tdigest
Provides tdigest aggregate function.
Overview
| Package | Version | Category | License | Language |
|---|---|---|---|---|
tdigest | 1.4.3 | FUNC | Apache-2.0 | C |
| ID | Extension | Bin | Lib | Load | Create | Trust | Reloc | Schema |
|---|---|---|---|---|---|---|---|---|
| 4700 | tdigest | No | Yes | No | Yes | No | Yes | - |
| Related | pg_idkit pgx_ulid pg_uuidv7 pg_hashids sequential_uuids topn quantile lower_quantile |
|---|
Version
| Type | Repo | Version | PG Ver | Package | Deps |
|---|---|---|---|---|---|
| EXT | PGDG | 1.4.3 | 1817161514 | tdigest | - |
| RPM | PGDG | 1.4.2 | 1817161514 | tdigest_$v | - |
| DEB | PGDG | 1.4.3 | 1817161514 | postgresql-$v-tdigest | - |
Install
You can install tdigest directly. First, make sure the PGDG repository is added and enabled:
pig repo add pgdg -u # Add PGDG repo and update cache
Install the extension using pig or apt/yum/dnf:
pig install tdigest; # Install for current active PG version
pig ext install -y tdigest -v 18 # PG 18
pig ext install -y tdigest -v 17 # PG 17
pig ext install -y tdigest -v 16 # PG 16
pig ext install -y tdigest -v 15 # PG 15
pig ext install -y tdigest -v 14 # PG 14
dnf install -y tdigest_18 # PG 18
dnf install -y tdigest_17 # PG 17
dnf install -y tdigest_16 # PG 16
dnf install -y tdigest_15 # PG 15
dnf install -y tdigest_14 # PG 14
apt install -y postgresql-18-tdigest # PG 18
apt install -y postgresql-17-tdigest # PG 17
apt install -y postgresql-16-tdigest # PG 16
apt install -y postgresql-15-tdigest # PG 15
apt install -y postgresql-14-tdigest # PG 14
Create Extension:
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;
Feedback
Was this page helpful?
Thanks for the feedback! Please let us know how we can improve.
Sorry to hear that. Please let us know how we can improve.