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 r

Answer 1

The ntile function is very useful here. I have a table test_temp:

select * from test_temp

score
integer
3
5
2
10
4
8
7
12

select score, ntile(4) over (order by score) as quartile from test_temp;

score    quartile
integer  integer
2        1
3        1
4        2
5        2
7        3
8        3
10       4
12       4

ntile(4) over (order by score) orders the columns by score, splits it into four even groups (if the number divides evenly) and assigns the group number based on the order.

Since I have 8 numbers here, they represent the 0th, 12.5th, 25th, 37.5th, 50th, 62.5th, 75th and 87.5th percentiles. So if I only take the results where the quartile is 2, I'll have the 25th and 37.5th percentiles.

with ranked_test as (
    select score, ntile(4) over (order by score) as quartile from temp_test
)
select min(score) from ranked_test
where quartile = 2
group by quartile;

returns 4, the third highest number on the list of 8.

If you had a larger table and used ntile(100) the column you filter on would be the percentile, and you could use the same query as above.

Answer 2

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)