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New contrib module for statistical mathematics

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Jan
REL7_1_STABLE
Jan Wieck 26 years ago
parent 500b62b057
commit 92010434d4
4 changed files with 492 additions and 0 deletions
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  1. 58
      contrib/statmath/Makefile
  2. 39
      contrib/statmath/README.statmath
  3. 307
      contrib/statmath/statmath.c
  4. 88
      contrib/statmath/statmath.sql.in

58
contrib/statmath/Makefile
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#
# $Header: /cvsroot/pgsql/contrib/statmath/Attic/Makefile,v 1.1 2000/07/04 14:36:03 wieck Exp $
#
TOPDIR=../..
include ../Makefile.global
NAME = statmath
PROGRAM =
OBJS = $(NAME).o
DOCS = README.$(NAME)
SQLS = $(NAME).sql
BINS =
EXAMPLES=
MODS = $(NAME)$(DLSUFFIX)
CFLAGS += -I. $(CFLAGS_SL)
OTHER_CLEAN = $(SQLS)
all: $(MODS) $(SQLS)
%.sql: %.sql.in
$(SED) "s|MODULE_PATHNAME|$(CONTRIB_MODDIR)/$(NAME)$(DLSUFFIX)|" < $< > $@
install: install_doc install_sql install_mod install_bin
install_doc:
for inst_file in $(DOCS); do \
$(INSTALL) $(INSTL_LIB_OPTS) $$inst_file $(CONTRIB_DOCDIR); \
done
install_sql:
for inst_file in $(SQLS); do \
$(INSTALL) $(INSTL_LIB_OPTS) $$inst_file $(CONTRIB_SQLDIR); \
done
install_mod:
for inst_file in $(MODS); do \
$(INSTALL) $(INSTL_SHLIB_OPTS) $$inst_file $(CONTRIB_MODDIR); \
done
install_bin:
for inst_file in $(BINS); do \
$(INSTALL) $(INSTL_EXE_OPTS) $$inst_file $(CONTRIB_BINDIR); \
done
depend dep:
$(CC) -MM -MG $(CFLAGS) *.c > depend
clean:
$(RM) *~ $(OBJS) $(MODS) $(PROGRAM) depend $(OTHER_CLEAN) core log
ifeq (depend,$(wildcard depend))
include depend
endif

39
contrib/statmath/README.statmath
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Statistical aggregate functions for PostgreSQL.
This module provides some aggregate functions for statistical
mathematics. A new datatype holding two double precision
floating point values is required by them.
The aggregates are:
average(float8) average value computed by
n
___
_ 1 \
x = --- > x
n /__ i
i=1
variance(float8 variance computed by
n
___
2 1 \ _ 2
s = --- > (x - x)
n-1 /__ i
i=1
stddev(float8) standard deviation computed by
_____
/ 2
s = / s
\/
--
Jan Wieck <JanWieck@Yahoo.com>

307
contrib/statmath/statmath.c
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/* ----------
* Module statmath
*
* statistical aggregates for average, variance and standard
* deviation.
*
* Jan Wieck
* ----------
*/
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <errno.h>
#include "postgres.h"
#include "utils/palloc.h"
/* ----------
* Declarations
*
* statmath_stateval_in() Input function for state transition variable
* statmath_stateval_out() Output function for state transition variable
* statmath_collect() State transition function to collect items
* statmath_average_fin() Final function for average aggregate
* statmath_variance_fin() Final function for variance aggregate
* statmath_stddev_fin() Final function for deviation aggregate
* ----------
*/
float64 statmath_stateval_in(char *str);
char *statmath_stateval_out(float64 sval);
float64 statmath_collect(float64 sval, float64 item);
float64 statmath_average_fin(float64 sval, int4 n);
float64 statmath_variance_fin(float64 sval, int4 n);
float64 statmath_stddev_fin(float64 sval, int4 n);
/* ----------
* statmath_checkval -
*
* Bounds checking for float8 values in Postgres
* ----------
*/
static void
statmath_checkval(double val)
{
if (fabs(val) > DBL_MAX)
elog(ERROR, "statmath: overflow");
if (val != 0.0 && fabs(val) < DBL_MIN)
elog(ERROR, "statmath: underflow");
}
/* ----------
* statmath_stateval_in -
*
* Input function for the state transition value data type.
* The input string are two float8's separated with a colon ':'.
* ----------
*/
float64
statmath_stateval_in(char *str)
{
float64 retval;
double tmp;
char *cp1, *cp2;
if (!str)
return (float64) NULL;
/*
* Allocate space for the result
*/
retval = (float64) palloc(sizeof(float64data) * 2);
/*
* Get the first number
*/
errno = 0;
tmp = strtod(str, &cp1);
if (*cp1 != ':' || errno == ERANGE)
elog(ERROR, "statmath: illegal input format '%s'", str);
statmath_checkval(tmp);
retval[0] = tmp;
/*
* Get the second number
*/
tmp = strtod(++cp1, &cp2);
if (*cp2 != '\0' || errno == ERANGE)
elog(ERROR, "statmath: illegal input format '%s'", str);
statmath_checkval(tmp);
retval[1] = tmp;
/*
* Return the internal binary format
*/
return retval;
}
/* ----------
* statmath_stateval_out -
*
* Output function for the state transition value data type.
* ----------
*/
char *
statmath_stateval_out(float64 sval)
{
char buf[1024];
double v1, v2;
if (!sval)
return pstrdup("(null)");
/*
* Print the values in the external format and return
* the result in allocated space
*/
v1 = sval[0];
v2 = sval[1];
sprintf(buf, "%.*g:%.*g", DBL_DIG, v1, DBL_DIG, v2);
return pstrdup(buf);
}
/* ----------
* statmath_collect -
*
* State transition function to collect data for the variance
* and standard deviation aggregates.
* The state transition variable holds 2 float8 values. The
* first is the sum of the items, the second the sum of the
* item quadratic products.
* ----------
*/
float64
statmath_collect(float64 sval, float64 item)
{
float64 retval;
double tmp;
if (!sval || !item)
return (float64) NULL;
/*
* Allocate space for the result
*/
retval = (float64) palloc(sizeof(float64data) * 2);
/*
* Compute the new values
*/
tmp = sval[0] + *item;
statmath_checkval(tmp);
retval[0] = tmp;
tmp = sval[1] + *item * *item;
statmath_checkval(tmp);
retval[1] = tmp;
/*
* Return the result
*/
return retval;
}
/* ----------
* statmath_average_fin -
*
* Final computation function for the average aggregate.
* ----------
*/
float64
statmath_average_fin(float64 sum, int4 n)
{
float64 retval;
double tmp;
if (!sum)
return (float64) NULL;
/*
* Allocate space for the result
*/
retval = (float64) palloc(sizeof(float64data));
/*
* Avoid division by zero if no items collected
*/
if (n == 0)
{
*retval = 0.0;
return retval;
}
/*
* Compute the average
*/
tmp = *sum / (double)n;
statmath_checkval(tmp);
*retval = tmp;
/*
* Return the result
*/
return retval;
}
/* ----------
* statmath_variance_fin -
*
* Final computation function for the variance aggregate
* ----------
*/
float64
statmath_variance_fin(float64 sval, int4 n)
{
float64 retval;
double avg;
double variance;
if (!sval)
return (float64) NULL;
/*
* Allocate space for the result
*/
retval = (float64) palloc(sizeof(float64data));
/*
* Avoid division by zero if less than 2 items collected
*/
if (n < 2)
{
*retval = 0.0;
return retval;
}
/*
* Calculate the variance
*/
avg = sval[0] / (double)n;
variance = (sval[1] - sval[0] * avg) / ((double)n - 1.0);
statmath_checkval(variance);
*retval = variance;
/*
* Return the result
*/
return retval;
}
/* ----------
* statmath_stateval_in -
*
* Input function for the state transition value data type
* ----------
*/
float64
statmath_stddev_fin(float64 sval, int4 n)
{
float64 retval;
double avg;
double stddev;
if (!sval)
return (float64) NULL;
/*
* Allocate space for the result
*/
retval = (float64) palloc(sizeof(float64data));
/*
* Avoid division by zero if less than 2 items collected
*/
if (n < 2)
{
*retval = 0.0;
return retval;
}
/*
* Calculate the standard deviation
*/
avg = sval[0] / (double)n;
stddev = sqrt((sval[1] - sval[0] * avg) / ((double)n - 1.0));
statmath_checkval(stddev);
*retval = stddev;
/*
* Return the result
*/
return retval;
}

88
contrib/statmath/statmath.sql.in
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-- statmath.sql
--
-- Install the statistical aggregates
--
--
-- Create the new data type for the state transition variable
--
CREATE FUNCTION statmath_stateval_in(opaque)
RETURNS statmath_stateval
AS 'MODULE_PATHNAME'
LANGUAGE 'C';
CREATE FUNCTION statmath_stateval_out(opaque)
RETURNS opaque
AS 'MODULE_PATHNAME'
LANGUAGE 'C';
CREATE TYPE statmath_stateval (
internallength = 16,
input = statmath_stateval_in,
output = statmath_stateval_out,
alignment = double
);
--
-- Create the statistic data collector used in the aggregates
--
CREATE FUNCTION statmath_collect(statmath_stateval, float8)
RETURNS statmath_stateval
AS 'MODULE_PATHNAME'
LANGUAGE 'C';
--
-- Create the final functions for the three aggregates
--
CREATE FUNCTION statmath_average_fin(float8, int4)
RETURNS float8
AS 'MODULE_PATHNAME'
LANGUAGE 'C';
CREATE FUNCTION statmath_variance_fin(statmath_stateval, int4)
RETURNS float8
AS 'MODULE_PATHNAME'
LANGUAGE 'C';
CREATE FUNCTION statmath_stddev_fin(statmath_stateval, int4)
RETURNS float8
AS 'MODULE_PATHNAME'
LANGUAGE 'C';
--
-- Create the aggregates themself
--
CREATE AGGREGATE average (
basetype = float8,
stype1 = float8,
stype2 = int4,
sfunc1 = float8pl,
sfunc2 = int4inc,
finalfunc = statmath_average_fin,
initcond1 = '0',
initcond2 = '0'
);
CREATE AGGREGATE variance (
basetype = float8,
stype1 = statmath_stateval,
stype2 = int4,
sfunc1 = statmath_collect,
sfunc2 = int4inc,
finalfunc = statmath_variance_fin,
initcond1 = '0:0',
initcond2 = '0'
);
CREATE AGGREGATE stddev (
basetype = float8,
stype1 = statmath_stateval,
stype2 = int4,
sfunc1 = statmath_collect,
sfunc2 = int4inc,
finalfunc = statmath_stddev_fin,
initcond1 = '0:0',
initcond2 = '0'
);
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