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

quantileExactWeighted(level)(expr, weight)

Alias: medianExactWeighted.

Arguments

• 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 with Unsigned integer types.

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:

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

Query:

SELECT quantileExactWeighted(n, val) FROM t

Result:

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

See Also

• median
• quantiles

quantileExactWeighted

Introduced in: v1.1

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

To get the 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

quantileExactWeighted(level)(expr, weight)

Aliases: medianExactWeighted

Parameters

• level — Optional. Level of quantile. 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. Float*

Arguments

• expr — Expression over the column values resulting in numeric data types, Date or DateTime. (U)Int* or Float* or Decimal* or Date or DateTime
• weight — Column with weights of sequence members. Weight is a number of value occurrences. UInt*

Returned value

Quantile of the specified level. Float64 or Date or DateTime

Examples

Computing exact weighted quantile

CREATE TABLE t (
    n Int32,
    val Int32
) ENGINE = Memory;

-- Insert the sample data
INSERT INTO t VALUES
(0, 3),
(1, 2),
(2, 1),
(5, 4);

SELECT quantileExactWeighted(n, val) FROM t;

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