在 Teradata 中一次性获得多个百分位数(percentile_cont等效)



我知道我们可以在 Teradata 中将percentile_cont重写为:

SELECT
  part_col
  ,data_col
   + ((MIN(data_col) OVER (PARTITION BY part_col ORDER BY data_col ROWS BETWEEN 1 FOLLOWING AND 1 FOLLOWING) - data_col)
       * (((COUNT(*) OVER (PARTITION BY part_col) - 1) * x) MOD 1)) AS percentile_cont
FROM tab
QUALIFY ROW_NUMBER() OVER (PARTITION BY part_col ORDER BY data_col)
    = CAST((COUNT(*) OVER (PARTITION BY part_col) - 1) * x AS INT) + 1;

有关更多信息,请参阅此非常有用的讨论。

了解用0.90替换x将返回第 90 个百分位数,是否有一种优雅的方法可以扩展它并在一次传递中返回多个百分位数?

例如,假设我想扩展此示例并一次性返回第 25、50 和 75 个百分位数?这可能吗?似乎我需要多个QUALIFY语句?同样,如果我想要多个等效GROUP BY,这是否类似于在PARTITION BY中传递更多列?


-- SQL:2008 Equivalent pseudo-code
SELECT
  part_col_a
 ,part_col_b
 ,PERCENTILE_CONT(0.25) WITHIN GROUP (ORDER BY order_col) AS p25
 ,PERCENTILE_CONT(0.50) WITHIN GROUP (ORDER BY order_col) AS p50
 ,PERCENTILE_CONT(0.75) WITHIN GROUP (ORDER BY order_col) AS p75
FROM tab
GROUP BY
  part_col_a
  ,part_col_b

你应该完全阅读我的博客,最后一个查询正是你想要的:-)

SELECT part_col
  ,MIN(pc25) OVER (PARTITION BY part_col) AS quartile_1
  ,MIN(pc50) OVER (PARTITION BY part_col) AS quartile_2
  ,MIN(pc75) OVER (PARTITION BY part_col) AS quartile_3
FROM
 (
  SELECT
    part_col
    ,COUNT(*)      OVER (PARTITION BY part_col) - 1 AS N
    ,ROW_NUMBER()  OVER (PARTITION BY part_col ORDER BY data_col) - 1 AS rowno
    ,MIN(data_col) OVER (PARTITION BY part_col ORDER BY data_col ROWS BETWEEN 1 FOLLOWING AND 1 FOLLOWING) - data_col AS diff
    ,CASE
       WHEN rowno = CAST(N * 0.25 AS INT)
       THEN data_col +(((N * 0.25) MOD 1) * diff)
     END AS pc25
    ,CASE
       WHEN rowno = CAST(N * 0.50 AS INT)
       THEN data_col +(((N * 0.50) MOD 1) * diff)
     END AS pc50
    ,CASE
       WHEN rowno = CAST(N * 0.75 AS INT)
       THEN data_col +(((N * 0.75) MOD 1) * diff)
     END AS pc75
  FROM tab
  QUALIFY   rowno = CAST(N * 0.25 AS INT)
       OR   rowno = CAST(N * 0.50 AS INT)
       OR   rowno = CAST(N * 0.75 AS INT)
 ) AS dt
QUALIFY ROW_NUMBER() OVER (PARTITION BY part_col ORDER BY part_col) = 1

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