T-Digest functions

Data structures

A T-digest is a data sketch which stores approximate percentile information. The Trino type for this data structure is called tdigest. T-digests can be merged, and for storage and retrieval they can be cast to and from VARBINARY.

Functions

merge(tdigest) → tdigest

Aggregates all inputs into a single tdigest.

value_at_quantile(tdigest, quantile) → double

Returns the approximate percentile value from the T-digest, given the number quantile between 0 and 1.

values_at_quantiles(tdigest, quantiles)

Returns the approximate percentile values as an array, given the input T-digest and an array of values between 0 and 1, which represent the quantiles to return.

tdigest_agg(x) → tdigest

Composes all input values of x into a tdigest. x can be of any numeric type.

tdigest_agg(x, w) → tdigest

Composes all input values of x into a tdigest using the per-item weight w. w must be greater or equal than 1. x and w can be of any numeric type.