diff --git a/doc/src/sgml/func.sgml b/doc/src/sgml/func.sgml
index 4d482ec..2174594 100644
--- a/doc/src/sgml/func.sgml
+++ b/doc/src/sgml/func.sgml
@@ -12443,6 +12443,29 @@ NULL baz(3 rows)
+ weighted_average
+
+
+ weighted_avg
+
+ weighted_avg(value expression, weight expression)
+
+
+ smallint, int,
+ bigint, real, double
+ precision, numeric, or interval
+
+
+ numeric for any integer-type argument,
+ double precision for a floating-point argument,
+ otherwise the same as the argument data type
+
+ the average (arithmetic mean) of all input values, weighted by the input weights
+
+
+
+
+
bit_and
bit_and(expression)
@@ -13086,6 +13109,29 @@ SELECT xmlagg(x) FROM (SELECT x FROM test ORDER BY y DESC) AS tab;
+ weighted standard deviation
+ population
+
+
+ weighted_stddev_pop
+
+ weighted_stddev_pop(value expression, weight expression)
+
+
+ smallint, int,
+ bigint, real, double
+ precision, or numeric
+
+
+ double precision for floating-point arguments,
+ otherwise numeric
+
+ weighted population standard deviation of the input values
+
+
+
+
+
standard deviation
sample
@@ -13109,6 +13155,29 @@ SELECT xmlagg(x) FROM (SELECT x FROM test ORDER BY y DESC) AS tab;
+ weighted standard deviation
+ sample
+
+
+ weighted_stddev_samp
+
+ weighted_stddev_samp(value expression, weight expression)
+
+
+ smallint, int,
+ bigint, real, double
+ precision, or numeric
+
+
+ double precision for floating-point arguments,
+ otherwise numeric
+
+ weighted sample standard deviation of the input values
+
+
+
+
+
variance
variance(expression)
diff --git a/src/backend/utils/adt/float.c b/src/backend/utils/adt/float.c
index 4e927d8..533ce0a 100644
--- a/src/backend/utils/adt/float.c
+++ b/src/backend/utils/adt/float.c
@@ -1774,6 +1774,7 @@ setseed(PG_FUNCTION_ARGS)
* float8_accum - accumulate for AVG(), variance aggregates, etc.
* float4_accum - same, but input data is float4
* float8_avg - produce final result for float AVG()
+ * float8_weighted_avg - produce final result for float WEIGHTED_AVG()
* float8_var_samp - produce final result for float VAR_SAMP()
* float8_var_pop - produce final result for float VAR_POP()
* float8_stddev_samp - produce final result for float STDDEV_SAMP()
@@ -1929,6 +1930,28 @@ float8_avg(PG_FUNCTION_ARGS)
}
Datum
+float8_weighted_avg(PG_FUNCTION_ARGS)
+{
+ ArrayType *transarray = PG_GETARG_ARRAYTYPE_P(0);
+ float8 *transvalues;
+ float8 N,
+ sumWX,
+ sumW;
+
+ transvalues = check_float8_array(transarray, "float8_weighted_avg", 6);
+ N = transvalues[0];
+ sumW = transvalues[1];
+ sumWX = transvalues[5];
+
+ if (N < 1.0)
+ PG_RETURN_NULL();
+
+ CHECKFLOATVAL(N, isinf(1.0/sumW) || isinf(sumWX), true);
+
+ PG_RETURN_FLOAT8(sumWX/sumW);
+}
+
+Datum
float8_var_pop(PG_FUNCTION_ARGS)
{
ArrayType *transarray = PG_GETARG_ARRAYTYPE_P(0);
@@ -2467,6 +2490,119 @@ float8_regr_intercept(PG_FUNCTION_ARGS)
PG_RETURN_FLOAT8(numeratorXXY / numeratorX);
}
+/*
+ * ===================
+ * WEIGHTED AGGREGATES
+ * ===================
+ *
+ * The transition datatype for these aggregates is a 4-element array
+ * of float8, holding the values N, sum(W), sum(W*X), and sum(W*X*X)
+ * in that order.
+ *
+ * First, an accumulator function for those we can't pirate from the
+ * other accumulators. This accumulator function takes out some of
+ * the rounding error inherent in the general one.
+ * https://en.wikipedia.org/wiki/Standard_deviation#Rapid_calculation_methods
+ *
+ * It consists of a four-element array which includes:
+ *
+ * N, the number of non-zero-weighted values seen thus far,
+ * W, the running sum of weights,
+ * A, an intermediate value used in the calculation, and
+ * Q, another intermediate value.
+ *
+ */
+Datum
+float8_weighted_accum(PG_FUNCTION_ARGS)
+{
+ ArrayType *transarray = PG_GETARG_ARRAYTYPE_P(0);
+ float8 newvalX = PG_GETARG_FLOAT8(1);
+ float8 newvalW = PG_GETARG_FLOAT8(2);
+ float8 *transvalues;
+ float8 N,
+ W,
+ A,
+ Q;
+
+ transvalues = check_float8_array(transarray, "float8_weighted_stddev_accum", 4);
+
+ if (newvalW <= 0.0) /* We only care about positive weights */
+ PG_RETURN_NULL();
+
+ N = transvalues[0];
+ W = transvalues[1];
+ A = transvalues[2];
+ Q = transvalues[3];
+
+ N += 1.0;
+ CHECKFLOATVAL(N, isinf(transvalues[0]), true);
+ W += newvalW;
+ CHECKFLOATVAL(W, isinf(transvalues[1]) || isinf(newvalW), true);
+ A += newvalW * ( newvalX - transvalues[2] ) / W;
+ CHECKFLOATVAL(A, isinf(newvalW) || isinf(transvalues[2]) || isinf(1.0/W), true);
+ Q += newvalW * (newvalX - transvalues[2]) * (newvalX - A);
+ CHECKFLOATVAL(A, isinf(newvalX - transvalues[3]) || isinf(newvalX - A) || isinf(1.0/W), true);
+
+ if (AggCheckCallContext(fcinfo, NULL)) /* Update in place is safe in Agg context */
+ {
+ transvalues[0] = N;
+ transvalues[1] = W;
+ transvalues[2] = A;
+ transvalues[3] = Q;
+
+ PG_RETURN_ARRAYTYPE_P(transarray);
+ }
+ else /* You do not need to call this directly. */
+ ereport(ERROR,
+ (errmsg("float8_weighted_accum called outside agg context")));
+}
+
+Datum
+float8_weighted_stddev_samp(PG_FUNCTION_ARGS)
+{
+ ArrayType *transarray = PG_GETARG_ARRAYTYPE_P(0);
+ float8 *transvalues;
+ float8 N,
+ W,
+ /* Skip A. Not used in the calculation */
+ Q;
+
+ transvalues = check_float8_array(transarray, "float8_weighted_stddev_samp", 4);
+ N = transvalues[0];
+ W = transvalues[1];
+ Q = transvalues[3];
+
+ if (N < 2.0) /* Must have at least two samples to get a stddev */
+ PG_RETURN_NULL();
+
+ PG_RETURN_FLOAT8(
+ sqrt(
+ N * Q /
+ ( (N-1) * W )
+ )
+ );
+}
+
+Datum
+float8_weighted_stddev_pop(PG_FUNCTION_ARGS)
+{
+ ArrayType *transarray = PG_GETARG_ARRAYTYPE_P(0);
+ float8 *transvalues;
+ float8 N,
+ W,
+ /* Skip A. Not used in the calculation */
+ Q;
+
+ transvalues = check_float8_array(transarray, "float8_weighted_stddev_pop", 4);
+ N = transvalues[0];
+ W = transvalues[1];
+ Q = transvalues[3];
+
+ if (N < 2.0) /* Must have at least two samples to get a stddev */
+ PG_RETURN_NULL();
+
+ PG_RETURN_FLOAT8( sqrt( Q / W ) );
+}
/*
* ====================================
diff --git a/src/include/catalog/pg_aggregate.h b/src/include/catalog/pg_aggregate.h
index dd6079f..6d2f9d4 100644
--- a/src/include/catalog/pg_aggregate.h
+++ b/src/include/catalog/pg_aggregate.h
@@ -133,6 +133,7 @@ DATA(insert ( 2103 n 0 numeric_avg_accum numeric_avg numeric_avg_accum numeric_a
DATA(insert ( 2104 n 0 float4_accum float8_avg - - - f f 0 1022 0 0 0 "{0,0,0}" _null_ ));
DATA(insert ( 2105 n 0 float8_accum float8_avg - - - f f 0 1022 0 0 0 "{0,0,0}" _null_ ));
DATA(insert ( 2106 n 0 interval_accum interval_avg interval_accum interval_accum_inv interval_avg f f 0 1187 0 1187 0 "{0 second,0 second}" "{0 second,0 second}" ));
+DATA(insert ( 3998 n 0 float8_regr_accum float8_weighted_avg - - - f f 0 1022 0 0 0 "{0,0,0,0,0,0}" _null_ ));
/* sum */
DATA(insert ( 2107 n 0 int8_avg_accum numeric_poly_sum int8_avg_accum int8_avg_accum_inv numeric_poly_sum f f 0 2281 48 2281 48 _null_ _null_ ));
@@ -225,6 +226,7 @@ DATA(insert ( 2726 n 0 int2_accum numeric_poly_stddev_pop int2_accum int2_accum_
DATA(insert ( 2727 n 0 float4_accum float8_stddev_pop - - - f f 0 1022 0 0 0 "{0,0,0}" _null_ ));
DATA(insert ( 2728 n 0 float8_accum float8_stddev_pop - - - f f 0 1022 0 0 0 "{0,0,0}" _null_ ));
DATA(insert ( 2729 n 0 numeric_accum numeric_stddev_pop numeric_accum numeric_accum_inv numeric_stddev_pop f f 0 2281 128 2281 128 _null_ _null_ ));
+DATA(insert ( 4066 n 0 float8_weighted_accum float8_weighted_stddev_pop - - - f f 0 1022 0 0 0 "{0,0,0,0}" _null_ ));
/* stddev_samp */
DATA(insert ( 2712 n 0 int8_accum numeric_stddev_samp int8_accum int8_accum_inv numeric_stddev_samp f f 0 2281 128 2281 128 _null_ _null_ ));
@@ -232,6 +234,7 @@ DATA(insert ( 2713 n 0 int4_accum numeric_poly_stddev_samp int4_accum int4_accum
DATA(insert ( 2714 n 0 int2_accum numeric_poly_stddev_samp int2_accum int2_accum_inv numeric_poly_stddev_samp f f 0 2281 48 2281 48 _null_ _null_ ));
DATA(insert ( 2715 n 0 float4_accum float8_stddev_samp - - - f f 0 1022 0 0 0 "{0,0,0}" _null_ ));
DATA(insert ( 2716 n 0 float8_accum float8_stddev_samp - - - f f 0 1022 0 0 0 "{0,0,0}" _null_ ));
+DATA(insert ( 4083 n 0 float8_weighted_accum float8_weighted_stddev_samp - - - f f 0 1022 0 0 0 "{0,0,0,0}" _null_ ));
DATA(insert ( 2717 n 0 numeric_accum numeric_stddev_samp numeric_accum numeric_accum_inv numeric_stddev_samp f f 0 2281 128 2281 128 _null_ _null_ ));
/* stddev: historical Postgres syntax for stddev_samp */
diff --git a/src/include/catalog/pg_proc.h b/src/include/catalog/pg_proc.h
index f688454..83c4b64 100644
--- a/src/include/catalog/pg_proc.h
+++ b/src/include/catalog/pg_proc.h
@@ -2502,6 +2502,12 @@ DESCR("join selectivity of case-insensitive regex non-match");
/* Aggregate-related functions */
DATA(insert OID = 1830 ( float8_avg PGNSP PGUID 12 1 0 0 0 f f f f t f i s 1 0 701 "1022" _null_ _null_ _null_ _null_ _null_ float8_avg _null_ _null_ _null_ ));
DESCR("aggregate final function");
+DATA(insert OID = 3997 ( float8_weighted_avg PGNSP PGUID 12 1 0 0 0 f f f f t f i s 1 0 701 "1022" _null_ _null_ _null_ _null_ _null_ float8_weighted_avg _null_ _null_ _null_ ));
+DESCR("aggregate final function");
+DATA(insert OID = 4099 ( float8_weighted_stddev_pop PGNSP PGUID 12 1 0 0 0 f f f f t f i s 1 0 701 "1022" _null_ _null_ _null_ _null_ _null_ float8_weighted_stddev_pop _null_ _null_ _null_ ));
+DESCR("aggregate final function");
+DATA(insert OID = 4100 ( float8_weighted_stddev_samp PGNSP PGUID 12 1 0 0 0 f f f f t f i s 1 0 701 "1022" _null_ _null_ _null_ _null_ _null_ float8_weighted_stddev_samp _null_ _null_ _null_ ));
+DESCR("aggregate final function");
DATA(insert OID = 2512 ( float8_var_pop PGNSP PGUID 12 1 0 0 0 f f f f t f i s 1 0 701 "1022" _null_ _null_ _null_ _null_ _null_ float8_var_pop _null_ _null_ _null_ ));
DESCR("aggregate final function");
DATA(insert OID = 1831 ( float8_var_samp PGNSP PGUID 12 1 0 0 0 f f f f t f i s 1 0 701 "1022" _null_ _null_ _null_ _null_ _null_ float8_var_samp _null_ _null_ _null_ ));
@@ -2585,6 +2591,8 @@ DATA(insert OID = 2805 ( int8inc_float8_float8 PGNSP PGUID 12 1 0 0 0 f f f f
DESCR("aggregate transition function");
DATA(insert OID = 2806 ( float8_regr_accum PGNSP PGUID 12 1 0 0 0 f f f f t f i s 3 0 1022 "1022 701 701" _null_ _null_ _null_ _null_ _null_ float8_regr_accum _null_ _null_ _null_ ));
DESCR("aggregate transition function");
+DATA(insert OID = 3999 ( float8_weighted_accum PGNSP PGUID 12 1 0 0 0 f f f f t f i s 3 0 1022 "1022 701 701" _null_ _null_ _null_ _null_ _null_ float8_weighted_accum _null_ _null_ _null_ ));
+DESCR("aggregate transition function");
DATA(insert OID = 2807 ( float8_regr_sxx PGNSP PGUID 12 1 0 0 0 f f f f t f i s 1 0 701 "1022" _null_ _null_ _null_ _null_ _null_ float8_regr_sxx _null_ _null_ _null_ ));
DESCR("aggregate final function");
DATA(insert OID = 2808 ( float8_regr_syy PGNSP PGUID 12 1 0 0 0 f f f f t f i s 1 0 701 "1022" _null_ _null_ _null_ _null_ _null_ float8_regr_syy _null_ _null_ _null_ ));
@@ -3229,6 +3237,8 @@ DATA(insert OID = 2104 ( avg PGNSP PGUID 12 1 0 0 0 t f f f f f i s 1 0 701
DESCR("the average (arithmetic mean) as float8 of all float4 values");
DATA(insert OID = 2105 ( avg PGNSP PGUID 12 1 0 0 0 t f f f f f i s 1 0 701 "701" _null_ _null_ _null_ _null_ _null_ aggregate_dummy _null_ _null_ _null_ ));
DESCR("the average (arithmetic mean) as float8 of all float8 values");
+DATA(insert OID = 3998 ( weighted_avg PGNSP PGUID 12 1 0 0 0 t f f f f f i s 2 0 701 "701 701" _null_ _null_ _null_ _null_ _null_ aggregate_dummy _null_ _null_ _null_ ));
+DESCR("the weighted average (arithmetic mean) as float8 of all float8 values");
DATA(insert OID = 2106 ( avg PGNSP PGUID 12 1 0 0 0 t f f f f f i s 1 0 1186 "1186" _null_ _null_ _null_ _null_ _null_ aggregate_dummy _null_ _null_ _null_ ));
DESCR("the average (arithmetic mean) as interval of all interval values");
@@ -3389,6 +3399,8 @@ DATA(insert OID = 2728 ( stddev_pop PGNSP PGUID 12 1 0 0 0 t f f f f f i s 1 0
DESCR("population standard deviation of float8 input values");
DATA(insert OID = 2729 ( stddev_pop PGNSP PGUID 12 1 0 0 0 t f f f f f i s 1 0 1700 "1700" _null_ _null_ _null_ _null_ _null_ aggregate_dummy _null_ _null_ _null_ ));
DESCR("population standard deviation of numeric input values");
+DATA(insert OID = 4066 ( weighted_stddev_pop PGNSP PGUID 12 1 0 0 0 t f f f f f i s 2 0 701 "701 701" _null_ _null_ _null_ _null_ _null_ aggregate_dummy _null_ _null_ _null_ ));
+DESCR("population weighted standard deviation of float8 input values");
DATA(insert OID = 2712 ( stddev_samp PGNSP PGUID 12 1 0 0 0 t f f f f f i s 1 0 1700 "20" _null_ _null_ _null_ _null_ _null_ aggregate_dummy _null_ _null_ _null_ ));
DESCR("sample standard deviation of bigint input values");
@@ -3402,6 +3414,8 @@ DATA(insert OID = 2716 ( stddev_samp PGNSP PGUID 12 1 0 0 0 t f f f f f i s 1
DESCR("sample standard deviation of float8 input values");
DATA(insert OID = 2717 ( stddev_samp PGNSP PGUID 12 1 0 0 0 t f f f f f i s 1 0 1700 "1700" _null_ _null_ _null_ _null_ _null_ aggregate_dummy _null_ _null_ _null_ ));
DESCR("sample standard deviation of numeric input values");
+DATA(insert OID = 4083 ( weighted_stddev_samp PGNSP PGUID 12 1 0 0 0 t f f f f f i s 2 0 701 "701 701" _null_ _null_ _null_ _null_ _null_ aggregate_dummy _null_ _null_ _null_ ));
+DESCR("sample weighted standard deviation of float8 input values");
DATA(insert OID = 2154 ( stddev PGNSP PGUID 12 1 0 0 0 t f f f f f i s 1 0 1700 "20" _null_ _null_ _null_ _null_ _null_ aggregate_dummy _null_ _null_ _null_ ));
DESCR("historical alias for stddev_samp");
diff --git a/src/include/utils/builtins.h b/src/include/utils/builtins.h
index fc1679e..333d538 100644
--- a/src/include/utils/builtins.h
+++ b/src/include/utils/builtins.h
@@ -413,8 +413,12 @@ extern Datum radians(PG_FUNCTION_ARGS);
extern Datum drandom(PG_FUNCTION_ARGS);
extern Datum setseed(PG_FUNCTION_ARGS);
extern Datum float8_accum(PG_FUNCTION_ARGS);
+extern Datum float8_weighted_accum(PG_FUNCTION_ARGS);
extern Datum float4_accum(PG_FUNCTION_ARGS);
extern Datum float8_avg(PG_FUNCTION_ARGS);
+extern Datum float8_weighted_avg(PG_FUNCTION_ARGS);
+extern Datum float8_weighted_stddev_pop(PG_FUNCTION_ARGS);
+extern Datum float8_weighted_stddev_samp(PG_FUNCTION_ARGS);
extern Datum float8_var_pop(PG_FUNCTION_ARGS);
extern Datum float8_var_samp(PG_FUNCTION_ARGS);
extern Datum float8_stddev_pop(PG_FUNCTION_ARGS);
diff --git a/src/test/regress/expected/aggregates.out b/src/test/regress/expected/aggregates.out
index de826b5..a19fd1d 100644
--- a/src/test/regress/expected/aggregates.out
+++ b/src/test/regress/expected/aggregates.out
@@ -247,6 +247,18 @@ SELECT covar_pop(b, a), covar_samp(b, a) FROM aggtest;
653.62895538751 | 871.505273850014
(1 row)
+SELECT weighted_avg(a, b) FROM aggtest;
+ weighted_avg
+------------------
+ 55.5553072763149
+(1 row)
+
+SELECT weighted_stddev_pop(a, b), weighted_stddev_samp(a, b) FROM aggtest;
+ weighted_stddev_pop | weighted_stddev_samp
+---------------------+----------------------
+ 24.3364627240769 | 28.1013266097382
+(1 row)
+
SELECT corr(b, a) FROM aggtest;
corr
-------------------
diff --git a/src/test/regress/sql/aggregates.sql b/src/test/regress/sql/aggregates.sql
index 8d501dc..77b6102 100644
--- a/src/test/regress/sql/aggregates.sql
+++ b/src/test/regress/sql/aggregates.sql
@@ -60,6 +60,8 @@ SELECT regr_avgx(b, a), regr_avgy(b, a) FROM aggtest;
SELECT regr_r2(b, a) FROM aggtest;
SELECT regr_slope(b, a), regr_intercept(b, a) FROM aggtest;
SELECT covar_pop(b, a), covar_samp(b, a) FROM aggtest;
+SELECT weighted_avg(a, b) FROM aggtest;
+SELECT weighted_stddev_pop(a, b), weighted_stddev_samp(a, b) FROM aggtest;
SELECT corr(b, a) FROM aggtest;
SELECT count(four) AS cnt_1000 FROM onek;