function - nth percentile calculations in postgresql

Question

I've been surprisingly unable to find an nth percentile function for postgresql.

I am using this via mondrian olap tool so i just need an aggregate function which returns a 95th percentile.

I did find this link:

http://www.postgresql.org/message-id/162867790907102334r71db0227jfa0e4bd96f48b8e4@mail.gmail.com

But for some reason the code in that percentile function is returning nulls in some cases with certain queries. I've checked the data and there's nothing odd in the data that would seem to cause that!

Answer 1

With PostgreSQL 9.4 there is native support for percentiles now, implemented in Ordered-Set Aggregate Functions:

percentile_cont(fraction) WITHIN GROUP (ORDER BY sort_expression) 

continuous percentile: returns a value corresponding to the specified fraction in the ordering, interpolating between adjacent input items if needed

percentile_cont(fractions) WITHIN GROUP (ORDER BY sort_expression)

multiple continuous percentile: returns an array of results matching the shape of the fractions parameter, with each non-null element replaced by the value corresponding to that percentile

See the documentation for more details: http://www.postgresql.org/docs/current/static/functions-aggregate.html

and see here for some examples: https://github.com/michaelpq/michaelpq.github.io/blob/master/_posts/2014-02-27-postgres-9-4-feature-highlight-within-group.markdown

CREATE TABLE aa AS SELECT generate_series(1,20) AS a;
--SELECT 20

WITH subset AS (
    SELECT a AS val,
        ntile(4) OVER (ORDER BY a) AS tile
    FROM aa
)
SELECT tile, max(val)
FROM subset GROUP BY tile ORDER BY tile;

 tile | max
------+-----
    1 |   5
    2 |  10
    3 |  15
    4 |  20
(4 rows)