quantileExactWeighted

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

To get 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

  1. quantileExactWeighted(level)(expr, weight)

Alias: medianExactWeighted.

Parameters

  • level — Level of quantile. Optional parameter. 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.
  • expr — Expression over the column values resulting in numeric data types, Date or DateTime.
  • weight — Column with weights of sequence members. Weight is a number of value occurrences.

Returned value

  • Quantile of the specified level.

Type:

  • Float64 for numeric data type input.
  • Date if input values have the Date type.
  • DateTime if input values have the DateTime type.

Example

Input table:

  1. ┌─n─┬─val─┐
  2. │ 0 │   3 │
  3. │ 1 │   2 │
  4. │ 2 │   1 │
  5. │ 5 │   4 │
  6. └───┴─────┘

Query:

  1. SELECT quantileExactWeighted(n, val) FROM t

Result:

  1. ┌─quantileExactWeighted(n, val)─┐
  2. │                             1 │
  3. └───────────────────────────────┘

See Also