New contrib module for statistical mathematics
Jan
This commit is contained in:
Jan Wieck
parent
500b62b057
commit
92010434d4
58
contrib/statmath/Makefile
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58
contrib/statmath/Makefile
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#
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# $Header: /cvsroot/pgsql/contrib/statmath/Attic/Makefile,v 1.1 2000/07/04 14:36:03 wieck Exp $
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#
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TOPDIR=../..
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include ../Makefile.global
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NAME = statmath
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PROGRAM =
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OBJS = $(NAME).o
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DOCS = README.$(NAME)
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SQLS = $(NAME).sql
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BINS =
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EXAMPLES=
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MODS = $(NAME)$(DLSUFFIX)
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CFLAGS += -I. $(CFLAGS_SL)
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OTHER_CLEAN = $(SQLS)
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all: $(MODS) $(SQLS)
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%.sql: %.sql.in
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$(SED) "s|MODULE_PATHNAME|$(CONTRIB_MODDIR)/$(NAME)$(DLSUFFIX)|" < $< > $@
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install: install_doc install_sql install_mod install_bin
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install_doc:
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for inst_file in $(DOCS); do \
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$(INSTALL) $(INSTL_LIB_OPTS) $$inst_file $(CONTRIB_DOCDIR); \
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done
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install_sql:
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for inst_file in $(SQLS); do \
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$(INSTALL) $(INSTL_LIB_OPTS) $$inst_file $(CONTRIB_SQLDIR); \
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done
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install_mod:
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for inst_file in $(MODS); do \
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$(INSTALL) $(INSTL_SHLIB_OPTS) $$inst_file $(CONTRIB_MODDIR); \
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done
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install_bin:
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for inst_file in $(BINS); do \
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$(INSTALL) $(INSTL_EXE_OPTS) $$inst_file $(CONTRIB_BINDIR); \
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done
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depend dep:
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$(CC) -MM -MG $(CFLAGS) *.c > depend
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clean:
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$(RM) *~ $(OBJS) $(MODS) $(PROGRAM) depend $(OTHER_CLEAN) core log
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ifeq (depend,$(wildcard depend))
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include depend
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endif
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39
contrib/statmath/README.statmath
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39
contrib/statmath/README.statmath
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Statistical aggregate functions for PostgreSQL.
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This module provides some aggregate functions for statistical
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mathematics. A new datatype holding two double precision
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floating point values is required by them.
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The aggregates are:
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average(float8) average value computed by
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n
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___
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_ 1 \
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x = --- > x
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n /__ i
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i=1
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variance(float8 variance computed by
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n
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___
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2 1 \ _ 2
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s = --- > (x - x)
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n-1 /__ i
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i=1
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stddev(float8) standard deviation computed by
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_____
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/ 2
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s = / s
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\/
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--
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Jan Wieck <JanWieck@Yahoo.com>
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307
contrib/statmath/statmath.c
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307
contrib/statmath/statmath.c
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/* ----------
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* Module statmath
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*
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* statistical aggregates for average, variance and standard
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* deviation.
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*
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* Jan Wieck
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* ----------
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*/
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#include <stdio.h>
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#include <stdlib.h>
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#include <math.h>
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#include <errno.h>
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#include "postgres.h"
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#include "utils/palloc.h"
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/* ----------
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* Declarations
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*
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* statmath_stateval_in() Input function for state transition variable
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* statmath_stateval_out() Output function for state transition variable
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* statmath_collect() State transition function to collect items
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* statmath_average_fin() Final function for average aggregate
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* statmath_variance_fin() Final function for variance aggregate
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* statmath_stddev_fin() Final function for deviation aggregate
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* ----------
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*/
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float64 statmath_stateval_in(char *str);
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char *statmath_stateval_out(float64 sval);
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float64 statmath_collect(float64 sval, float64 item);
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float64 statmath_average_fin(float64 sval, int4 n);
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float64 statmath_variance_fin(float64 sval, int4 n);
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float64 statmath_stddev_fin(float64 sval, int4 n);
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/* ----------
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* statmath_checkval -
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*
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* Bounds checking for float8 values in Postgres
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* ----------
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*/
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static void
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statmath_checkval(double val)
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{
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if (fabs(val) > DBL_MAX)
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elog(ERROR, "statmath: overflow");
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if (val != 0.0 && fabs(val) < DBL_MIN)
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elog(ERROR, "statmath: underflow");
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}
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/* ----------
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* statmath_stateval_in -
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*
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* Input function for the state transition value data type.
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* The input string are two float8's separated with a colon ':'.
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* ----------
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*/
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float64
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statmath_stateval_in(char *str)
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{
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float64 retval;
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double tmp;
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char *cp1, *cp2;
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if (!str)
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return (float64) NULL;
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/*
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* Allocate space for the result
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*/
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retval = (float64) palloc(sizeof(float64data) * 2);
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/*
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* Get the first number
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*/
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errno = 0;
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tmp = strtod(str, &cp1);
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if (*cp1 != ':' || errno == ERANGE)
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elog(ERROR, "statmath: illegal input format '%s'", str);
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statmath_checkval(tmp);
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retval[0] = tmp;
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/*
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* Get the second number
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*/
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tmp = strtod(++cp1, &cp2);
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if (*cp2 != '\0' || errno == ERANGE)
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elog(ERROR, "statmath: illegal input format '%s'", str);
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statmath_checkval(tmp);
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retval[1] = tmp;
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/*
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* Return the internal binary format
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*/
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return retval;
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}
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/* ----------
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* statmath_stateval_out -
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*
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* Output function for the state transition value data type.
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* ----------
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*/
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char *
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statmath_stateval_out(float64 sval)
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{
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char buf[1024];
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double v1, v2;
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if (!sval)
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return pstrdup("(null)");
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/*
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* Print the values in the external format and return
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* the result in allocated space
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*/
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v1 = sval[0];
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v2 = sval[1];
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sprintf(buf, "%.*g:%.*g", DBL_DIG, v1, DBL_DIG, v2);
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return pstrdup(buf);
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}
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/* ----------
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* statmath_collect -
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*
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* State transition function to collect data for the variance
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* and standard deviation aggregates.
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* The state transition variable holds 2 float8 values. The
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* first is the sum of the items, the second the sum of the
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* item quadratic products.
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* ----------
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*/
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float64
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statmath_collect(float64 sval, float64 item)
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{
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float64 retval;
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double tmp;
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if (!sval || !item)
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return (float64) NULL;
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/*
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* Allocate space for the result
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*/
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retval = (float64) palloc(sizeof(float64data) * 2);
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/*
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* Compute the new values
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*/
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tmp = sval[0] + *item;
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statmath_checkval(tmp);
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retval[0] = tmp;
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tmp = sval[1] + *item * *item;
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statmath_checkval(tmp);
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retval[1] = tmp;
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/*
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* Return the result
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*/
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return retval;
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}
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/* ----------
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* statmath_average_fin -
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*
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* Final computation function for the average aggregate.
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* ----------
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*/
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float64
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statmath_average_fin(float64 sum, int4 n)
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{
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float64 retval;
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double tmp;
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if (!sum)
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return (float64) NULL;
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/*
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* Allocate space for the result
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*/
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retval = (float64) palloc(sizeof(float64data));
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/*
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* Avoid division by zero if no items collected
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*/
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if (n == 0)
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{
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*retval = 0.0;
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return retval;
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}
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/*
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* Compute the average
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*/
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tmp = *sum / (double)n;
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statmath_checkval(tmp);
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*retval = tmp;
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/*
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* Return the result
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*/
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return retval;
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}
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/* ----------
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* statmath_variance_fin -
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*
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* Final computation function for the variance aggregate
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* ----------
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*/
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float64
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statmath_variance_fin(float64 sval, int4 n)
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{
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float64 retval;
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double avg;
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double variance;
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if (!sval)
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return (float64) NULL;
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/*
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* Allocate space for the result
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*/
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retval = (float64) palloc(sizeof(float64data));
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/*
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* Avoid division by zero if less than 2 items collected
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*/
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if (n < 2)
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{
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*retval = 0.0;
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return retval;
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}
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/*
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* Calculate the variance
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*/
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avg = sval[0] / (double)n;
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variance = (sval[1] - sval[0] * avg) / ((double)n - 1.0);
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statmath_checkval(variance);
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*retval = variance;
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/*
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* Return the result
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*/
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return retval;
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}
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/* ----------
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* statmath_stateval_in -
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*
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* Input function for the state transition value data type
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* ----------
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*/
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float64
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statmath_stddev_fin(float64 sval, int4 n)
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{
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float64 retval;
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double avg;
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double stddev;
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if (!sval)
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return (float64) NULL;
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/*
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* Allocate space for the result
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*/
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retval = (float64) palloc(sizeof(float64data));
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/*
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* Avoid division by zero if less than 2 items collected
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*/
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if (n < 2)
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{
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*retval = 0.0;
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return retval;
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}
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/*
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* Calculate the standard deviation
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*/
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avg = sval[0] / (double)n;
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stddev = sqrt((sval[1] - sval[0] * avg) / ((double)n - 1.0));
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statmath_checkval(stddev);
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*retval = stddev;
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/*
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* Return the result
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*/
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return retval;
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}
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88
contrib/statmath/statmath.sql.in
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88
contrib/statmath/statmath.sql.in
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@ -0,0 +1,88 @@
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-- statmath.sql
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--
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-- Install the statistical aggregates
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--
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--
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-- Create the new data type for the state transition variable
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--
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CREATE FUNCTION statmath_stateval_in(opaque)
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RETURNS statmath_stateval
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AS 'MODULE_PATHNAME'
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LANGUAGE 'C';
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CREATE FUNCTION statmath_stateval_out(opaque)
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RETURNS opaque
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AS 'MODULE_PATHNAME'
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LANGUAGE 'C';
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CREATE TYPE statmath_stateval (
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internallength = 16,
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input = statmath_stateval_in,
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output = statmath_stateval_out,
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alignment = double
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);
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--
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-- Create the statistic data collector used in the aggregates
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--
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CREATE FUNCTION statmath_collect(statmath_stateval, float8)
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RETURNS statmath_stateval
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AS 'MODULE_PATHNAME'
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LANGUAGE 'C';
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--
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-- Create the final functions for the three aggregates
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--
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CREATE FUNCTION statmath_average_fin(float8, int4)
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RETURNS float8
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AS 'MODULE_PATHNAME'
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LANGUAGE 'C';
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CREATE FUNCTION statmath_variance_fin(statmath_stateval, int4)
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RETURNS float8
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AS 'MODULE_PATHNAME'
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LANGUAGE 'C';
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CREATE FUNCTION statmath_stddev_fin(statmath_stateval, int4)
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RETURNS float8
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AS 'MODULE_PATHNAME'
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LANGUAGE 'C';
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--
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-- Create the aggregates themself
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--
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CREATE AGGREGATE average (
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basetype = float8,
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stype1 = float8,
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stype2 = int4,
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sfunc1 = float8pl,
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sfunc2 = int4inc,
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finalfunc = statmath_average_fin,
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initcond1 = '0',
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initcond2 = '0'
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);
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CREATE AGGREGATE variance (
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basetype = float8,
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stype1 = statmath_stateval,
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stype2 = int4,
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sfunc1 = statmath_collect,
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sfunc2 = int4inc,
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finalfunc = statmath_variance_fin,
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initcond1 = '0:0',
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initcond2 = '0'
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);
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CREATE AGGREGATE stddev (
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basetype = float8,
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stype1 = statmath_stateval,
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stype2 = int4,
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sfunc1 = statmath_collect,
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sfunc2 = int4inc,
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finalfunc = statmath_stddev_fin,
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initcond1 = '0:0',
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initcond2 = '0'
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);
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