment = increment+1;</div> |
| <div class="line"><a name="l00190"></a><span class="lineno"> 190</span>  curr_old = last_count;</div> |
| <div class="line"><a name="l00191"></a><span class="lineno"> 191</span>  END LOOP;</div> |
| <div class="line"><a name="l00192"></a><span class="lineno"> 192</span> </div> |
| <div class="line"><a name="l00193"></a><span class="lineno"> 193</span>  <span class="comment">/*</span></div> |
| <div class="line"><a name="l00194"></a><span class="lineno"> 194</span> <span class="comment"> At this point we terminated the binary search but we do not know what the reason why no progress could be made</span></div> |
| <div class="line"><a name="l00195"></a><span class="lineno"> 195</span> <span class="comment"> following is the code that determines what is the reason for the termination, and finds the exact solution depending on the reason</span></div> |
| <div class="line"><a name="l00196"></a><span class="lineno"> 196</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00197"></a><span class="lineno"> 197</span>  EXECUTE 'SELECT MAX('||col_name||'),COUNT(*) FROM '||table_name||' WHERE '||col_name||' < '||size[2]||';' INTO last_value1, last_count1;</div> |
| <div class="line"><a name="l00198"></a><span class="lineno"> 198</span> </div> |
| <div class="line"><a name="l00199"></a><span class="lineno"> 199</span>  IF(last_count1 >= quantile_size) THEN</div> |
| <div class="line"><a name="l00200"></a><span class="lineno"> 200</span>  RETURN last_value1;</div> |
| <div class="line"><a name="l00201"></a><span class="lineno"> 201</span>  END IF;</div> |
| <div class="line"><a name="l00202"></a><span class="lineno"> 202</span> </div> |
| <div class="line"><a name="l00203"></a><span class="lineno"> 203</span>  EXECUTE 'SELECT MIN('||col_name||'),'||full_size||'-COUNT(*)+1 FROM '||table_name||' WHERE '||col_name||' > '||size[2]||';' INTO last_value2, last_count2;</div> |
| <div class="line"><a name="l00204"></a><span class="lineno"> 204</span> </div> |
| <div class="line"><a name="l00205"></a><span class="lineno"> 205</span> </div> |
| <div class="line"><a name="l00206"></a><span class="lineno"> 206</span>  IF(last_count >= quantile_size) THEN</div> |
| <div class="line"><a name="l00207"></a><span class="lineno"> 207</span>  --If the difference is greater than 1 element away, then there are probably many repeated values</div> |
| <div class="line"><a name="l00208"></a><span class="lineno"> 208</span>  IF(last_count-quantile_size >= 1) THEN</div> |
| <div class="line"><a name="l00209"></a><span class="lineno"> 209</span>  RETURN last_values[3];</div> |
| <div class="line"><a name="l00210"></a><span class="lineno"> 210</span>  END IF;</div> |
| <div class="line"><a name="l00211"></a><span class="lineno"> 211</span>  RETURN last_values[3]*(quantile_size-last_count1)/(last_count-last_count1)+last_value1*(last_count-quantile_size)/(last_count-last_count1);</div> |
| <div class="line"><a name="l00212"></a><span class="lineno"> 212</span>  ELSE</div> |
| <div class="line"><a name="l00213"></a><span class="lineno"> 213</span>  --If the difference is greater than 1 element away, then there are probably many repeated values</div> |
| <div class="line"><a name="l00214"></a><span class="lineno"> 214</span>  IF(quantile_size-last_count > 1) THEN</div> |
| <div class="line"><a name="l00215"></a><span class="lineno"> 215</span>  RETURN last_value2;</div> |
| <div class="line"><a name="l00216"></a><span class="lineno"> 216</span>  END IF;</div> |
| <div class="line"><a name="l00217"></a><span class="lineno"> 217</span>  RETURN last_value2*(quantile_size-last_count)/(last_count2-last_count)+last_values[3]*(last_count2-quantile_size)/(last_count2-last_count);</div> |
| <div class="line"><a name="l00218"></a><span class="lineno"> 218</span>  END IF;</div> |
| <div class="line"><a name="l00219"></a><span class="lineno"> 219</span> </div> |
| <div class="line"><a name="l00220"></a><span class="lineno"> 220</span>  -- Cleanup</div> |
| <div class="line"><a name="l00221"></a><span class="lineno"> 221</span>  DROP TABLE IF EXISTS temptable0;</div> |
| <div class="line"><a name="l00222"></a><span class="lineno"> 222</span>  DROP TABLE IF EXISTS temptable1;</div> |
| <div class="line"><a name="l00223"></a><span class="lineno"> 223</span> </div> |
| <div class="line"><a name="l00224"></a><span class="lineno"> 224</span> end</div> |
| <div class="line"><a name="l00225"></a><span class="lineno"> 225</span> $$ LANGUAGE plpgsql;</div> |
| <div class="line"><a name="l00226"></a><span class="lineno"> 226</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00227"></a><span class="lineno"> 227</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00228"></a><span class="lineno"> 228</span> <span class="comment"> * @brief Computes quantile</span></div> |
| <div class="line"><a name="l00229"></a><span class="lineno"> 229</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00230"></a><span class="lineno"> 230</span> <span class="comment"> * @param table_name name of the table from which quantile is to be taken</span></div> |
| <div class="line"><a name="l00231"></a><span class="lineno"> 231</span> <span class="comment"> * @param col_name name of the column that is to be used for quantile calculation</span></div> |
| <div class="line"><a name="l00232"></a><span class="lineno"> 232</span> <span class="comment"> * @param quantile desired quantile value \f$ \in (0,1) \f$</span></div> |
| <div class="line"><a name="l00233"></a><span class="lineno"> 233</span> <span class="comment"> * @returns The quantile value</span></div> |
| <div class="line"><a name="l00234"></a><span class="lineno"> 234</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00235"></a><span class="lineno"> 235</span> <span class="comment"> * This function computes the specified quantile value. It reads the name of the</span></div> |
| <div class="line"><a name="l00236"></a><span class="lineno"> 236</span> <span class="comment"> * table, the specific column, and computes the quantile value based on the</span></div> |
| <div class="line"><a name="l00237"></a><span class="lineno"> 237</span> <span class="comment"> * fraction specified as the third argument.</span></div> |
| <div class="line"><a name="l00238"></a><span class="lineno"> 238</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00239"></a><span class="lineno"><a class="code" href="quantile_8sql__in.html#a6955e44659a0817803ab7a11a9a7e8a5"> 239</a></span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.<a class="code" href="quantile_8sql__in.html#a6955e44659a0817803ab7a11a9a7e8a5" title="Computes quantile. ">quantile</a>(table_name TEXT, col_name TEXT, <a class="code" href="quantile_8sql__in.html#a6955e44659a0817803ab7a11a9a7e8a5" title="Computes quantile. ">quantile</a> FLOAT) RETURNS FLOAT AS $$</div> |
| <div class="line"><a name="l00240"></a><span class="lineno"> 240</span> declare</div> |
| <div class="line"><a name="l00241"></a><span class="lineno"> 241</span>  size FLOAT;</div> |
| <div class="line"><a name="l00242"></a><span class="lineno"> 242</span>  result FLOAT[];</div> |
| <div class="line"><a name="l00243"></a><span class="lineno"> 243</span>  res FLOAT;</div> |
| <div class="line"><a name="l00244"></a><span class="lineno"> 244</span> begin</div> |
| <div class="line"><a name="l00245"></a><span class="lineno"> 245</span>  -- check for bad input</div> |
| <div class="line"><a name="l00246"></a><span class="lineno"> 246</span>  IF(<a class="code" href="quantile_8sql__in.html#a6955e44659a0817803ab7a11a9a7e8a5" title="Computes quantile. ">quantile</a> < 0) OR (<a class="code" href="quantile_8sql__in.html#a6955e44659a0817803ab7a11a9a7e8a5" title="Computes quantile. ">quantile</a> >= 1) THEN</div> |
| <div class="line"><a name="l00247"></a><span class="lineno"> 247</span>  RAISE EXCEPTION 'Quantile should be between 0 and 0.99';</div> |
| <div class="line"><a name="l00248"></a><span class="lineno"> 248</span>  END IF;</div> |
| <div class="line"><a name="l00249"></a><span class="lineno"> 249</span> </div> |
| <div class="line"><a name="l00250"></a><span class="lineno"> 250</span>  EXECUTE 'SELECT COUNT(*)*'||<a class="code" href="quantile_8sql__in.html#a6955e44659a0817803ab7a11a9a7e8a5" title="Computes quantile. ">quantile</a>||' FROM '||table_name||' ' INTO size;</div> |
| <div class="line"><a name="l00251"></a><span class="lineno"> 251</span>  EXECUTE 'SELECT ARRAY(SELECT '||col_name||' FROM (SELECT '||col_name||' FROM '||table_name||' ORDER BY '||col_name||' OFFSET '||floor(size)||'-1 LIMIT 2) AS g)' INTO result;</div> |
| <div class="line"><a name="l00252"></a><span class="lineno"> 252</span>  EXECUTE 'SELECT '||result[2]||'*('||size||'%1)+'||result[1]||'*(1-'||size||'%1)' INTO res;</div> |
| <div class="line"><a name="l00253"></a><span class="lineno"> 253</span>  return res;</div> |
| <div class="line"><a name="l00254"></a><span class="lineno"> 254</span> end</div> |
| <div class="line"><a name="l00255"></a><span class="lineno"> 255</span> $$ LANGUAGE plpgsql;</div> |
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