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72 lines
1.9 KiB
C++
72 lines
1.9 KiB
C++
#pragma once
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#include <vector>
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#include <Common/FieldVisitors.h>
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#include <Common/NaNUtils.h>
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namespace DB
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{
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namespace ErrorCodes
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{
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extern const int NUMBER_OF_ARGUMENTS_DOESNT_MATCH;
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extern const int PARAMETER_OUT_OF_BOUND;
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}
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/** Parameters of different functions quantiles*.
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* - list of levels of quantiles.
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* It is also necessary to calculate an array of indices of levels that go in ascending order.
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*
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* Example: quantiles(0.5, 0.99, 0.95)(x).
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* levels: 0.5, 0.99, 0.95
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* levels_permutation: 0, 2, 1
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*/
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template <typename T> /// float or double
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struct QuantileLevels
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{
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using Levels = std::vector<T>;
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using Permutation = std::vector<size_t>;
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Levels levels;
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Permutation permutation; /// Index of the i-th level in `levels`.
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size_t size() const { return levels.size(); }
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QuantileLevels(const Array & params, bool require_at_least_one_param)
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{
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if (params.empty())
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{
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if (require_at_least_one_param)
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throw Exception("Aggregate function for calculation of multiple quantiles require at least one parameter",
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ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
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/// If levels are not specified, default is 0.5 (median).
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levels.push_back(0.5);
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permutation.push_back(0);
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return;
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}
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size_t size = params.size();
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levels.resize(size);
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permutation.resize(size);
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for (size_t i = 0; i < size; ++i)
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{
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levels[i] = applyVisitor(FieldVisitorConvertToNumber<Float64>(), params[i]);
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if (isNaN(levels[i]) || levels[i] < 0 || levels[i] > 1)
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throw Exception("Quantile level is out of range [0..1]", ErrorCodes::PARAMETER_OUT_OF_BOUND);
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permutation[i] = i;
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}
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std::sort(permutation.begin(), permutation.end(), [this] (size_t a, size_t b) { return levels[a] < levels[b]; });
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}
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};
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}
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