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provides trimmed aggregates for PostgreSQL (average, variance, stddev)
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Trimmed aggregates ================== This PostgreSQL extension provides several aggregate functions that trim the input data set before applying the function, i.e. remove lowest/highest values. The number of values to be removed is configured using the parameters. WARNING: Those aggregates require the whole set, as they need to collect and sort the whole data set ((to trim low/high values). This may be a time consuming process and require a lot of memory. Keep this in mind when using those functions. Available aggregates -------------------- The extension implements aggregates that resemble those described here: http://www.postgresql.org/docs/9.1/static/functions-aggregate.html, i.e. AVG, VARIANCE, VAR_POP, VAR_SAMP, STDDEV, STDDEV_POP and STDDEV_SAMP == AVG == avg_trimmed(value, low_cut, high_cut) == VARIANCE == var_trimmed(value, low_cut, high_cut); var_pop_trimmed(value, low_cut, high_cut) var_samp_trimmed(value, low_cut, high_cut) == STDDEV (standard deviation) == stddev_trimmed(value, low_cut, high_cut) stddev_pop_trimmed(value, low_cut, high_cut) stddev_samp_trimmed(value, low_cut, high_cut) All those functions are overloaded for double precision, int32 and int64 data types. Using the aggregates -------------------- All the aggregates are used the same way so let's see how to use the avg_trimmed aggregate. For example this SELECT avg_trimmed(i, 0.1, 0.1) FROM generate_series(1,1000) s(i); means 10% of the values will be removed on both ends, and the average will be computed using the middle 80%. On the other hand this SELECT avg_trimmed(i, 0.2, 0.1) FROM generate_series(1,1000) s(i); means 20% of the lowest and 10% of the highest values will be removed, so the average will be computed using the remaining 70% of values. Installation ------------ Installing this is very simple - if you're on 9.1 you can install it like any other extension, i.e. $ make install $ psql dbname -c "CREATE EXTENSION trimmed_averages" and if you're on an older version, you have to run the SQL script manually $ psql dbname < trimmed_averages--1.0.sql That's all. License ------- This software is distributed under the terms of BSD 2-clause license. See LICENSE or http://www.opensource.org/licenses/bsd-license.php for more details.