将百分位数（或四分位数）计算添加到现有的SQL查询中

Question

我有以下查询：

SELECT  "Cc EV PS" AS factor, 
        "GICS Sector/" & t1.[GICS Sector], 
        #8/14/2015# AS calcdate, 
        (Sum((t1.[Cc EV PS]-z.TheAvg)^4)/Count(t1.[Cc EV PS]))/(Sum((t1.[Cc EV PS]-z.TheAvg)^2)/Count(t1.[Cc EV PS]))^2 AS Kurtosis
FROM tbl_DatedModel_2015_0929_0 AS t1 
   INNER JOIN
            (SELECT t2.[GICS Sector], Avg(t2.[Cc EV PS]) AS TheAvg 
            FROM tbl_DatedModel_2015_0929_0 AS t2 
            GROUP BY t2.[GICS Sector]) AS z ON t1.[GICS Sector] = z.[GICS Sector]
GROUP BY t1.[GICS Sector]
HAVING Count(t1.[Cc EV PS]) > 0;

我正在尝试将25Percentile添加到上面的SQL中。 这是25Prercentile的SQL：

SELECT TOP 1 0.75*( SELECT Max(tp2.[Cc EV PS]) 
                    FROM tbl_DatedModel_2015_0929_0 AS tp2
                    WHERE tp2.[Cc EV PS] IN 
                        (SELECT TOP 25 PERCENT tp3.[Cc EV PS] 
                        FROM tbl_DatedModel_2015_0929_0 AS tp3 
                        WHERE tp3.[Cc EV PS] Is Not Null 
                        ORDER BY tp3.[Cc EV PS])) + 0.25*
                            (SELECT Min(tp4.[Cc EV PS]) 
                            FROM tbl_DatedModel_2015_0929_0 AS tp4
                            WHERE tp4.[Cc EV PS] IN 
                                (SELECT TOP 75 PERCENT tp5.[Cc EV PS] 
                                FROM tbl_DatedModel_2015_0929_0 AS tp5
                                WHERE tp5.[Cc EV PS] Is Not Null 
                                ORDER BY tp5.[Cc EV PS] DESC)) AS 25Percentile
FROM tbl_DatedModel_2015_0929_0 AS tp1;

最后，25Percentile应该为在第一个查询中创建的子集生成百分位计算，类似于在第一个查询中计算峰度的方式（即，在数据的子集上）。 我上面为25Percentile提供的SQL只是对所有数据进行计算。

这必须在MS Access 2013中起作用。我有一个VBA答案，它非常慢，因此更喜欢纯SQL答案。

第一个查询完全按我希望的方式工作，但我需要包括25Percentile计算。

编辑：如果您感到困惑，则以这种方式使用第一个查询，但我没有包括所有内容，因为我认为这只会分散您的注意力：

SELECT  "Cc EV PS" AS factor, 
        "GICS Sector/" & t1.[GICS Sector], 
        #8/14/2015# AS calcdate, 
        (Sum((t1.[Cc EV PS]-z.TheAvg)^4)/Count(t1.[Cc EV PS]))/(Sum((t1.[Cc EV PS]-z.TheAvg)^2)/Count(t1.[Cc EV PS]))^2 AS Kurtosis
FROM tbl_DatedModel_2015_0929_0 AS t1 
   INNER JOIN
            (SELECT t2.[GICS Sector], Avg(t2.[Cc EV PS]) AS TheAvg 
            FROM tbl_DatedModel_2015_0929_0 AS t2 
            GROUP BY t2.[GICS Sector]) AS z ON t1.[GICS Sector] = z.[GICS Sector]
GROUP BY t1.[GICS Sector]
HAVING Count(t1.[Cc EV PS]) > 0
UNION ALL
SELECT  "USD Market Cap" AS factor, 
        "GICS Sector/" & t1.[GICS Sector], 
        #8/14/2015# AS calcdate, 
        (Sum((t1.[USD Market Cap]-z.TheAvg)^4)/Count(t1.[USD Market Cap]))/(Sum((t1.[USD Market Cap]-z.TheAvg)^2)/Count(t1.[USD Market Cap]))^2 AS Kurtosis
FROM tbl_DatedModel_2015_0929_0 AS t1 
   INNER JOIN
            (SELECT t2.[GICS Sector], Avg(t2.[USD Market Cap]) AS TheAvg 
            FROM tbl_DatedModel_2015_0929_0 AS t2 
            GROUP BY t2.[GICS Sector]) AS z ON t1.[GICS Sector] = z.[GICS Sector]
GROUP BY t1.[GICS Sector]
HAVING Count(t1.[USD Market Cap]) > 0
UNION ALL SELECT    "IU Mkt Cap" AS factor, 
        "GICS Sector/" & t1.[GICS Sector], 
        #8/14/2015# AS calcdate, 
        (Sum((t1.[IU Mkt Cap]-z.TheAvg)^4)/Count(t1.[IU Mkt Cap]))/(Sum((t1.[IU Mkt Cap]-z.TheAvg)^2)/Count(t1.[IU Mkt Cap]))^2 AS Kurtosis
FROM tbl_DatedModel_2015_0929_0 AS t1 
   INNER JOIN
            (SELECT t2.[GICS Sector], Avg(t2.[IU Mkt Cap]) AS TheAvg 
            FROM tbl_DatedModel_2015_0929_0 AS t2 
            GROUP BY t2.[GICS Sector]) AS z ON t1.[GICS Sector] = z.[GICS Sector]
GROUP BY t1.[GICS Sector]
HAVING Count(t1.[IU Mkt Cap]) > 0;

编辑 ：这包括25Percentile（第一四分位数），但是它并不像Kurtosis一样在GICS部门上汇总，因此对所有GICS部门都产生相同的价值。 它应该为覆盖范围子集（GICS部门）提供一个答案：

SELECT  "Cc EV PS" AS factor, 
        "GICS Sector/" & t1.[GICS Sector], 
        #8/14/2015# AS calcdate, 
        (Sum((t1.[Cc EV PS]-z.TheAvg)^4)/Count(t1.[Cc EV PS]))/(Sum((t1.[Cc EV PS]-z.TheAvg)^2)/Count(t1.[Cc EV PS]))^2 AS Kurtosis,
         0.75*(SELECT Max(tp2.[Cc EV PS]) 
                FROM tbl_DatedModel_2015_0929_0 AS tp2
                WHERE tp2.[Cc EV PS] IN 
                    (SELECT TOP 25 PERCENT tp3.[Cc EV PS] 
                    FROM tbl_DatedModel_2015_0929_0 AS tp3 
                    WHERE tp3.[Cc EV PS] Is Not Null 
                    ORDER BY tp3.[Cc EV PS])) + 0.25*
                        (SELECT Min(tp4.[Cc EV PS]) 
                        FROM tbl_DatedModel_2015_0929_0 AS tp4
                        WHERE tp4.[Cc EV PS] IN 
                            (SELECT TOP 75 PERCENT tp5.[Cc EV PS] 
                            FROM tbl_DatedModel_2015_0929_0 AS tp5
                            WHERE tp5.[Cc EV PS] Is Not Null 
                            ORDER BY tp5.[Cc EV PS] DESC)) AS 25Percentile
FROM tbl_DatedModel_2015_0929_0 AS t1 
   INNER JOIN
            (SELECT t2.[GICS Sector], Avg(t2.[Cc EV PS]) AS TheAvg 
            FROM tbl_DatedModel_2015_0929_0 AS t2 
            GROUP BY t2.[GICS Sector]) AS z ON t1.[GICS Sector] = z.[GICS Sector]
GROUP BY t1.[GICS Sector]
HAVING Count(t1.[Cc EV PS]) > 0

编辑（最快！） ：这将使四分位数/百分位数和峰度的速度快一倍（在我收到之前方法的正确答案后，我才发现它）：

SELECT "Cc EV PS" AS factor, "GICS Sector/" & t1.[GICS Sector] AS Expr1,
    #8/14/2015# AS calcdate, 
 (Sum((t1.[Cc EV PS]-z.TheAvg)^4)/Count(t1.[Cc EV PS]))/(Sum((t1.[Cc EV PS]-z.TheAvg)^2)/Count(t1.[Cc EV PS]))^2 AS Kurtosis, 
            (select max([Cc EV PS]) from tbl_DatedModel_2015_0929_0 where tbl_DatedModel_2015_0929_0.[Cc EV PS] in 
(select top 25 percent [Cc EV PS] from tbl_DatedModel_2015_0929_0 
where t1.[GICS Sector] = tbl_DatedModel_2015_0929_0.[GICS Sector] order by [Cc EV PS])) AS 25Percentile 
FROM tbl_DatedModel_2015_0929_0 AS t1 INNER JOIN (SELECT t2.[GICS Sector], Avg(t2.[Cc EV PS]) AS TheAvg 
            FROM tbl_DatedModel_2015_0929_0 AS t2 
            GROUP BY t2.[GICS Sector])  AS z ON t1.[GICS Sector] = z.[GICS Sector]
GROUP BY t1.[GICS Sector]
HAVING (((Count(t1.[Cc EV PS]))>0));

Answer 1

我不确定MS Access，但是这些替代应该可以解决问题：

WHERE tp5.[Cc EV PS] Is Not Null ->
WHERE tp5.[Cc EV PS] Is Not Null and tp5.[GICS Sector] = t1.[GICS Sector]


WHERE tp3.[Cc EV PS] Is Not Null ->
WHERE tp3.[Cc EV PS] Is Not Null and tp3.[GICS Sector] = t1.[GICS Sector]