weighted_statistics

High-performance weighted statistics functions for sparse data

Overview

Package	Version	Category	License	Language
`pg_weighted_statistics`	`1.0.0`	FUNC	PostgreSQL	C

ID	Extension	Bin	Lib	Load	Create	Trust	Reloc	Schema
4680	`weighted_statistics`	No	Yes	No	Yes	No	Yes	-

Related	`vasco` `xicor` `pg_math` `quantile` `fbsql` `lower_quantile` `ddsketch` `tdigest`

Version

Type	Repo	Version	PG Ver	Package	Deps
EXT	PIGSTY	`1.0.0`	1817161514	`pg_weighted_statistics`	-
RPM	PIGSTY	`1.0.0`	1817161514	`pg_weighted_statistics_$v`	-
DEB	PIGSTY	`1.0.0`	1817161514	`postgresql-$v-weighted-statistics`	-

OS / PG	PG18	PG17	PG16	PG15	PG14
el8.x86_64	PIGSTY 1.0.0 el8.x86_64.pg18 : pg_weighted_statistics_18 pg_weighted_statistics_18-1.0.0-1PIGSTY.el8.x86_64.rpm PIGSTY · 1.0.0 · 25.4KiB	PIGSTY 1.0.0 el8.x86_64.pg17 : pg_weighted_statistics_17 pg_weighted_statistics_17-1.0.0-1PIGSTY.el8.x86_64.rpm PIGSTY · 1.0.0 · 25.4KiB	PIGSTY 1.0.0 el8.x86_64.pg16 : pg_weighted_statistics_16 pg_weighted_statistics_16-1.0.0-1PIGSTY.el8.x86_64.rpm PIGSTY · 1.0.0 · 25.4KiB	PIGSTY 1.0.0 el8.x86_64.pg15 : pg_weighted_statistics_15 pg_weighted_statistics_15-1.0.0-1PIGSTY.el8.x86_64.rpm PIGSTY · 1.0.0 · 25.4KiB	PIGSTY 1.0.0 el8.x86_64.pg14 : pg_weighted_statistics_14 pg_weighted_statistics_14-1.0.0-1PIGSTY.el8.x86_64.rpm PIGSTY · 1.0.0 · 25.4KiB
el8.aarch64	PIGSTY 1.0.0 el8.aarch64.pg18 : pg_weighted_statistics_18 pg_weighted_statistics_18-1.0.0-1PIGSTY.el8.aarch64.rpm PIGSTY · 1.0.0 · 24.6KiB	PIGSTY 1.0.0 el8.aarch64.pg17 : pg_weighted_statistics_17 pg_weighted_statistics_17-1.0.0-1PIGSTY.el8.aarch64.rpm PIGSTY · 1.0.0 · 24.6KiB	PIGSTY 1.0.0 el8.aarch64.pg16 : pg_weighted_statistics_16 pg_weighted_statistics_16-1.0.0-1PIGSTY.el8.aarch64.rpm PIGSTY · 1.0.0 · 24.6KiB	PIGSTY 1.0.0 el8.aarch64.pg15 : pg_weighted_statistics_15 pg_weighted_statistics_15-1.0.0-1PIGSTY.el8.aarch64.rpm PIGSTY · 1.0.0 · 24.6KiB	PIGSTY 1.0.0 el8.aarch64.pg14 : pg_weighted_statistics_14 pg_weighted_statistics_14-1.0.0-1PIGSTY.el8.aarch64.rpm PIGSTY · 1.0.0 · 24.6KiB
el9.x86_64	PIGSTY 1.0.0 el9.x86_64.pg18 : pg_weighted_statistics_18 pg_weighted_statistics_18-1.0.0-1PIGSTY.el9.x86_64.rpm PIGSTY · 1.0.0 · 26.0KiB	PIGSTY 1.0.0 el9.x86_64.pg17 : pg_weighted_statistics_17 pg_weighted_statistics_17-1.0.0-1PIGSTY.el9.x86_64.rpm PIGSTY · 1.0.0 · 26.0KiB	PIGSTY 1.0.0 el9.x86_64.pg16 : pg_weighted_statistics_16 pg_weighted_statistics_16-1.0.0-1PIGSTY.el9.x86_64.rpm PIGSTY · 1.0.0 · 26.0KiB	PIGSTY 1.0.0 el9.x86_64.pg15 : pg_weighted_statistics_15 pg_weighted_statistics_15-1.0.0-1PIGSTY.el9.x86_64.rpm PIGSTY · 1.0.0 · 25.4KiB	PIGSTY 1.0.0 el9.x86_64.pg14 : pg_weighted_statistics_14 pg_weighted_statistics_14-1.0.0-1PIGSTY.el9.x86_64.rpm PIGSTY · 1.0.0 · 25.4KiB
el9.aarch64	PIGSTY 1.0.0 el9.aarch64.pg18 : pg_weighted_statistics_18 pg_weighted_statistics_18-1.0.0-1PIGSTY.el9.aarch64.rpm PIGSTY · 1.0.0 · 26.1KiB	PIGSTY 1.0.0 el9.aarch64.pg17 : pg_weighted_statistics_17 pg_weighted_statistics_17-1.0.0-1PIGSTY.el9.aarch64.rpm PIGSTY · 1.0.0 · 26.1KiB	PIGSTY 1.0.0 el9.aarch64.pg16 : pg_weighted_statistics_16 pg_weighted_statistics_16-1.0.0-1PIGSTY.el9.aarch64.rpm PIGSTY · 1.0.0 · 26.1KiB	PIGSTY 1.0.0 el9.aarch64.pg15 : pg_weighted_statistics_15 pg_weighted_statistics_15-1.0.0-1PIGSTY.el9.aarch64.rpm PIGSTY · 1.0.0 · 25.2KiB	PIGSTY 1.0.0 el9.aarch64.pg14 : pg_weighted_statistics_14 pg_weighted_statistics_14-1.0.0-1PIGSTY.el9.aarch64.rpm PIGSTY · 1.0.0 · 25.2KiB
el10.x86_64	PIGSTY 1.0.0 el10.x86_64.pg18 : pg_weighted_statistics_18 pg_weighted_statistics_18-1.0.0-1PIGSTY.el10.x86_64.rpm PIGSTY · 1.0.0 · 26.2KiB	PIGSTY 1.0.0 el10.x86_64.pg17 : pg_weighted_statistics_17 pg_weighted_statistics_17-1.0.0-1PIGSTY.el10.x86_64.rpm PIGSTY · 1.0.0 · 26.2KiB	PIGSTY 1.0.0 el10.x86_64.pg16 : pg_weighted_statistics_16 pg_weighted_statistics_16-1.0.0-1PIGSTY.el10.x86_64.rpm PIGSTY · 1.0.0 · 26.2KiB	PIGSTY 1.0.0 el10.x86_64.pg15 : pg_weighted_statistics_15 pg_weighted_statistics_15-1.0.0-1PIGSTY.el10.x86_64.rpm PIGSTY · 1.0.0 · 26.3KiB	PIGSTY 1.0.0 el10.x86_64.pg14 : pg_weighted_statistics_14 pg_weighted_statistics_14-1.0.0-1PIGSTY.el10.x86_64.rpm PIGSTY · 1.0.0 · 26.3KiB
el10.aarch64	PIGSTY 1.0.0 el10.aarch64.pg18 : pg_weighted_statistics_18 pg_weighted_statistics_18-1.0.0-1PIGSTY.el10.aarch64.rpm PIGSTY · 1.0.0 · 26.1KiB	PIGSTY 1.0.0 el10.aarch64.pg17 : pg_weighted_statistics_17 pg_weighted_statistics_17-1.0.0-1PIGSTY.el10.aarch64.rpm PIGSTY · 1.0.0 · 26.1KiB	PIGSTY 1.0.0 el10.aarch64.pg16 : pg_weighted_statistics_16 pg_weighted_statistics_16-1.0.0-1PIGSTY.el10.aarch64.rpm PIGSTY · 1.0.0 · 26.1KiB	PIGSTY 1.0.0 el10.aarch64.pg15 : pg_weighted_statistics_15 pg_weighted_statistics_15-1.0.0-1PIGSTY.el10.aarch64.rpm PIGSTY · 1.0.0 · 25.9KiB	PIGSTY 1.0.0 el10.aarch64.pg14 : pg_weighted_statistics_14 pg_weighted_statistics_14-1.0.0-1PIGSTY.el10.aarch64.rpm PIGSTY · 1.0.0 · 25.9KiB
d12.x86_64	PIGSTY 1.0.0 d12.x86_64.pg18 : postgresql-18-weighted-statistics postgresql-18-weighted-statistics_1.0.0-1PIGSTY~bookworm_amd64.deb PIGSTY · 1.0.0 · 34.9KiB	PIGSTY 1.0.0 d12.x86_64.pg17 : postgresql-17-weighted-statistics postgresql-17-weighted-statistics_1.0.0-1PIGSTY~bookworm_amd64.deb PIGSTY · 1.0.0 · 34.9KiB	PIGSTY 1.0.0 d12.x86_64.pg16 : postgresql-16-weighted-statistics postgresql-16-weighted-statistics_1.0.0-1PIGSTY~bookworm_amd64.deb PIGSTY · 1.0.0 · 34.9KiB	PIGSTY 1.0.0 d12.x86_64.pg15 : postgresql-15-weighted-statistics postgresql-15-weighted-statistics_1.0.0-1PIGSTY~bookworm_amd64.deb PIGSTY · 1.0.0 · 34.9KiB	PIGSTY 1.0.0 d12.x86_64.pg14 : postgresql-14-weighted-statistics postgresql-14-weighted-statistics_1.0.0-1PIGSTY~bookworm_amd64.deb PIGSTY · 1.0.0 · 34.9KiB
d12.aarch64	PIGSTY 1.0.0 d12.aarch64.pg18 : postgresql-18-weighted-statistics postgresql-18-weighted-statistics_1.0.0-1PIGSTY~bookworm_arm64.deb PIGSTY · 1.0.0 · 34.1KiB	PIGSTY 1.0.0 d12.aarch64.pg17 : postgresql-17-weighted-statistics postgresql-17-weighted-statistics_1.0.0-1PIGSTY~bookworm_arm64.deb PIGSTY · 1.0.0 · 34.1KiB	PIGSTY 1.0.0 d12.aarch64.pg16 : postgresql-16-weighted-statistics postgresql-16-weighted-statistics_1.0.0-1PIGSTY~bookworm_arm64.deb PIGSTY · 1.0.0 · 34.1KiB	PIGSTY 1.0.0 d12.aarch64.pg15 : postgresql-15-weighted-statistics postgresql-15-weighted-statistics_1.0.0-1PIGSTY~bookworm_arm64.deb PIGSTY · 1.0.0 · 34.1KiB	PIGSTY 1.0.0 d12.aarch64.pg14 : postgresql-14-weighted-statistics postgresql-14-weighted-statistics_1.0.0-1PIGSTY~bookworm_arm64.deb PIGSTY · 1.0.0 · 34.1KiB
d13.x86_64	PIGSTY 1.0.0 d13.x86_64.pg18 : postgresql-18-weighted-statistics postgresql-18-weighted-statistics_1.0.0-1PIGSTY~trixie_amd64.deb PIGSTY · 1.0.0 · 34.5KiB	PIGSTY 1.0.0 d13.x86_64.pg17 : postgresql-17-weighted-statistics postgresql-17-weighted-statistics_1.0.0-1PIGSTY~trixie_amd64.deb PIGSTY · 1.0.0 · 34.5KiB	PIGSTY 1.0.0 d13.x86_64.pg16 : postgresql-16-weighted-statistics postgresql-16-weighted-statistics_1.0.0-1PIGSTY~trixie_amd64.deb PIGSTY · 1.0.0 · 34.5KiB	PIGSTY 1.0.0 d13.x86_64.pg15 : postgresql-15-weighted-statistics postgresql-15-weighted-statistics_1.0.0-1PIGSTY~trixie_amd64.deb PIGSTY · 1.0.0 · 34.5KiB	PIGSTY 1.0.0 d13.x86_64.pg14 : postgresql-14-weighted-statistics postgresql-14-weighted-statistics_1.0.0-1PIGSTY~trixie_amd64.deb PIGSTY · 1.0.0 · 34.5KiB
d13.aarch64	PIGSTY 1.0.0 d13.aarch64.pg18 : postgresql-18-weighted-statistics postgresql-18-weighted-statistics_1.0.0-1PIGSTY~trixie_arm64.deb PIGSTY · 1.0.0 · 33.9KiB	PIGSTY 1.0.0 d13.aarch64.pg17 : postgresql-17-weighted-statistics postgresql-17-weighted-statistics_1.0.0-1PIGSTY~trixie_arm64.deb PIGSTY · 1.0.0 · 33.8KiB	PIGSTY 1.0.0 d13.aarch64.pg16 : postgresql-16-weighted-statistics postgresql-16-weighted-statistics_1.0.0-1PIGSTY~trixie_arm64.deb PIGSTY · 1.0.0 · 33.8KiB	PIGSTY 1.0.0 d13.aarch64.pg15 : postgresql-15-weighted-statistics postgresql-15-weighted-statistics_1.0.0-1PIGSTY~trixie_arm64.deb PIGSTY · 1.0.0 · 33.9KiB	PIGSTY 1.0.0 d13.aarch64.pg14 : postgresql-14-weighted-statistics postgresql-14-weighted-statistics_1.0.0-1PIGSTY~trixie_arm64.deb PIGSTY · 1.0.0 · 33.9KiB
u22.x86_64	PIGSTY 1.0.0 u22.x86_64.pg18 : postgresql-18-weighted-statistics postgresql-18-weighted-statistics_1.0.0-1PIGSTY~jammy_amd64.deb PIGSTY · 1.0.0 · 35.2KiB	PIGSTY 1.0.0 u22.x86_64.pg17 : postgresql-17-weighted-statistics postgresql-17-weighted-statistics_1.0.0-1PIGSTY~jammy_amd64.deb PIGSTY · 1.0.0 · 36.3KiB	PIGSTY 1.0.0 u22.x86_64.pg16 : postgresql-16-weighted-statistics postgresql-16-weighted-statistics_1.0.0-1PIGSTY~jammy_amd64.deb PIGSTY · 1.0.0 · 36.4KiB	PIGSTY 1.0.0 u22.x86_64.pg15 : postgresql-15-weighted-statistics postgresql-15-weighted-statistics_1.0.0-1PIGSTY~jammy_amd64.deb PIGSTY · 1.0.0 · 35.7KiB	PIGSTY 1.0.0 u22.x86_64.pg14 : postgresql-14-weighted-statistics postgresql-14-weighted-statistics_1.0.0-1PIGSTY~jammy_amd64.deb PIGSTY · 1.0.0 · 35.7KiB
u22.aarch64	PIGSTY 1.0.0 u22.aarch64.pg18 : postgresql-18-weighted-statistics postgresql-18-weighted-statistics_1.0.0-1PIGSTY~jammy_arm64.deb PIGSTY · 1.0.0 · 35.4KiB	PIGSTY 1.0.0 u22.aarch64.pg17 : postgresql-17-weighted-statistics postgresql-17-weighted-statistics_1.0.0-1PIGSTY~jammy_arm64.deb PIGSTY · 1.0.0 · 36.6KiB	PIGSTY 1.0.0 u22.aarch64.pg16 : postgresql-16-weighted-statistics postgresql-16-weighted-statistics_1.0.0-1PIGSTY~jammy_arm64.deb PIGSTY · 1.0.0 · 36.6KiB	PIGSTY 1.0.0 u22.aarch64.pg15 : postgresql-15-weighted-statistics postgresql-15-weighted-statistics_1.0.0-1PIGSTY~jammy_arm64.deb PIGSTY · 1.0.0 · 35.8KiB	PIGSTY 1.0.0 u22.aarch64.pg14 : postgresql-14-weighted-statistics postgresql-14-weighted-statistics_1.0.0-1PIGSTY~jammy_arm64.deb PIGSTY · 1.0.0 · 35.7KiB
u24.x86_64	PIGSTY 1.0.0 u24.x86_64.pg18 : postgresql-18-weighted-statistics postgresql-18-weighted-statistics_1.0.0-1PIGSTY~noble_amd64.deb PIGSTY · 1.0.0 · 35.2KiB	PIGSTY 1.0.0 u24.x86_64.pg17 : postgresql-17-weighted-statistics postgresql-17-weighted-statistics_1.0.0-1PIGSTY~noble_amd64.deb PIGSTY · 1.0.0 · 35.2KiB	PIGSTY 1.0.0 u24.x86_64.pg16 : postgresql-16-weighted-statistics postgresql-16-weighted-statistics_1.0.0-1PIGSTY~noble_amd64.deb PIGSTY · 1.0.0 · 35.2KiB	PIGSTY 1.0.0 u24.x86_64.pg15 : postgresql-15-weighted-statistics postgresql-15-weighted-statistics_1.0.0-1PIGSTY~noble_amd64.deb PIGSTY · 1.0.0 · 35.3KiB	PIGSTY 1.0.0 u24.x86_64.pg14 : postgresql-14-weighted-statistics postgresql-14-weighted-statistics_1.0.0-1PIGSTY~noble_amd64.deb PIGSTY · 1.0.0 · 35.3KiB
u24.aarch64	PIGSTY 1.0.0 u24.aarch64.pg18 : postgresql-18-weighted-statistics postgresql-18-weighted-statistics_1.0.0-1PIGSTY~noble_arm64.deb PIGSTY · 1.0.0 · 34.7KiB	PIGSTY 1.0.0 u24.aarch64.pg17 : postgresql-17-weighted-statistics postgresql-17-weighted-statistics_1.0.0-1PIGSTY~noble_arm64.deb PIGSTY · 1.0.0 · 34.7KiB	PIGSTY 1.0.0 u24.aarch64.pg16 : postgresql-16-weighted-statistics postgresql-16-weighted-statistics_1.0.0-1PIGSTY~noble_arm64.deb PIGSTY · 1.0.0 · 34.7KiB	PIGSTY 1.0.0 u24.aarch64.pg15 : postgresql-15-weighted-statistics postgresql-15-weighted-statistics_1.0.0-1PIGSTY~noble_arm64.deb PIGSTY · 1.0.0 · 34.8KiB	PIGSTY 1.0.0 u24.aarch64.pg14 : postgresql-14-weighted-statistics postgresql-14-weighted-statistics_1.0.0-1PIGSTY~noble_arm64.deb PIGSTY · 1.0.0 · 34.8KiB
u26.x86_64	PIGSTY 1.0.0 u26.x86_64.pg18 : postgresql-18-weighted-statistics postgresql-18-weighted-statistics_1.0.0-1PIGSTY~resolute_amd64.deb PIGSTY · 1.0.0 · 34.3KiB	PIGSTY 1.0.0 u26.x86_64.pg17 : postgresql-17-weighted-statistics postgresql-17-weighted-statistics_1.0.0-1PIGSTY~resolute_amd64.deb PIGSTY · 1.0.0 · 34.3KiB	PIGSTY 1.0.0 u26.x86_64.pg16 : postgresql-16-weighted-statistics postgresql-16-weighted-statistics_1.0.0-1PIGSTY~resolute_amd64.deb PIGSTY · 1.0.0 · 34.4KiB	PIGSTY 1.0.0 u26.x86_64.pg15 : postgresql-15-weighted-statistics postgresql-15-weighted-statistics_1.0.0-1PIGSTY~resolute_amd64.deb PIGSTY · 1.0.0 · 34.7KiB	PIGSTY 1.0.0 u26.x86_64.pg14 : postgresql-14-weighted-statistics postgresql-14-weighted-statistics_1.0.0-1PIGSTY~resolute_amd64.deb PIGSTY · 1.0.0 · 34.7KiB
u26.aarch64	PIGSTY 1.0.0 u26.aarch64.pg18 : postgresql-18-weighted-statistics postgresql-18-weighted-statistics_1.0.0-1PIGSTY~resolute_arm64.deb PIGSTY · 1.0.0 · 34.6KiB	PIGSTY 1.0.0 u26.aarch64.pg17 : postgresql-17-weighted-statistics postgresql-17-weighted-statistics_1.0.0-1PIGSTY~resolute_arm64.deb PIGSTY · 1.0.0 · 34.5KiB	PIGSTY 1.0.0 u26.aarch64.pg16 : postgresql-16-weighted-statistics postgresql-16-weighted-statistics_1.0.0-1PIGSTY~resolute_arm64.deb PIGSTY · 1.0.0 · 34.6KiB	PIGSTY 1.0.0 u26.aarch64.pg15 : postgresql-15-weighted-statistics postgresql-15-weighted-statistics_1.0.0-1PIGSTY~resolute_arm64.deb PIGSTY · 1.0.0 · 34.6KiB	PIGSTY 1.0.0 u26.aarch64.pg14 : postgresql-14-weighted-statistics postgresql-14-weighted-statistics_1.0.0-1PIGSTY~resolute_arm64.deb PIGSTY · 1.0.0 · 34.5KiB

Build

You can build the RPM / DEB packages for pg_weighted_statistics using pig build:

pig build pkg pg_weighted_statistics         # build RPM / DEB packages

Install

You can install pg_weighted_statistics directly. First, make sure the PGDG and PIGSTY repositories are added and enabled:

pig repo add pgsql -u          # Add repo and update cache

Install the extension using pig or apt/yum/dnf:

Install

pig install pg_weighted_statistics;          # Install for current active PG version

pig

pig ext install -y pg_weighted_statistics -v 18  # PG 18
pig ext install -y pg_weighted_statistics -v 17  # PG 17
pig ext install -y pg_weighted_statistics -v 16  # PG 16
pig ext install -y pg_weighted_statistics -v 15  # PG 15
pig ext install -y pg_weighted_statistics -v 14  # PG 14

dnf

dnf install -y pg_weighted_statistics_18       # PG 18
dnf install -y pg_weighted_statistics_17       # PG 17
dnf install -y pg_weighted_statistics_16       # PG 16
dnf install -y pg_weighted_statistics_15       # PG 15
dnf install -y pg_weighted_statistics_14       # PG 14

apt

apt install -y postgresql-18-weighted-statistics   # PG 18
apt install -y postgresql-17-weighted-statistics   # PG 17
apt install -y postgresql-16-weighted-statistics   # PG 16
apt install -y postgresql-15-weighted-statistics   # PG 15
apt install -y postgresql-14-weighted-statistics   # PG 14

Create Extension:

CREATE EXTENSION weighted_statistics;

Usage

weighted_statistics: weighted statistical functions for PostgreSQL

High-performance C extension providing weighted statistical functions with automatic sparse data handling (when sum(weights) < 1.0).

CREATE EXTENSION weighted_statistics;

Functions

Function	Description
`weighted_mean(values[], weights[])`	Weighted mean
`weighted_variance(values[], weights[], ddof)`	Weighted variance (ddof: 0=population, 1=sample)
`weighted_std(values[], weights[], ddof)`	Weighted standard deviation
`weighted_quantile(values[], weights[], quantiles[])`	Empirical CDF quantiles
`wquantile(values[], weights[], quantiles[])`	Type 7 (Hyndman-Fan) quantiles
`whdquantile(values[], weights[], quantiles[])`	Harrell-Davis quantiles
`weighted_median(values[], weights[])`	50th percentile shortcut (empirical CDF)

Examples

-- Weighted mean
SELECT weighted_mean(ARRAY[1.0, 2.0, 3.0], ARRAY[0.2, 0.3, 0.5]);
-- 2.3

-- Weighted quantiles
SELECT weighted_quantile(ARRAY[10.0, 20.0, 30.0], ARRAY[0.3, 0.4, 0.3], ARRAY[0.25, 0.5, 0.75]);
-- {15.0, 20.0, 25.0}

-- Sparse data (auto-adds implicit zeros when sum(weights) < 1.0)
SELECT weighted_mean(ARRAY[10, 20], ARRAY[0.2, 0.3]);
-- 8.0  (equivalent to weighted_mean(ARRAY[10, 20, 0, 0], ARRAY[0.2, 0.3, 0.25, 0.25]))

-- Multiple statistics
SELECT weighted_mean(vals, weights),
       weighted_std(vals, weights, 1),
       weighted_quantile(vals, weights, ARRAY[0.05, 0.95])
FROM (SELECT array_agg(val) AS vals, array_agg(weight) AS weights FROM data) t;

weighted_statistics

Overview

Version

Build

Install

Usage

Functions

Examples

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