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<h1 id="datasketches-quantiles-sketch-module">DataSketches Quantiles Sketch module</h1>
<p>This module provides Apache Druid (incubating) aggregators based on numeric quantiles DoublesSketch from <a href="http://datasketches.github.io/">datasketches</a> library. Quantiles sketch is a mergeable streaming algorithm to estimate the distribution of values, and approximately answer queries about the rank of a value, probability mass function of the distribution (PMF) or histogram, cummulative distribution function (CDF), and quantiles (median, min, max, 95th percentile and such). See <a href="https://datasketches.github.io/docs/Quantiles/QuantilesOverview.html">Quantiles Sketch Overview</a>.</p>
<p>There are three major modes of operation:</p>
<ol>
<li>Ingesting sketches built outside of Druid (say, with Pig or Hive)</li>
<li>Building sketches from raw data during ingestion</li>
<li>Building sketches from raw data at query time</li>
</ol>
<p>To use this aggregator, make sure you <a href="../../operations/including-extensions.html">include</a> the extension in your config file:</p>
<div class="highlight"><pre><code class="language-text" data-lang="text"><span></span>druid.extensions.loadList=[&quot;druid-datasketches&quot;]
</code></pre></div>
<h3 id="aggregator">Aggregator</h3>
<p>The result of the aggregation is a DoublesSketch that is the union of all sketches either built from raw data or read from the segments.</p>
<div class="highlight"><pre><code class="language-json" data-lang="json"><span></span><span class="p">{</span>
<span class="nt">&quot;type&quot;</span> <span class="p">:</span> <span class="s2">&quot;quantilesDoublesSketch&quot;</span><span class="p">,</span>
<span class="nt">&quot;name&quot;</span> <span class="p">:</span> <span class="err">&lt;ou</span><span class="kc">t</span><span class="err">pu</span><span class="kc">t</span><span class="err">_</span><span class="kc">na</span><span class="err">me&gt;</span><span class="p">,</span>
<span class="nt">&quot;fieldName&quot;</span> <span class="p">:</span> <span class="err">&lt;me</span><span class="kc">tr</span><span class="err">ic_</span><span class="kc">na</span><span class="err">me&gt;</span><span class="p">,</span>
<span class="nt">&quot;k&quot;</span><span class="p">:</span> <span class="err">&lt;parame</span><span class="kc">ter</span> <span class="kc">t</span><span class="err">ha</span><span class="kc">t</span> <span class="err">co</span><span class="kc">ntr</span><span class="err">ols</span> <span class="err">size</span> <span class="err">a</span><span class="kc">n</span><span class="err">d</span> <span class="err">accuracy&gt;</span>
<span class="p">}</span>
</code></pre></div>
<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;quantilesDoublesSketch&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 (can contain sketches or raw numeric values).</td>
<td>yes</td>
</tr>
<tr>
<td>k</td>
<td>Parameter that determines the accuracy and size of the sketch. Higher k means higher accuracy but more space to store sketches. Must be a power of 2 from 2 to 32768. See the <a href="https://datasketches.github.io/docs/Quantiles/QuantilesAccuracy.html">Quantiles Accuracy</a> for details.</td>
<td>no, defaults to 128</td>
</tr>
</tbody></table>
<h3 id="post-aggregators">Post Aggregators</h3>
<h4 id="quantile">Quantile</h4>
<p>This returns an approximation to the value that would be preceded by a given fraction of a hypothetical sorted version of the input stream.</p>
<div class="highlight"><pre><code class="language-json" data-lang="json"><span></span><span class="p">{</span>
<span class="nt">&quot;type&quot;</span> <span class="p">:</span> <span class="s2">&quot;quantilesDoublesSketchToQuantile&quot;</span><span class="p">,</span>
<span class="nt">&quot;name&quot;</span><span class="p">:</span> <span class="err">&lt;ou</span><span class="kc">t</span><span class="err">pu</span><span class="kc">t</span> <span class="kc">na</span><span class="err">me&gt;</span><span class="p">,</span>
<span class="nt">&quot;field&quot;</span> <span class="p">:</span> <span class="err">&lt;pos</span><span class="kc">t</span> <span class="err">aggrega</span><span class="kc">t</span><span class="err">or</span> <span class="kc">t</span><span class="err">ha</span><span class="kc">t</span> <span class="err">re</span><span class="kc">fers</span> <span class="kc">t</span><span class="err">o</span> <span class="err">a</span> <span class="err">DoublesSke</span><span class="kc">t</span><span class="err">ch</span> <span class="err">(</span><span class="kc">f</span><span class="err">ieldAccess</span> <span class="err">or</span> <span class="err">a</span><span class="kc">n</span><span class="err">o</span><span class="kc">t</span><span class="err">her</span> <span class="err">pos</span><span class="kc">t</span> <span class="err">aggrega</span><span class="kc">t</span><span class="err">or)&gt;</span><span class="p">,</span>
<span class="nt">&quot;fraction&quot;</span> <span class="p">:</span> <span class="err">&lt;</span><span class="kc">fra</span><span class="err">c</span><span class="kc">t</span><span class="err">io</span><span class="kc">nal</span> <span class="err">posi</span><span class="kc">t</span><span class="err">io</span><span class="kc">n</span> <span class="err">i</span><span class="kc">n</span> <span class="kc">t</span><span class="err">he</span> <span class="err">hypo</span><span class="kc">t</span><span class="err">he</span><span class="kc">t</span><span class="err">ical</span> <span class="err">sor</span><span class="kc">te</span><span class="err">d</span> <span class="err">s</span><span class="kc">trea</span><span class="err">m</span><span class="p">,</span> <span class="kc">nu</span><span class="err">mber</span> <span class="kc">fr</span><span class="err">om</span> <span class="mi">0</span> <span class="kc">t</span><span class="err">o</span> <span class="mi">1</span> <span class="err">i</span><span class="kc">n</span><span class="err">clusive&gt;</span>
<span class="p">}</span>
</code></pre></div>
<h4 id="quantiles">Quantiles</h4>
<p>This returns an array of quantiles corresponding to a given array of fractions</p>
<div class="highlight"><pre><code class="language-json" data-lang="json"><span></span><span class="p">{</span>
<span class="nt">&quot;type&quot;</span> <span class="p">:</span> <span class="s2">&quot;quantilesDoublesSketchToQuantiles&quot;</span><span class="p">,</span>
<span class="nt">&quot;name&quot;</span><span class="p">:</span> <span class="err">&lt;ou</span><span class="kc">t</span><span class="err">pu</span><span class="kc">t</span> <span class="kc">na</span><span class="err">me&gt;</span><span class="p">,</span>
<span class="nt">&quot;field&quot;</span> <span class="p">:</span> <span class="err">&lt;pos</span><span class="kc">t</span> <span class="err">aggrega</span><span class="kc">t</span><span class="err">or</span> <span class="kc">t</span><span class="err">ha</span><span class="kc">t</span> <span class="err">re</span><span class="kc">fers</span> <span class="kc">t</span><span class="err">o</span> <span class="err">a</span> <span class="err">DoublesSke</span><span class="kc">t</span><span class="err">ch</span> <span class="err">(</span><span class="kc">f</span><span class="err">ieldAccess</span> <span class="err">or</span> <span class="err">a</span><span class="kc">n</span><span class="err">o</span><span class="kc">t</span><span class="err">her</span> <span class="err">pos</span><span class="kc">t</span> <span class="err">aggrega</span><span class="kc">t</span><span class="err">or)&gt;</span><span class="p">,</span>
<span class="nt">&quot;fractions&quot;</span> <span class="p">:</span> <span class="err">&lt;array</span> <span class="err">o</span><span class="kc">f</span> <span class="kc">fra</span><span class="err">c</span><span class="kc">t</span><span class="err">io</span><span class="kc">nal</span> <span class="err">posi</span><span class="kc">t</span><span class="err">io</span><span class="kc">ns</span> <span class="err">i</span><span class="kc">n</span> <span class="kc">t</span><span class="err">he</span> <span class="err">hypo</span><span class="kc">t</span><span class="err">he</span><span class="kc">t</span><span class="err">ical</span> <span class="err">sor</span><span class="kc">te</span><span class="err">d</span> <span class="err">s</span><span class="kc">trea</span><span class="err">m</span><span class="p">,</span> <span class="kc">nu</span><span class="err">mber</span> <span class="kc">fr</span><span class="err">om</span> <span class="mi">0</span> <span class="kc">t</span><span class="err">o</span> <span class="mi">1</span> <span class="err">i</span><span class="kc">n</span><span class="err">clusive&gt;</span>
<span class="p">}</span>
</code></pre></div>
<h4 id="histogram">Histogram</h4>
<p>This returns an approximation to the histogram given an array of split points that define the histogram bins. An array of <i>m</i> unique, monotonically increasing split points divide the real number line into <i>m+1</i> consecutive disjoint intervals. The definition of an interval is inclusive of the left split point and exclusive of the right split point.</p>
<div class="highlight"><pre><code class="language-json" data-lang="json"><span></span><span class="p">{</span>
<span class="nt">&quot;type&quot;</span> <span class="p">:</span> <span class="s2">&quot;quantilesDoublesSketchToHistogram&quot;</span><span class="p">,</span>
<span class="nt">&quot;name&quot;</span><span class="p">:</span> <span class="err">&lt;ou</span><span class="kc">t</span><span class="err">pu</span><span class="kc">t</span> <span class="kc">na</span><span class="err">me&gt;</span><span class="p">,</span>
<span class="nt">&quot;field&quot;</span> <span class="p">:</span> <span class="err">&lt;pos</span><span class="kc">t</span> <span class="err">aggrega</span><span class="kc">t</span><span class="err">or</span> <span class="kc">t</span><span class="err">ha</span><span class="kc">t</span> <span class="err">re</span><span class="kc">fers</span> <span class="kc">t</span><span class="err">o</span> <span class="err">a</span> <span class="err">DoublesSke</span><span class="kc">t</span><span class="err">ch</span> <span class="err">(</span><span class="kc">f</span><span class="err">ieldAccess</span> <span class="err">or</span> <span class="err">a</span><span class="kc">n</span><span class="err">o</span><span class="kc">t</span><span class="err">her</span> <span class="err">pos</span><span class="kc">t</span> <span class="err">aggrega</span><span class="kc">t</span><span class="err">or)&gt;</span><span class="p">,</span>
<span class="nt">&quot;splitPoints&quot;</span> <span class="p">:</span> <span class="err">&lt;array</span> <span class="err">o</span><span class="kc">f</span> <span class="err">spli</span><span class="kc">t</span> <span class="err">poi</span><span class="kc">nts</span><span class="err">&gt;</span>
<span class="p">}</span>
</code></pre></div>
<h4 id="sketch-summary">Sketch Summary</h4>
<p>This returns a summary of the sketch that can be used for debugging. This is the result of calling toString() method.</p>
<div class="highlight"><pre><code class="language-json" data-lang="json"><span></span><span class="p">{</span>
<span class="nt">&quot;type&quot;</span> <span class="p">:</span> <span class="s2">&quot;quantilesDoublesSketchToString&quot;</span><span class="p">,</span>
<span class="nt">&quot;name&quot;</span><span class="p">:</span> <span class="err">&lt;ou</span><span class="kc">t</span><span class="err">pu</span><span class="kc">t</span> <span class="kc">na</span><span class="err">me&gt;</span><span class="p">,</span>
<span class="nt">&quot;field&quot;</span> <span class="p">:</span> <span class="err">&lt;pos</span><span class="kc">t</span> <span class="err">aggrega</span><span class="kc">t</span><span class="err">or</span> <span class="kc">t</span><span class="err">ha</span><span class="kc">t</span> <span class="err">re</span><span class="kc">fers</span> <span class="kc">t</span><span class="err">o</span> <span class="err">a</span> <span class="err">DoublesSke</span><span class="kc">t</span><span class="err">ch</span> <span class="err">(</span><span class="kc">f</span><span class="err">ieldAccess</span> <span class="err">or</span> <span class="err">a</span><span class="kc">n</span><span class="err">o</span><span class="kc">t</span><span class="err">her</span> <span class="err">pos</span><span class="kc">t</span> <span class="err">aggrega</span><span class="kc">t</span><span class="err">or)&gt;</span>
<span class="p">}</span>
</code></pre></div>
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