Median vs. Average

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1

Hi all

Just out of curiosity, recently we have some profiling of our code and found that getting median is much slower than getting average, will there any reason behind?

 

2

you need to sort to get the median?

2014-11-10 15:24 GMT+01:00 Carfield Yim <carfield@gmail.com>:

Hi all

Just out of curiosity, recently we have some profiling of our code and found that getting median is much slower than getting average, will there any reason behind?


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Submitted via Google Groups

3

Yes,  and this is the reason?

4

If speed matters, you can use the median function from the boost library:<o:p></o:p>

<o:p> </o:p>

C++ code:<o:p></o:p>

<o:p> </o:p>

include <k.h><o:p></o:p>

include <boost/accumulators/accumulators.hpp><o:p></o:p>

include <boost/accumulators/statistics.hpp><o:p></o:p>

<o:p> </o:p>

namespace acc = boost::accumulators;<o:p></o:p>

<o:p> </o:p>

kx::K median(kx::K x)<o:p></o:p>

{<o:p></o:p>

       acc::accumulator_set<double, acc::stats<acc::tag::median(acc::with_p_square_quantile)> >a;<o:p></o:p>

       double* b = (double*) (x)->G0;for(double* e = b + x->n;b!=e;++b){a(*b);}<o:p></o:p>

       return kx::kf(acc::median(a));<o:p></o:p>

}<o:p></o:p>

<o:p> </o:p>

q code:<o:p></o:p>

<o:p> </o:p>

q)median: :boost 2: (median;1)<o:p></o:p>

<o:p> </o:p>

q)x:10000000?1.0<o:p></o:p>

<o:p> </o:p>

q)\t med x<o:p></o:p>

1536<o:p></o:p>

<o:p> </o:p>

q)\t median x<o:p></o:p>

502<o:p></o:p>

<o:p> </o:p>

Von: personal-kdbplus@googlegroups.com [mailto:personal-kdbplus@googlegroups.com] Im Auftrag von Carfield Yim
Gesendet: Montag, 10. November 2014 23:06
An: personal-kdbplus@googlegroups.com
Betreff: Re: [personal kdb+] Median vs. Average<o:p></o:p>

<o:p> </o:p>

Yes,  and this is the reason? <o:p></o:p>

On Nov 10, 2014 10:55 PM, “Michael Wittig” <michael.wittig@tullius-walden.com> wrote:<o:p></o:p>

you need to sort to get the median?<o:p></o:p>

<o:p> </o:p>

2014-11-10 15:24 GMT+01:00 Carfield Yim <carfield@gmail.com>:<o:p></o:p>

Hi all<o:p></o:p>

<o:p> </o:p>

Just out of curiosity, recently we have some profiling of our code and found that getting median is much slower than getting average, will there any reason behind?<o:p></o:p>

<o:p> </o:p>

 <o:p></o:p>

–
Submitted via Google Groups

5

I see, thanks!