quantilesExactWeighted

Introduced in: v1.1.0

Exactly computes multiple quantiles of a numeric data sequence at different levels simultaneously, taking into account the weight of each element.

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

Syntax

quantilesExactWeighted(level1, level2, ...)(expr, weight)

Parameters

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, 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

Array of quantiles of the specified levels in the same order as the levels were specified. For numeric data types the output format matches the input format. Array((U)Int*) or Array(Int128) or Array(UInt128) or Array(Int256) or Array(UInt256) or Array(Float*) or Array(Decimal*) or Array(Date) or Array(DateTime) or Array(DateTime64)

Examples

Computing multiple exact weighted quantiles

SELECT quantilesExactWeighted(0.25, 0.5, 0.75)(number, 1) FROM numbers(10)

┌─quantilesExactWeighted(0.25, 0.5, 0.75)(number, 1)─┐
│ [2,4,7]                                            │
└────────────────────────────────────────────────────┘

quantilesExactWeighted​

quantilesExactWeighted