Calculating quantiles and trimmed aggregates
If you've ever needed to compute median or other quantiles, you probably already know there are no built-in aggregates for that in PostgreSQL. There are several solutions available, with various level of flexibility and performance - let me name at least Joe Conway's solution based on PL/R and depesz's PL/pgSQL solution. I personally wasn't happy with any of those but as I'm really lazy, I haven't written anything on my own ... until last week. The extension (already available on pgxn) is based on a disgusting trick (more on that later), but seems to work fine, especially when it comes to performance.
When I wrote that, I realized I could use the same basic idea to implement trimmed averages - not sure if that's the right term in english, but it means something like "remove 3% of the lowest and 2% of the highest values and compute AVG/VARIANCE of the remaining data." Basically it's a neat way to get rid of the outliers. This is available on pgxn too.
So lets see how that works, what's the performance, etc.
