Support for multi-column aggregate functions

Anderson, David B david.b.anderson at citi.com
Wed Apr 27 17:07:47 CEST 2016


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 at 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<https://urldefense.proofpoint.com/v2/url?u=http-3A__stackoverflow.com_questions_16450779_another-2Dapproach-2Dto-2Dpercentiles&d=BQMFaQ&c=j-EkbjBYwkAB4f8ZbVn1Fw&r=8_GYjk1edsyLJlNaxMxYxBJsviF3JXYvwDK42uy5KWU&m=VPKaqqy1Sox6hJP3RD8x9lYAWs4sDr5tN4jtb0tElwI&s=4T2ole-AWFy74ddKmo_2X7-1Okti6t0SGcrP3Pg1ttw&e=>


On Wednesday, April 27, 2016, Anderson, David B <david.b.anderson at citi.com<mailto:david.b.anderson at 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 at monetdb.org<javascript:;>
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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