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experimental.quantile() function

content/flux/v0/stdlib/experimental/quantile.md

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experimental.quantile() returns non-null records with values in the _value column that fall within the specified quantile or represent the specified quantile.

The _value column must contain float values.

Computation methods and behavior

experimental.quantile() behaves like an aggregate function or a selector function depending on the method parameter. The following computation methods are available:

estimate_tdigest

An aggregate method that uses a t-digest data structure to compute an accurate quantile estimate on large data sources. When used, experimental.quantile() outputs non-null records with values that fall within the specified quantile.

exact_mean

An aggregate method that takes the average of the two points closest to the quantile value. When used, experimental.quantile() outputs non-null records with values that fall within the specified quantile.

exact_selector

A selector method that returns the data point for which at least q points are less than. When used, experimental.quantile() outputs the non-null record with the value that represents the specified quantile.

Function type signature
js
(
    <-tables: stream[{A with _value: float}],
    q: float,
    ?compression: float,
    ?method: string,
) => stream[{A with _value: float}]

{{% caption %}} For more information, see Function type signatures. {{% /caption %}}

Parameters

q

({{< req >}}) Quantile to compute ([0 - 1]).

method

Computation method. Default is estimate_tdigest.

Supported methods:

  • estimate_tdigest
  • exact_mean
  • exact_selector

compression

Number of centroids to use when compressing the dataset. Default is 1000.0.

A larger number produces a more accurate result at the cost of increased memory requirements.

tables

Input data. Default is piped-forward data (<-).

Examples

Return values in the 50th percentile of each input table

js
import "experimental"
import "sampledata"

sampledata.float()
    |> experimental.quantile(q: 0.5)

{{< expand-wrapper >}} {{% expand "View example input and output" %}}

Input data

_time*tag_value
2021-01-01T00:00:00Zt1-2.18
2021-01-01T00:00:10Zt110.92
2021-01-01T00:00:20Zt17.35
2021-01-01T00:00:30Zt117.53
2021-01-01T00:00:40Zt115.23
2021-01-01T00:00:50Zt14.43
_time*tag_value
2021-01-01T00:00:00Zt219.85
2021-01-01T00:00:10Zt24.97
2021-01-01T00:00:20Zt2-3.75
2021-01-01T00:00:30Zt219.77
2021-01-01T00:00:40Zt213.86
2021-01-01T00:00:50Zt21.86

Output data

*tag_value
t19.135
*tag_value
t29.415

{{% /expand %}} {{< /expand-wrapper >}}

Return a value representing the 50th percentile of each input table

js
import "experimental"
import "sampledata"

sampledata.float()
    |> experimental.quantile(q: 0.5, method: "exact_selector")

{{< expand-wrapper >}} {{% expand "View example input and output" %}}

Input data

_time*tag_value
2021-01-01T00:00:00Zt1-2.18
2021-01-01T00:00:10Zt110.92
2021-01-01T00:00:20Zt17.35
2021-01-01T00:00:30Zt117.53
2021-01-01T00:00:40Zt115.23
2021-01-01T00:00:50Zt14.43
_time*tag_value
2021-01-01T00:00:00Zt219.85
2021-01-01T00:00:10Zt24.97
2021-01-01T00:00:20Zt2-3.75
2021-01-01T00:00:30Zt219.77
2021-01-01T00:00:40Zt213.86
2021-01-01T00:00:50Zt21.86

Output data

_time*tag_value
2021-01-01T00:00:20Zt17.35
_time*tag_value
2021-01-01T00:00:10Zt24.97

{{% /expand %}} {{< /expand-wrapper >}}