weighted_statistics

pig build pkg pg_weighted_statistics;# build rpm/deb

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

pig install pg_weighted_statistics;# install via package name, for the active PG version pig install weighted_statistics;# install by extension name, for the current active PG version  pig install weighted_statistics -v 18; # install for PG 18 pig install weighted_statistics -v 17; # install for PG 17 pig install weighted_statistics -v 16; # install for PG 16 pig install weighted_statistics -v 15; # install for PG 15 pig install weighted_statistics -v 14; # install for PG 14

CREATE EXTENSION weighted_statistics;

CREATE EXTENSION weighted_statistics;

-- 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;