Module for PostgreSQL to support approximate algorithms based on the Datasketches core library sketches-core-cpp.
See https://datasketches.github.io/ for details.
This module currently supports two sketches:
- CPC (Compressed Probabilistic Counting) sketch - very compact (when serialized) distinct-counting sketch
- KLL float quantiles sketch - for estimating distributions: quantile, rank, PMF (histogram), CDF
# Examples

## Distinct counting with CPC sketch

Suppose 100 million random integer values uniformly distributed in the range from 1 to 100M have been generated and inserted into a table
Exact count distinct:
$ time psql test -c "select count(distinct id) from random_ints_100m;"
count
----------
63208457
(1 row)
real 1m59.060s
Approximate count distinct:
$ time psql test -c "select cpc_sketch_distinct(id) from random_ints_100m;"
cpc_sketch_distinct
---------------------
63423695.9451363
(1 row)
real 0m20.680s
Note that the above one-off distinct count is just to show the basic usage. Most importantly, the sketch can be used as an "additive" distinct count metric in a data cube.
Merging sketches:
create table cpc_sketch_test(sketch cpc_sketch);
insert into cpc_sketch_test select cpc_sketch_build(1);
insert into cpc_sketch_test select cpc_sketch_build(2);
insert into cpc_sketch_test select cpc_sketch_build(3);
select cpc_sketch_get_estimate(cpc_sketch_merge(sketch)) from cpc_sketch_test;
cpc_sketch_get_estimate
-------------------------
3.00024414612919
## Estimating quanitles and ranks with KLL sketch

Table "normal" has 1 million values from the normal distribution with mean=0 and stddev=1.
We can build a sketch, which represents the distribution (create table kll\_float\_sketch\_test(sketch kll\_float\_sketch)):
$ psql test -c "insert into kll_float_sketch_test select kll_float_sketch_build(value) from normal";
INSERT 0 1
We expect the value with rank 0.5 (median) to be approximately 0:
$ psql test -c "select kll_float_sketch_get_quantile(sketch, 0.5) from kll_float_sketch_test";
kll_float_sketch_get_quantile
-------------------------------
0.00648344
In reverse: we expect the rank of value 0 (true median) to be approximately 0.5:
$ psql test -c "select kll_float_sketch_get_rank(sketch, 0) from kll_float_sketch_test";
kll_float_sketch_get_rank
---------------------------
0.496289
Note that the normal distribution was used just to show the basic usage. The sketch does not make any assumptions about the distribution.