quantileExactWeighted

Introduced in: v1.1.0

Exactly computes the quantile of a numeric data sequence, taking into account the weight of each element.

To get the exact value, all the passed values are combined into an array, which is then partially sorted. Each value is counted with its weight, as if it is present weight times. A hash table is used in the algorithm. Because of this, if the passed values are frequently repeated, the function consumes less RAM than quantileExact. You can use this function instead of quantileExact and specify the weight 1.

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

quantileExactWeighted(level)(expr, weight)

Aliases: medianExactWeighted

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, DateTime or DateTime64. (U)Int* or Int128 or UInt128 or Int256 or UInt256 or Float* or Decimal* or Date or DateTime or DateTime64
weight — Column with weights of sequence members. Weight is a number of value occurrences. UInt*

Returned value

Quantile of the specified level. For numeric data types the output format matches the input format. (U)Int* or Int128 or UInt128 or Int256 or UInt256 or Float* or Decimal* or Date or DateTime or DateTime64

Examples

Computing exact weighted quantile

CREATE TABLE t (
    n Int32,
    val Int32
) ENGINE = Memory;

-- Insert the sample data
INSERT INTO t VALUES
(0, 3),
(1, 2),
(2, 1),
(5, 4);

SELECT quantileExactWeighted(n, val) FROM t;

┌─quantileExactWeighted(n, val)─┐
│                             1 │
└───────────────────────────────┘

See Also

quantileExactWeighted​

quantileExactWeighted