I was hoping to use a native/low level implementation for high performance (my data set is on the order of 2.  It looks like multiple column aggregates are supported (corr & covar) so in theory I could add a new function.

 

Poking around in the archives, it looks like I need to add a new MAL and link it to a C implementation.

 

https://www.monetdb.org/pipermail/developers-list/2015-December/004553.html

 

Are there any examples on how to do this?

 

From: users-list [mailto:users-list-bounces+david.b.anderson=citi.com@monetdb.org] On Behalf Of Anthony Damico
Sent: Wednesday, April 27, 2016 9:47 AM
To: Communication channel for MonetDB users
Subject: Re: Support for multi-column aggregate functions

 

possible to translate one of these?

 

http://stackoverflow.com/questions/16450779/another-approach-to-percentiles



On Wednesday, April 27, 2016, Anderson, David B <david.b.anderson@citi.com> wrote:

I am really looking for an implementation of a weighted percentile within a group.

-----Original Message-----
From: Anderson, David B [ICG-MKTS]
Sent: Wednesday, April 27, 2016 9:18 AM
To: users-list@monetdb.org
Subject: Support for multi-column aggregate functions

All,

Does the current version of MonetDB support multi-column aggregate functions? I need to create a function which returns the "quantiles" of one column using another column as a weighting. It looks like PostgreSQL supports multi-column aggregates as of 8.2.

I could write an embedded R function to compute this, but want to know if it is even possible to pass in multiple columns.

Thanks,
Dave
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