Support for multi-column aggregate functions

Anthony Damico ajdamico at gmail.com
Fri Apr 29 14:59:05 CEST 2016


david, these queries get pretty close to wtd.quantile and svyquantile on a
32-record data set.  if you have lots of records, i think it'd perform even
better?



pctiles <- seq( 0 , 1 , .01 )

library(DBI)            # load the DBI package (implements the R-database
coding)
library(MonetDB.R)        # load the MonetDB.R package (connects r to a
monet database)
library(MonetDBLite)    # load MonetDBLite package (creates database files
in R)

db <- dbConnect( MonetDBLite() )

# requires a unique identifier because i could not get row_number() working
# https://www.monetdb.org/bugzilla/show_bug.cgi?id=4000
mtcars$id <- seq( nrow( mtcars ) )

# store mtcars
dbWriteTable( db , 'mtcars' , mtcars )


sql <-
    "SELECT
        t1.id,
        t1.hp ,
        t1.wt ,
        SUM( t2.wt ) AS cumwt
    FROM mtcars t1 INNER JOIN mtcars t2 ON t1.hp >= t2.hp
    GROUP BY t1.id , t1.hp , t1.wt"

dbGetQuery( db , sql )

sql2 <-
    paste("( SELECT
            row_number() over () AS id ,
            wt ,
            cumwt,
            totwt,
            hp
    FROM
            mtcars AS td
            NATURAL JOIN
            (
                    " , sql , "
            ) AS cj
            ,
            (
                    SELECT
                            SUM(wt) AS totwt
                    FROM
                            mtcars
            ) AS tj ) ")


dbGetQuery( db , sql2 )

sql3 <-
    paste(
        "select pcs.percentile ,
            min(case when cumwt >= totwt * pcs.percentile then hp end)
            from (" , sql2 , ") AS v ,
     (" ,

     paste( "select" , pctiles , " as percentile" , collapse = " union all
" ) ,
     " ) pcs group by pcs.percentile" )


library(Hmisc)
library(survey)
ms <- svydesign(~1,data=mtcars,weight=~wt)

cbind( dbGetQuery( db , sql3 ),
wtd.quantile( mtcars$hp , mtcars$wt , pctiles ) ,
as.numeric(svyquantile(~ hp,ms,pctiles)))









On Wed, Apr 27, 2016 at 11:07 AM, Anderson, David B <
david.b.anderson at citi.com> wrote:

> 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>
> 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
> 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
> _______________________________________________
> users-list mailing list
> users-list at monetdb.org
> https://www.monetdb.org/mailman/listinfo/users-list
> <https://urldefense.proofpoint.com/v2/url?u=https-3A__www.monetdb.org_mailman_listinfo_users-2Dlist&d=BQMFaQ&c=j-EkbjBYwkAB4f8ZbVn1Fw&r=8_GYjk1edsyLJlNaxMxYxBJsviF3JXYvwDK42uy5KWU&m=VPKaqqy1Sox6hJP3RD8x9lYAWs4sDr5tN4jtb0tElwI&s=T43LwaiW3foyJ1zGqAUQo9P1My84NzY92cS5wHK1xeA&e=>
>
> _______________________________________________
> users-list mailing list
> users-list at monetdb.org
> https://www.monetdb.org/mailman/listinfo/users-list
>
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://www.monetdb.org/pipermail/users-list/attachments/20160429/2c613a16/attachment.html>


More information about the users-list mailing list