Improve performance of T-digest functions #5391
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Sorting percentiles list is done as suggested here: #5158 (comment) |
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Use `TDigest.valuesAt()` method to compute values at multiple quantiles in a single pass of the T-Digest structure instead of multiple calls to `TDigest.valueAt()` method. Applies to: - approx_percentile() aggregation, - values_at_quantiles() function. NOTE: In function values_at_quantiles(tdigest, array<double>), it is required that the input percentile array be sorted in ascending order. The similar function values_at_quantiles(qdigest, array<double>) allows arbitrary order of percentiles. In approx_percentile() aggregation ordering of percentiles is not required.
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Rebased. |
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Use
TDigest.valuesAt()method to compute values at multiple quantilesin a single pass of the T-Digest structure instead of multiple
calls to
TDigest.valueAt()method.Applies to:
NOTE: In function values_at_quantiles(tdigest, array),
it is required that the input percentile array be sorted in ascending order.
The similar function values_at_quantiles(qdigest, array) allows
arbitrary order of percentiles.
In approx_percentile() aggregation ordering of percentiles is not required.
depends on: #5158