tdigest
tdigest
tdigest : Provides tdigest aggregate function.
Overview
| ID | Extension | Package | Version | Category | License | Language |
|---|---|---|---|---|---|---|
| 4700 | tdigest
|
tdigest
|
1.4.3 |
FUNC
|
Apache-2.0
|
C
|
| Attribute | Has Binary | Has Library | Need Load | Has DDL | Relocatable | Trusted |
|---|---|---|---|---|---|---|
--s-d-r
|
No
|
Yes
|
No
|
Yes
|
yes
|
no
|
| Relationships | |
|---|---|
| See Also | pg_idkit
pgx_ulid
pg_uuidv7
pg_hashids
sequential_uuids
topn
quantile
lower_quantile
|
Packages
| Type | Repo | Version | PG Major Compatibility | Package Pattern | Dependencies |
|---|---|---|---|---|---|
| EXT | PGDG
|
1.4.3 |
18
17
16
15
14
|
tdigest |
- |
| RPM | PGDG
|
1.4.2 |
18
17
16
15
14
|
tdigest_$v |
- |
| DEB | PGDG
|
1.4.3 |
18
17
16
15
14
|
postgresql-$v-tdigest |
- |
| Linux / PG | PG18 | PG17 | PG16 | PG15 | PG14 |
|---|---|---|---|---|---|
el8.x86_64
|
PGDG 1.4.2
|
PGDG 1.4.2
|
PGDG 1.4.1
|
PGDG 1.4.1
|
PGDG 1.4.1
|
el8.aarch64
|
PGDG 1.4.2
|
PGDG 1.4.2
|
PGDG 1.4.1
|
PGDG 1.4.1
|
PGDG 1.4.1
|
el9.x86_64
|
PGDG 1.4.2
|
PGDG 1.4.2
|
PGDG 1.4.1
|
PGDG 1.4.1
|
PGDG 1.4.1
|
el9.aarch64
|
PGDG 1.4.2
|
PGDG 1.4.2
|
PGDG 1.4.1
|
PGDG 1.4.1
|
PGDG 1.4.1
|
el10.x86_64
|
PGDG 1.4.2
|
PGDG 1.4.2
|
PGDG 1.4.2
|
PGDG 1.4.2
|
PGDG 1.4.2
|
el10.aarch64
|
PGDG 1.4.2
|
PGDG 1.4.2
|
PGDG 1.4.2
|
PGDG 1.4.2
|
PGDG 1.4.2
|
d12.x86_64
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
d12.aarch64
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
d13.x86_64
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
d13.aarch64
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
u22.x86_64
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
u22.aarch64
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
u24.x86_64
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
u24.aarch64
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
PGDG 1.4.3
|
Source
Install
Make sure PGDG repo available:
pig repo add pgdg -u # add pgdg repo and update cacheInstall this extension with pig:
pig install tdigest; # install via package name, for the active PG version
pig install tdigest -v 18; # install for PG 18
pig install tdigest -v 17; # install for PG 17
pig install tdigest -v 16; # install for PG 16
pig install tdigest -v 15; # install for PG 15
pig install tdigest -v 14; # install for PG 14Create this extension with:
CREATE EXTENSION tdigest;Usage
Implements t-digest for on-line accumulation of rank-based statistics such as quantiles and trimmed means. Much faster than percentile_cont, supports parallelism, and allows pre-aggregation.
CREATE EXTENSION tdigest;Direct Aggregation Functions
| Function | Description |
|---|---|
tdigest_percentile(value, compression, quantile) |
Estimate a single percentile |
tdigest_percentile(value, compression, quantiles[]) |
Estimate multiple percentiles |
tdigest_percentile_of(value, compression, value) |
Estimate percentile rank of a value |
tdigest_percentile_of(value, compression, values[]) |
Estimate percentile ranks of multiple values |
Pre-aggregation Functions
| Function | Description |
|---|---|
tdigest(value, compression) |
Build a t-digest from values |
tdigest_percentile(digest, quantile) |
Estimate percentile from a pre-built digest |
tdigest_percentile(digest, quantiles[]) |
Estimate multiple percentiles from a pre-built digest |
Incremental Update Functions
| Function | Description |
|---|---|
tdigest_add(digest, value) |
Add a single value to an existing digest |
tdigest_add(digest, values[]) |
Add an array of values to an existing digest |
tdigest_union(digest, digest) |
Merge two digests |
Utility Functions
| Function | Description |
|---|---|
tdigest_count(digest) |
Return the number of items in the digest |
tdigest_sum(digest, low, high) |
Trimmed sum within a value range |
tdigest_avg(digest, low, high) |
Trimmed average within a value range |
Parameters
compression– controls accuracy (higher = more accurate, larger digest). Error is roughly1/compression.
Examples
-- Instead of: SELECT percentile_cont(0.95) WITHIN GROUP (ORDER BY a) FROM t;
SELECT tdigest_percentile(a, 100, 0.95) FROM t;
-- Multiple percentiles
SELECT tdigest_percentile(a, 100, ARRAY[0.5, 0.95, 0.99]) FROM t;
-- Pre-aggregate for fast repeated queries
CREATE TABLE p AS SELECT a, b, tdigest(c, 100) AS d FROM t GROUP BY a, b;
-- Query pre-aggregated data (~1.5ms vs ~7s for exact)
SELECT a, tdigest_percentile(d, 0.95) FROM p GROUP BY a ORDER BY a;Last updated on