moves quantile bins to use postgres precentile functions

scripts-available/CDB_QuantileBins.sql

@@ -7,37 +7,13 @@
 -- @param breaks The number of bins you want to find.
 --
 --
-CREATE OR REPLACE FUNCTION CDB_QuantileBins ( in_array NUMERIC[], breaks INT) RETURNS NUMERIC[] as $$ 
-DECLARE 
-    element_count INT4; 
-    break_size numeric;
-    tmp_val numeric; 
-    i INT := 1; 
-    reply numeric[]; 
-BEGIN 
-    -- sort our values
-    SELECT array_agg(e) INTO in_array FROM (SELECT unnest(in_array) e ORDER BY e ASC) x;
-    -- get the total size of our data
-    element_count := array_length(in_array, 1); 
-    break_size :=  element_count::numeric / breaks;
-    -- slice our bread
-    LOOP  
-        IF i < breaks THEN
-            IF break_size * i % 1 > 0 THEN
-                SELECT e INTO tmp_val FROM ( SELECT unnest(in_array) e LIMIT 1 OFFSET ceil(break_size * i) - 1) x;
-            ELSE
-                SELECT avg(e) INTO tmp_val FROM ( SELECT unnest(in_array) e LIMIT 2 OFFSET ceil(break_size * i) - 1 ) x;
-            END IF;
-        ELSIF i = breaks THEN
-            -- select the last value
-            SELECT max(e) INTO tmp_val FROM ( SELECT unnest(in_array) e ) x;
-        ELSE
-            EXIT;
-        END IF;
-
-        reply = array_append(reply, tmp_val);
-        i := i+1;
-    END LOOP;
-    RETURN reply;
-END; 
-$$ language plpgsql IMMUTABLE STRICT PARALLEL SAFE;
+CREATE OR REPLACE FUNCTION CDB_QuantileBins(in_array numeric[], breaks int)
+RETURNS numeric[]
+AS $$
+  SELECT array_agg(p) FROM (
+      SELECT percentile_disc(idx::numeric / breaks::numeric)
+        WITHIN GROUP (ORDER BY x ASC) AS p
+      FROM generate_series(1, breaks) AS idx, unnest(in_array) AS x
+      GROUP BY idx
+  ) AS quantiles;
+$$ language sql;

test/CDB_QuantileBinsTest.sql

@@ -1,11 +1,17 @@
 WITH data AS (
-    SELECT array_agg(x::numeric) s FROM generate_series(1,100) x
-        WHERE x % 5 != 0 AND x % 7 != 0
+    SELECT array_agg(x::numeric) AS s
+    FROM generate_series(0, 99) AS x
     ) 
-SELECT unnest(CDB_QuantileBins(s, 7)) FROM data;
+SELECT unnest(CDB_QuantileBins(s, 10))
+  FROM data;
 
 WITH data_nulls AS (
-    SELECT array_agg(CASE WHEN x % 2 != 0 THEN x ELSE NULL END::numeric) s FROM generate_series(1,100) x
-        WHERE x % 5 != 0 AND x % 7 != 0
+    SELECT array_agg(x::numeric)
+      FROM (
+        SELECT x FROM generate_series(0, 99) AS x
+        UNION ALL
+        SELECT null AS s FROM generate_series(1, 10) AS x
+        ) _wrap
     )
-SELECT unnest(CDB_QuantileBins(s, 7)) FROM data_nulls;
+SELECT unnest(CDB_QuantileBins(s, 10))
+  FROM data_nulls;

test/CDB_QuantileBinsTest_expect

@@ -1,14 +1,20 @@
-13
+9
+19
 29
-43
-57
-71
-86
+39
+49
+59
+69
+79
+89
 99
+9
+19
 29
-57
-87
-
-
-
+39
+49
+59
+69
+79
+89
 99