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quantileDD

Computes an approximate quantile of a sample with relative-error guarantees. It works by building a DD.

Syntax

quantileDDsketch[relative_accuracy, (level)](expr)

Arguments

Parameters

  • relative_accuracy — Relative accuracy of the quantile. Possible values are in the range from 0 to 1. Float. The size of the sketch depends on the range of the data and the relative accuracy. The larger the range and the smaller the relative accuracy, the larger the sketch. The rough memory size of the of the sketch is log(max_value/min_value)/relative_accuracy. The recommended value is 0.001 or higher.

  • level — Level of quantile. Optional. Possible values are in the range from 0 to 1. Default value: 0.5. Float.

Returned value

  • Approximate quantile of the specified level.

Type: Float64.

Example

Input table has an integer and a float columns:

┌─a─┬─────b─┐
│ 1 │ 1.001 │
│ 2 │ 1.002 │
│ 3 │ 1.003 │
│ 4 │ 1.004 │
└───┴───────┘

Query to calculate 0.75-quantile (third quartile):

SELECT quantileDD(0.01, 0.75)(a), quantileDD(0.01, 0.75)(b) FROM example_table;

Result:

┌─quantileDD(0.01, 0.75)(a)─┬─quantileDD(0.01, 0.75)(b)─┐
│               2.974233423476717 │                            1.01 │
└─────────────────────────────────┴─────────────────────────────────┘

See Also