quantilesDD

Introduced in: v24.1.0

Computes multiple approximate quantiles of a sample with relative-error guarantees at different levels simultaneously.

This function is equivalent to quantileDD but allows computing multiple quantile levels in a single pass, which is more efficient than calling individual quantile functions.

Syntax

quantilesDD(relative_accuracy, level1, level2, ...)(expr)

Parameters

relative_accuracy — Relative accuracy of the quantiles. Possible values are in the range from 0 to 1. The recommended value is 0.001 or higher. Float*
level — Levels of quantiles. One or more constant floating-point numbers from 0 to 1. We recommend using level values in the range of [0.01, 0.99]. Float*

Arguments

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

Returned value

Array of approximate quantiles of the specified levels in the same order as the levels were specified. For Date and DateTime inputs the output format matches the input format. Array(Float64) or Array(Date) or Array(DateTime)

Examples

Computing multiple quantiles with a DDSketch

SELECT quantilesDD(0.01, 0.25, 0.5, 0.75)(number) FROM numbers(10)

┌─quantilesDD(0.01, 0.25, 0.5, 0.75)(number)────────────────┐
│ [1.9936617014173448,4.0148353330285875,5.989510371172621] │
└───────────────────────────────────────────────────────────┘

quantilesDD​

quantilesDD