mirror of
https://github.com/ClickHouse/ClickHouse.git
synced 2024-11-08 16:42:04 +00:00
58 lines
2.5 KiB
Markdown
58 lines
2.5 KiB
Markdown
---
|
|
toc_priority: 207
|
|
---
|
|
|
|
# quantileTDigest {#quantiletdigest}
|
|
|
|
Computes an approximate [quantile](https://en.wikipedia.org/wiki/Quantile) of a numeric data sequence using the [t-digest](https://github.com/tdunning/t-digest/blob/master/docs/t-digest-paper/histo.pdf) algorithm.
|
|
|
|
The maximum error is 1%. 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](../../../sql-reference/aggregate-functions/reference/quantile.md#quantile) or [quantileTiming](../../../sql-reference/aggregate-functions/reference/quantiletiming.md#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](../../../sql-reference/aggregate-functions/reference/quantiles.md#quantiles) function.
|
|
|
|
**Syntax**
|
|
|
|
``` sql
|
|
quantileTDigest(level)(expr)
|
|
```
|
|
|
|
Alias: `medianTDigest`.
|
|
|
|
**Arguments**
|
|
|
|
- `level` — Level of quantile. Optional parameter. 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](https://en.wikipedia.org/wiki/Median).
|
|
- `expr` — Expression over the column values resulting in numeric [data types](../../../sql-reference/data-types/index.md#data_types), [Date](../../../sql-reference/data-types/date.md) or [DateTime](../../../sql-reference/data-types/datetime.md).
|
|
|
|
**Returned value**
|
|
|
|
- Approximate quantile of the specified level.
|
|
|
|
Type:
|
|
|
|
- [Float64](../../../sql-reference/data-types/float.md) for numeric data type input.
|
|
- [Date](../../../sql-reference/data-types/date.md) if input values have the `Date` type.
|
|
- [DateTime](../../../sql-reference/data-types/datetime.md) if input values have the `DateTime` type.
|
|
|
|
**Example**
|
|
|
|
Query:
|
|
|
|
``` sql
|
|
SELECT quantileTDigest(number) FROM numbers(10)
|
|
```
|
|
|
|
Result:
|
|
|
|
``` text
|
|
┌─quantileTDigest(number)─┐
|
|
│ 4.5 │
|
|
└─────────────────────────┘
|
|
```
|
|
|
|
**See Also**
|
|
|
|
- [median](../../../sql-reference/aggregate-functions/reference/median.md#median)
|
|
- [quantiles](../../../sql-reference/aggregate-functions/reference/quantiles.md#quantiles)
|