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<p>This module provides Apache Druid approximate sketch aggregators based on T-Digest.
T-Digest (<a href="https://github.com/tdunning/t-digest">https://github.com/tdunning/t-digest</a>) is a popular data structure for accurate on-line accumulation of
rank-based statistics such as quantiles and trimmed means.
The data structure is also designed for parallel programming use cases like distributed aggregations or map reduce jobs by making combining two intermediate t-digests easy and efficient.</p>
<p>The tDigestSketch aggregator is capable of generating sketches from raw numeric values as well as
aggregating/combining pre-generated T-Digest sketches generated using the tDigestSketch aggregator itself.
While one can generate sketches on the fly during the query time itself, it generally is more performant
to generate sketches during ingestion time itself and then combining them during query time.
The module also provides a postAggregator, quantilesFromTDigestSketch, that can be used to compute approximate
quantiles from T-Digest sketches generated by the tDigestSketch aggregator.</p>
<p>To use this aggregator, make sure you <a href="/docs/latest/development/extensions.html#loading-extensions">include</a> the extension in your config file:</p>
<pre><code class="hljs"><span class="hljs-attr">druid.extensions.loadList</span>=[<span class="hljs-string">"druid-tdigestsketch"</span>]
</code></pre>
<h3><a class="anchor" aria-hidden="true" id="aggregator"></a><a href="#aggregator" aria-hidden="true" class="hash-link"><svg class="hash-link-icon" aria-hidden="true" height="16" version="1.1" viewBox="0 0 16 16" width="16"><path fill-rule="evenodd" d="M4 9h1v1H4c-1.5 0-3-1.69-3-3.5S2.55 3 4 3h4c1.45 0 3 1.69 3 3.5 0 1.41-.91 2.72-2 3.25V8.59c.58-.45 1-1.27 1-2.09C10 5.22 8.98 4 8 4H4c-.98 0-2 1.22-2 2.5S3 9 4 9zm9-3h-1v1h1c1 0 2 1.22 2 2.5S13.98 12 13 12H9c-.98 0-2-1.22-2-2.5 0-.83.42-1.64 1-2.09V6.25c-1.09.53-2 1.84-2 3.25C6 11.31 7.55 13 9 13h4c1.45 0 3-1.69 3-3.5S14.5 6 13 6z"></path></svg></a>Aggregator</h3>
<p>The result of the aggregation is a T-Digest sketch that is built ingesting numeric values from the raw data or from
combining pre-generated T-Digest sketches.</p>
<pre><code class="hljs css language-json">{
  <span class="hljs-attr">"type"</span> : <span class="hljs-string">"tDigestSketch"</span>,
  <span class="hljs-attr">"name"</span> : &lt;output_name&gt;,
  <span class="hljs-attr">"fieldName"</span> : &lt;metric_name&gt;,
  <span class="hljs-attr">"compression"</span>: &lt;parameter that controls size and accuracy&gt;
 }
</code></pre>
<p>Example:</p>
<pre><code class="hljs css language-json">{
    <span class="hljs-attr">"type"</span>: <span class="hljs-string">"tDigestSketch"</span>,
    <span class="hljs-attr">"name"</span>: <span class="hljs-string">"sketch"</span>,
    <span class="hljs-attr">"fieldName"</span>: <span class="hljs-string">"session_duration"</span>,
    <span class="hljs-attr">"compression"</span>: <span class="hljs-number">200</span>
}
</code></pre>
<pre><code class="hljs css language-json">{
    <span class="hljs-attr">"type"</span>: <span class="hljs-string">"tDigestSketch"</span>,
    <span class="hljs-attr">"name"</span>: <span class="hljs-string">"combined_sketch"</span>,
    <span class="hljs-attr">"fieldName"</span>: &lt;input-column&gt;,
    <span class="hljs-attr">"compression"</span>: <span class="hljs-number">200</span>
}
</code></pre>
<table>
<thead>
<tr><th>property</th><th>description</th><th>required?</th></tr>
</thead>
<tbody>
<tr><td>type</td><td>This String should always be &quot;tDigestSketch&quot;</td><td>yes</td></tr>
<tr><td>name</td><td>A String for the output (result) name of the calculation.</td><td>yes</td></tr>
<tr><td>fieldName</td><td>A String for the name of the input field containing raw numeric values or pre-generated T-Digest sketches.</td><td>yes</td></tr>
<tr><td>compression</td><td>Parameter that determines the accuracy and size of the sketch. Higher compression means higher accuracy but more space to store sketches.</td><td>no, defaults to 100</td></tr>
</tbody>
</table>
<h3><a class="anchor" aria-hidden="true" id="post-aggregators"></a><a href="#post-aggregators" aria-hidden="true" class="hash-link"><svg class="hash-link-icon" aria-hidden="true" height="16" version="1.1" viewBox="0 0 16 16" width="16"><path fill-rule="evenodd" d="M4 9h1v1H4c-1.5 0-3-1.69-3-3.5S2.55 3 4 3h4c1.45 0 3 1.69 3 3.5 0 1.41-.91 2.72-2 3.25V8.59c.58-.45 1-1.27 1-2.09C10 5.22 8.98 4 8 4H4c-.98 0-2 1.22-2 2.5S3 9 4 9zm9-3h-1v1h1c1 0 2 1.22 2 2.5S13.98 12 13 12H9c-.98 0-2-1.22-2-2.5 0-.83.42-1.64 1-2.09V6.25c-1.09.53-2 1.84-2 3.25C6 11.31 7.55 13 9 13h4c1.45 0 3-1.69 3-3.5S14.5 6 13 6z"></path></svg></a>Post Aggregators</h3>
<h4><a class="anchor" aria-hidden="true" id="quantiles"></a><a href="#quantiles" aria-hidden="true" class="hash-link"><svg class="hash-link-icon" aria-hidden="true" height="16" version="1.1" viewBox="0 0 16 16" width="16"><path fill-rule="evenodd" d="M4 9h1v1H4c-1.5 0-3-1.69-3-3.5S2.55 3 4 3h4c1.45 0 3 1.69 3 3.5 0 1.41-.91 2.72-2 3.25V8.59c.58-.45 1-1.27 1-2.09C10 5.22 8.98 4 8 4H4c-.98 0-2 1.22-2 2.5S3 9 4 9zm9-3h-1v1h1c1 0 2 1.22 2 2.5S13.98 12 13 12H9c-.98 0-2-1.22-2-2.5 0-.83.42-1.64 1-2.09V6.25c-1.09.53-2 1.84-2 3.25C6 11.31 7.55 13 9 13h4c1.45 0 3-1.69 3-3.5S14.5 6 13 6z"></path></svg></a>Quantiles</h4>
<p>This returns an array of quantiles corresponding to a given array of fractions.</p>
<pre><code class="hljs css language-json">{
  <span class="hljs-attr">"type"</span>  : <span class="hljs-string">"quantilesFromTDigestSketch"</span>,
  <span class="hljs-attr">"name"</span>: &lt;output name&gt;,
  <span class="hljs-attr">"field"</span>  : &lt;post aggregator that refers to a TDigestSketch (fieldAccess or another post aggregator)&gt;,
  <span class="hljs-attr">"fractions"</span> : &lt;array of fractions&gt;
}
</code></pre>
<table>
<thead>
<tr><th>property</th><th>description</th><th>required?</th></tr>
</thead>
<tbody>
<tr><td>type</td><td>This String should always be &quot;quantilesFromTDigestSketch&quot;</td><td>yes</td></tr>
<tr><td>name</td><td>A String for the output (result) name of the calculation.</td><td>yes</td></tr>
<tr><td>field</td><td>A field reference pointing to the field aggregated/combined T-Digest sketch.</td><td>yes</td></tr>
<tr><td>fractions</td><td>Non-empty array of fractions between 0 and 1</td><td>yes</td></tr>
</tbody>
</table>
<p>Example:</p>
<pre><code class="hljs css language-json">{
    <span class="hljs-attr">"queryType"</span>: <span class="hljs-string">"groupBy"</span>,
    <span class="hljs-attr">"dataSource"</span>: <span class="hljs-string">"test_datasource"</span>,
    <span class="hljs-attr">"granularity"</span>: <span class="hljs-string">"ALL"</span>,
    <span class="hljs-attr">"dimensions"</span>: [],
    <span class="hljs-attr">"aggregations"</span>: [{
        <span class="hljs-attr">"type"</span>: <span class="hljs-string">"tDigestSketch"</span>,
        <span class="hljs-attr">"name"</span>: <span class="hljs-string">"merged_sketch"</span>,
        <span class="hljs-attr">"fieldName"</span>: <span class="hljs-string">"ingested_sketch"</span>,
        <span class="hljs-attr">"compression"</span>: <span class="hljs-number">200</span>
    }],
    <span class="hljs-attr">"postAggregations"</span>: [{
        <span class="hljs-attr">"type"</span>: <span class="hljs-string">"quantilesFromTDigestSketch"</span>,
        <span class="hljs-attr">"name"</span>: <span class="hljs-string">"quantiles"</span>,
        <span class="hljs-attr">"fractions"</span>: [<span class="hljs-number">0</span>, <span class="hljs-number">0.5</span>, <span class="hljs-number">1</span>],
        <span class="hljs-attr">"field"</span>: {
            <span class="hljs-attr">"type"</span>: <span class="hljs-string">"fieldAccess"</span>,
            <span class="hljs-attr">"fieldName"</span>: <span class="hljs-string">"merged_sketch"</span>
        }
    }],
    <span class="hljs-attr">"intervals"</span>: [<span class="hljs-string">"2016-01-01T00:00:00.000Z/2016-01-31T00:00:00.000Z"</span>]
}
</code></pre>
<p>Similar to quantilesFromTDigestSketch except it takes in a single fraction for computing quantile.</p>
<pre><code class="hljs css language-json">{
  <span class="hljs-attr">"type"</span>  : <span class="hljs-string">"quantileFromTDigestSketch"</span>,
  <span class="hljs-attr">"name"</span>: &lt;output name&gt;,
  <span class="hljs-attr">"field"</span>  : &lt;post aggregator that refers to a TDigestSketch (fieldAccess or another post aggregator)&gt;,
  <span class="hljs-attr">"fraction"</span> : &lt;value&gt;
}
</code></pre>
<table>
<thead>
<tr><th>property</th><th>description</th><th>required?</th></tr>
</thead>
<tbody>
<tr><td>type</td><td>This String should always be &quot;quantileFromTDigestSketch&quot;</td><td>yes</td></tr>
<tr><td>name</td><td>A String for the output (result) name of the calculation.</td><td>yes</td></tr>
<tr><td>field</td><td>A field reference pointing to the field aggregated/combined T-Digest sketch.</td><td>yes</td></tr>
<tr><td>fraction</td><td>Decimal value between 0 and 1</td><td>yes</td></tr>
</tbody>
</table>
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