Multiple quantiles.

Author: ncruces

ext/stats/quantile.go

@@ -1,6 +1,8 @@
 package stats
 
 import (
+	"encoding/json"
+	"fmt"
 	"math"
 	"slices"
 
@@ -21,39 +23,67 @@ func newQuantile(kind int) func() sqlite3.AggregateFunction {
 
 type quantile struct {
 	kind int
-	pos  float64
-	list []float64
+	nums []float64
+	arg1 []byte
 }
 
 func (q *quantile) Step(ctx sqlite3.Context, arg ...sqlite3.Value) {
 	if a := arg[0]; a.NumericType() != sqlite3.NULL {
-		q.list = append(q.list, a.Float())
+		q.nums = append(q.nums, a.Float())
 	}
 	if q.kind != median {
-		q.pos = arg[1].Float()
+		q.arg1 = arg[1].Blob(q.arg1[:0])
 	}
 }
 
 func (q *quantile) Value(ctx sqlite3.Context) {
-	if len(q.list) == 0 {
+	if len(q.nums) == 0 {
 		return
 	}
+
+	var (
+		err    error
+		float  float64
+		floats []float64
+	)
 	if q.kind == median {
-		q.pos = 0.5
+		float, err = getQuantile(q.nums, 0.5, false)
+		ctx.ResultFloat(float)
+	} else if err = json.Unmarshal(q.arg1, &float); err == nil {
+		float, err = getQuantile(q.nums, float, q.kind == quant_disc)
+		ctx.ResultFloat(float)
+	} else if err = json.Unmarshal(q.arg1, &floats); err == nil {
+		err = getQuantiles(q.nums, floats, q.kind == quant_disc)
+		ctx.ResultJSON(floats)
 	}
-	if q.pos < 0 || q.pos > 1 {
-		ctx.ResultError(util.ErrorString("quantile: invalid pos"))
-		return
+	if err != nil {
+		ctx.ResultError(fmt.Errorf("quantile: %w", err))
 	}
+}
 
-	i, f := math.Modf(q.pos * float64(len(q.list)-1))
-	m0 := quick.Select(q.list, int(i))
+func getQuantile(nums []float64, pos float64, disc bool) (float64, error) {
+	if pos < 0 || pos > 1 {
+		return 0, util.ErrorString("invalid pos")
+	}
 
-	if f == 0 || q.kind == quant_disc {
-		ctx.ResultFloat(m0)
-		return
+	i, f := math.Modf(pos * float64(len(nums)-1))
+	m0 := quick.Select(nums, int(i))
+
+	if f == 0 || disc {
+		return m0, nil
 	}
 
-	m1 := slices.Min(q.list[int(i)+1:])
-	ctx.ResultFloat(math.FMA(f, m1, -math.FMA(f, m0, -m0)))
+	m1 := slices.Min(nums[int(i)+1:])
+	return math.FMA(f, m1, -math.FMA(f, m0, -m0)), nil
+}
+
+func getQuantiles(nums []float64, pos []float64, disc bool) error {
+	for i := range pos {
+		v, err := getQuantile(nums, pos[i], disc)
+		if err != nil {
+			return err
+		}
+		pos[i] = v
+	}
+	return nil
 }

ext/stats/quantile_test.go

@@ -1,6 +1,7 @@
 package stats_test
 
 import (
+	"slices"
 	"testing"
 
 	"github.com/ncruces/go-sqlite3"
@@ -34,7 +35,7 @@ func TestRegister_quantile(t *testing.T) {
 		SELECT
 			median(x),
 			quantile_disc(x, 0.5),
-			quantile_cont(x, 0.25)
+			quantile_cont(x, '[0.25, 0.5, 0.75]')
 		FROM data`)
 	if err != nil {
 		t.Fatal(err)
@@ -46,8 +47,12 @@ func TestRegister_quantile(t *testing.T) {
 		if got := stmt.ColumnFloat(1); got != 7 {
 			t.Errorf("got %v, want 7", got)
 		}
-		if got := stmt.ColumnFloat(2); got != 6.25 {
-			t.Errorf("got %v, want 6.25", got)
+		var got []float64
+		if err := stmt.ColumnJSON(2, &got); err != nil {
+			t.Error(err)
+		}
+		if !slices.Equal(got, []float64{6.25, 10, 13.75}) {
+			t.Errorf("got %v, want [6.25 10 13.75]", got)
 		}
 	}
 	stmt.Close()
@@ -56,7 +61,7 @@ func TestRegister_quantile(t *testing.T) {
 		SELECT
 			median(x),
 			quantile_disc(x, 0.5),
-			quantile_cont(x, 0.25)
+			quantile_cont(x, '[0.25, 0.5, 0.75]')
 		FROM data
 		WHERE x < 5`)
 	if err != nil {
@@ -69,8 +74,12 @@ func TestRegister_quantile(t *testing.T) {
 		if got := stmt.ColumnFloat(1); got != 4 {
 			t.Errorf("got %v, want 4", got)
 		}
-		if got := stmt.ColumnFloat(2); got != 4 {
-			t.Errorf("got %v, want 4", got)
+		var got []float64
+		if err := stmt.ColumnJSON(2, &got); err != nil {
+			t.Error(err)
+		}
+		if !slices.Equal(got, []float64{4, 4, 4}) {
+			t.Errorf("got %v, want [4 4 4]", got)
 		}
 	}
 	stmt.Close()
@@ -79,7 +88,7 @@ func TestRegister_quantile(t *testing.T) {
 		SELECT
 			median(x),
 			quantile_disc(x, 0.5),
-			quantile_cont(x, 0.25)
+			quantile_cont(x, '[0.25, 0.5, 0.75]')
 		FROM data
 		WHERE x < 0`)
 	if err != nil {
@@ -101,13 +110,15 @@ func TestRegister_quantile(t *testing.T) {
 	stmt, _, err = db.Prepare(`
 		SELECT
 			quantile_disc(x, -2),
-			quantile_cont(x, +2)
+			quantile_cont(x, +2),
+			quantile_cont(x, ''),
+			quantile_cont(x, '[100]')
 		FROM data`)
 	if err != nil {
 		t.Fatal(err)
 	}
 	if stmt.Step() {
-		t.Fatal("want error")
+		t.Error("want error")
 	}
 	stmt.Close()
 }