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62 lines
3.1 KiB
Markdown
62 lines
3.1 KiB
Markdown
---
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toc_priority: 208
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---
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# quantileTDigestWeighted {#quantiletdigestweighted}
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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 function takes into account the weight of each sequence member. The maximum error is 1%. Memory consumption is `log(n)`, where `n` is a number of values.
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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`.
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The result depends on the order of running the query, and is nondeterministic.
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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.
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!!! note "Note"
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Using `quantileTDigestWeighted` [is not recommended for tiny data sets](https://github.com/tdunning/t-digest/issues/167#issuecomment-828650275) and can lead to significat error. In this case, consider possibility of using [`quantileTDigest`](../../../sql-reference/aggregate-functions/reference/quantiletdigest.md) instead.
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**Syntax**
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``` sql
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quantileTDigestWeighted(level)(expr, weight)
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```
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Alias: `medianTDigestWeighted`.
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**Arguments**
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- `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).
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- `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).
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- `weight` — Column with weights of sequence elements. Weight is a number of value occurrences.
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**Returned value**
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- Approximate quantile of the specified level.
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Type:
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- [Float64](../../../sql-reference/data-types/float.md) for numeric data type input.
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- [Date](../../../sql-reference/data-types/date.md) if input values have the `Date` type.
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- [DateTime](../../../sql-reference/data-types/datetime.md) if input values have the `DateTime` type.
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**Example**
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Query:
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``` sql
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SELECT quantileTDigestWeighted(number, 1) FROM numbers(10)
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```
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Result:
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``` text
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┌─quantileTDigestWeighted(number, 1)─┐
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│ 4.5 │
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└────────────────────────────────────┘
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```
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**See Also**
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- [median](../../../sql-reference/aggregate-functions/reference/median.md#median)
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- [quantiles](../../../sql-reference/aggregate-functions/reference/quantiles.md#quantiles)
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