T-Digest Functions
Overview
A T-digest is a data sketch that stores approximate percentile information. The HetuEngine type for this data structure is called tdigest. Tdigests may be merged without losing precision, and for storage and retrieval they may be cast to/from VARBINARY.
Function
- value_at_quantile(tdigest,quantile)→double
Description: Returns the approximate percentile values from the T-digest given the number quantile between 0 and 1.
- values_at_quantiles(tdigest,quantiles)->array(double)
Description: Returns the approximate percentile values as an array given the input T-digest and array of values between 0 and 1 which represent the quantiles to return.
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