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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:, i.e.

  == 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.

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

  $ psql dbname < trimmed_averages--1.0.sql

That's all.
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