计算添加百分位数（或四分位数），以现有的SQL查询

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; 

那我试图25Percentile添加到上面的SQL。下面是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; 

到底25Percentile应产生为以类似于峰度是在所述第一查询中计算出的方式，第一查询创建子集的百分计算（即，在数据的子集）。上面为25Percentile提供的SQL只是计算所有数据。

这必须在MS Access 2013中工作。我有一个超级慢的VBA答案，因此更喜欢纯粹的SQL答案。

第一个查询完全按照我希望它工作的方式工作，除了我需要包含25Percentile计算。

编辑： 如果你感到困惑，第一个查询以这种方式被使用，但我并没有包括所有的，因为我认为这将只是分散：

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），但它不像GrtIs集成那样集合在一起，就像Kurtosis一样，它为所有GICS部门产生相同的价值。它应该产生的范围子集的一个答案（GICS行业）：

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 

EDIT（最快！）：这将得到四分/百分度和峰度快两倍，（我想它，我收到了正确的后回答我以前的方法）：

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

我不知道的MS Access，但这些替代品应该做的伎俩：

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]