DO $$ DECLARE v_version numeric; BEGIN SELECT substring(setting from '\d+')::numeric INTO v_version FROM pg_settings WHERE name = 'server_version'; -- GUCs common for all versions PERFORM set_config('extra_float_digits', '0', false); PERFORM set_config('parallel_setup_cost', '0', false); PERFORM set_config('parallel_tuple_cost', '0', false); PERFORM set_config('max_parallel_workers_per_gather', '2', false); -- 9.6 used somewhat different GUC name for relation size IF v_version < 10 THEN PERFORM set_config('min_parallel_relation_size', '1kB', false); ELSE PERFORM set_config('min_parallel_table_scan_size', '1kB', false); END IF; -- in 14 disable Memoize nodes, to make explain more consistent IF v_version >= 14 THEN PERFORM set_config('enable_memoize', 'off', false); END IF; END; $$ LANGUAGE plpgsql; -- API select tdigest_percentile(value, count, 100, 0.95) from (values (47325940488,1), (15457695432,2), (6889790700,3), (4188763788,4), (2882932224,5), (2114815860,6), (1615194324,7), (2342114568,9), (1626471924,11), (1660755408,14), (1143728292,17), (1082582424,21), (911488284,26), (728863908,32), (654898692,40), (530198076,50), (417883440,62), (341452344,77), (274579584,95), (231921120,118), (184091820,146), (152469828,181), (125634972,224), (107059704,278), (88746120,345), (73135668,428), (61035756,531), (50683320,658), (42331824,816), (35234400,1012), (29341356,1255), (24290928,1556), (20284668,1929), (17215908,2391), (14737488,2964), (12692772,3674), (11220732,4555), (9787584,5647), (8148420,7000), (6918612,8678), (6015000,10758), (5480316,13336), (5443356,16532), (4535616,20494), (3962316,25406), (3914484,31495), (3828108,39043), (3583536,48400), (4104120,60000), (166024740,2147483647)) foo (count, value); ---------------------------------------------- -- nice data set with random data (uniform) -- ---------------------------------------------- -- 10 centroids (tiny) WITH data AS (SELECT prng(1000) x, prng(1000, 29823218) cnt), data_expanded AS (SELECT x FROM (SELECT x, generate_series(1, (10 + 100 * cnt)::int) FROM data) foo ORDER BY random()) SELECT p, abs(a - b) < 0.1, -- arbitrary threshold of 10% (CASE WHEN abs(a - b) < 0.1 THEN NULL ELSE (a - b) END) AS err FROM ( SELECT unnest(ARRAY[0.01, 0.05, 0.1, 0.9, 0.95, 0.99]) AS p, unnest(a) AS a, unnest(b) AS b FROM (SELECT percentile_cont(ARRAY[0.01, 0.05, 0.1, 0.9, 0.95, 0.99]) WITHIN GROUP (ORDER BY x) a FROM data_expanded) foo, (SELECT tdigest_percentile(x, (10 + 100 * cnt)::int, 10, ARRAY[0.01, 0.05, 0.1, 0.9, 0.95, 0.99]) b FROM data) bar ) baz; -- 100 centroids (okay-ish) WITH data AS (SELECT prng(1000) x, prng(1000, 29823218) cnt), data_expanded AS (SELECT x FROM (SELECT x, generate_series(1, (10 + 100 * cnt)::int) FROM data) foo ORDER BY random()) SELECT p, abs(a - b) < 0.01, -- arbitrary threshold of 1% (CASE WHEN abs(a - b) < 0.1 THEN NULL ELSE (a - b) END) AS err FROM ( SELECT unnest(ARRAY[0.01, 0.05, 0.1, 0.9, 0.95, 0.99]) AS p, unnest(a) AS a, unnest(b) AS b FROM (SELECT percentile_cont(ARRAY[0.01, 0.05, 0.1, 0.9, 0.95, 0.99]) WITHIN GROUP (ORDER BY x) a FROM data_expanded) foo, (SELECT tdigest_percentile(x, (10 + 100 * cnt)::int, 100, ARRAY[0.01, 0.05, 0.1, 0.9, 0.95, 0.99]) b FROM data) bar ) baz; -- 1000 centroids (very accurate) WITH data AS (SELECT prng(1000) x, prng(1000, 29823218) cnt), data_expanded AS (SELECT x FROM (SELECT x, generate_series(1, (10 + 100 * cnt)::int) FROM data) foo ORDER BY random()) SELECT p, abs(a - b) < 0.01, -- arbitrary threshold of 1% (CASE WHEN abs(a - b) < 0.1 THEN NULL ELSE (a - b) END) AS err FROM ( SELECT unnest(ARRAY[0.01, 0.05, 0.1, 0.9, 0.95, 0.99]) AS p, unnest(a) AS a, unnest(b) AS b FROM (SELECT percentile_cont(ARRAY[0.01, 0.05, 0.1, 0.9, 0.95, 0.99]) WITHIN GROUP (ORDER BY x) a FROM data_expanded) foo, (SELECT tdigest_percentile(x, (10 + 100 * cnt)::int, 1000, ARRAY[0.01, 0.05, 0.1, 0.9, 0.95, 0.99]) b FROM data) bar ) baz; -- generate data CREATE TABLE test_value_count (v double precision, c int, d int); INSERT INTO test_value_count SELECT 1000 * random(), 1 + mod(i,7), mod(i,113) FROM generate_series(1,100000) s(i); ANALYZE test_value_count; -- API EXPLAIN (COSTS OFF) WITH d AS (SELECT test_value_count.* FROM test_value_count, LATERAL generate_series(1,test_value_count.c)), x AS (SELECT percentile_disc(0.95) WITHIN GROUP (ORDER BY v) AS p FROM d) SELECT 0.95, abs(a - b) / 1000 < 0.01 FROM ( SELECT (SELECT p FROM x) AS a, tdigest_percentile(v, c, 100, 0.95) AS b FROM test_value_count) foo; WITH d AS (SELECT test_value_count.* FROM test_value_count, LATERAL generate_series(1,test_value_count.c)), x AS (SELECT percentile_disc(0.95) WITHIN GROUP (ORDER BY v) AS p FROM d) SELECT 0.95, abs(a - b) / 1000 < 0.01 FROM ( SELECT (SELECT p FROM x) AS a, tdigest_percentile(v, c, 100, 0.95) AS b FROM test_value_count) foo; EXPLAIN (COSTS OFF) WITH d AS (SELECT test_value_count.* FROM test_value_count, LATERAL generate_series(1,test_value_count.c)), x AS (SELECT percent_rank(950) WITHIN GROUP (ORDER BY v) AS p FROM d) SELECT 950, abs(a - b) < 0.01 FROM ( SELECT (SELECT p FROM x) AS a, tdigest_percentile_of(v, c, 100, 950) AS b FROM test_value_count) foo; WITH d AS (SELECT test_value_count.* FROM test_value_count, LATERAL generate_series(1,test_value_count.c)), x AS (SELECT percent_rank(950) WITHIN GROUP (ORDER BY v) AS p FROM d) SELECT 950, abs(a - b) < 0.01 FROM ( SELECT (SELECT p FROM x) AS a, tdigest_percentile_of(v, c, 100, 950) AS b FROM test_value_count) foo; -- array of percentiles / values EXPLAIN (COSTS OFF) WITH d AS (SELECT test_value_count.* FROM test_value_count, LATERAL generate_series(1,test_value_count.c)), x AS (SELECT percentile_disc(ARRAY[0.0, 0.95, 0.99, 1.0]) WITHIN GROUP (ORDER BY v) AS p FROM d) SELECT p, abs(a - b) / 1000 < 0.01 FROM ( SELECT unnest(ARRAY[0.0, 0.95, 0.99, 1.0]) p, unnest((SELECT p FROM x)) AS a, unnest(tdigest_percentile(v, c, 100, ARRAY[0.0, 0.95, 0.99, 1.0])) AS b FROM test_value_count) foo; WITH d AS (SELECT test_value_count.* FROM test_value_count, LATERAL generate_series(1,test_value_count.c)), x AS (SELECT percentile_disc(ARRAY[0.0, 0.95, 0.99, 1.0]) WITHIN GROUP (ORDER BY v) AS p FROM d) SELECT p, abs(a - b) / 1000 < 0.01 FROM ( SELECT unnest(ARRAY[0.0, 0.95, 0.99, 1.0]) p, unnest((SELECT p FROM x)) AS a, unnest(tdigest_percentile(v, c, 100, ARRAY[0.0, 0.95, 0.99, 1.0])) AS b FROM test_value_count) foo; EXPLAIN (COSTS OFF) WITH d AS (SELECT test_value_count.* FROM test_value_count, LATERAL generate_series(1,test_value_count.c)), x AS (SELECT array_agg((SELECT percent_rank(f) WITHIN GROUP (ORDER BY v) AS p FROM d)) p FROM unnest(ARRAY[950, 990]) f) SELECT p, abs(a - b) < 0.01 FROM ( SELECT unnest(ARRAY[950, 990]) AS p, unnest((select x.p from x)) AS a, unnest(tdigest_percentile_of(v, c, 100, ARRAY[950, 990])) AS b FROM test_value_count) foo; WITH d AS (SELECT test_value_count.* FROM test_value_count, LATERAL generate_series(1,test_value_count.c)), x AS (SELECT array_agg((SELECT percent_rank(f) WITHIN GROUP (ORDER BY v) AS p FROM d)) p FROM unnest(ARRAY[950, 990]) f) SELECT p, abs(a - b) < 0.01 FROM ( SELECT unnest(ARRAY[950, 990]) AS p, unnest((select x.p from x)) AS a, unnest(tdigest_percentile_of(v, c, 100, ARRAY[950, 990])) AS b FROM test_value_count) foo; DROP TABLE test_value_count;