quantileTDigest

Introduced in: v1.1

Computes an approximate quantile of a numeric data sequence using the t-digest algorithm.

Memory consumption is log(n), where n is a number of values. The result depends on the order of running the query, and is nondeterministic.

The performance of the function is lower than performance of quantile or quantileTiming. In terms of the ratio of State size to precision, this function is much better than quantile.

When using multiple quantile* functions with different levels in a query, the internal states are not combined (that is, the query works less efficiently than it could). In this case, use the quantiles function.

Syntax

quantileTDigest(level)(expr)

Aliases: medianTDigest

Parameters

level — Optional. Level of quantile. Constant floating-point number from 0 to 1. We recommend using a level value in the range of [0.01, 0.99]. Default value: 0.5. At level=0.5 the function calculates median. Float*

Arguments

expr — Expression over the column values resulting in numeric data types, Date or DateTime. (U)Int* or Float* or Decimal* or Date or DateTime

Returned value

Approximate quantile of the specified level. Float64 or Date or DateTime

Examples

Computing quantile with t-digest

SELECT quantileTDigest(number) FROM numbers(10);

┌─quantileTDigest(number)─┐
│                     4.5 │
└─────────────────────────┘

See Also

quantileTDigest​

quantileTDigest