Created
February 22, 2012 20:13
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Min, Max, Sum, Count, Avg, and Std deviation using MongoDB MapReduce
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// derived from http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm | |
function map() { | |
emit(1, // Or put a GROUP BY key here | |
{sum: this.value, // the field you want stats for | |
min: this.value, | |
max: this.value, | |
count:1, | |
diff: 0, // M2,n: sum((val-mean)^2) | |
}); | |
} | |
function reduce(key, values) { | |
var a = values[0]; // will reduce into here | |
for (var i=1/*!*/; i < values.length; i++){ | |
var b = values[i]; // will merge 'b' into 'a' | |
// temp helpers | |
var delta = a.sum/a.count - b.sum/b.count; // a.mean - b.mean | |
var weight = (a.count * b.count)/(a.count + b.count); | |
// do the reducing | |
a.diff += b.diff + delta*delta*weight; | |
a.sum += b.sum; | |
a.count += b.count; | |
a.min = Math.min(a.min, b.min); | |
a.max = Math.max(a.max, b.max); | |
} | |
return a; | |
} | |
function finalize(key, value){ | |
value.avg = value.sum / value.count; | |
value.variance = value.diff / value.count; | |
value.stddev = Math.sqrt(value.variance); | |
return value; | |
} |
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> load('functions.js') | |
> db.stuff.drop() | |
false | |
> db.stuff.insert({value:1}) | |
> db.stuff.insert({value:2}) | |
> db.stuff.insert({value:2}) | |
> db.stuff.insert({value:2}) | |
> db.stuff.insert({value:3}) | |
> db.stuff.mapReduce(map, reduce, {finalize:finalize, out:{inline:1}}).results[0] | |
{ | |
"_id" : 1, | |
"value" : { | |
"sum" : 10, | |
"min" : 1, | |
"max" : 3, | |
"count" : 5, | |
"diff" : 2, | |
"avg" : 2, | |
"variance" : 0.4, | |
"stddev" : 0.6324555320336759 | |
} | |
} |
Very useful code
Thank you!
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Word of warning, this is doing population standard dev and variance, NOT SAMPLE.
I cleaned up the code and included sample variance and standard dev.
https://gist.github.com/Pyrolistical/8139958