docs-v2/content/flux/v0.x/stdlib/universe/quantile.md

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title description menu weight flux/v0.x/tags introduced
quantile() function `quantile()` returns rows from each input table with values that fall within a specified quantile or returns the row with the value that represents the specified quantile.
flux_0_x_ref
name parent identifier
quantile universe universe/quantile
101
transformations
aggregates
selectors
0.24.0

quantile() returns rows from each input table with values that fall within a specified quantile or returns the row with the value that represents the specified quantile.

quantile() supports columns with float values.

Function behavior

quantile() acts as an aggregate or selector transformation depending on the specified method.

  • Aggregate: When using the estimate_tdigest or exact_mean methods, quantile() acts as an aggregate transformation and outputs the average of non-null records with values that fall within the specified quantile.
  • Selector: When using the exact_selector method, quantile() acts as a selector selector transformation and outputs the non-null record with the value that represents the specified quantile.
Function type signature
(
    <-tables: stream[A],
    q: float,
    ?column: string,
    ?compression: float,
    ?method: string,
) => stream[A] where A: Record

{{% caption %}}For more information, see Function type signatures.{{% /caption %}}

Parameters

column

Column to use to compute the quantile. Default is _value.

q

({{< req >}}) Quantile to compute. Must be between 0.0 and 1.0.

method

Computation method. Default is estimate_tdigest.

Avaialable methods:

  • estimate_tdigest: Aggregate method that uses a t-digest data structure to compute an accurate quantile estimate on large data sources.
  • exact_mean: Aggregate method that takes the average of the two points closest to the quantile value.
  • exact_selector: Selector method that returns the row with the value for which at least q points are less than.

compression

Number of centroids to use when compressing the dataset. Default is 1000.0.

A larger number produces a more accurate result at the cost of increased memory requirements.

tables

Input data. Default is piped-forward data (<-).

Examples

Quantile as an aggregate

import "sampledata"

sampledata.float()
    |> quantile(q: 0.99, method: "estimate_tdigest")

{{< expand-wrapper >}} {{% expand "View example input and output" %}}

Input data

_time *tag _value
2021-01-01T00:00:00Z t1 -2.18
2021-01-01T00:00:10Z t1 10.92
2021-01-01T00:00:20Z t1 7.35
2021-01-01T00:00:30Z t1 17.53
2021-01-01T00:00:40Z t1 15.23
2021-01-01T00:00:50Z t1 4.43
_time *tag _value
2021-01-01T00:00:00Z t2 19.85
2021-01-01T00:00:10Z t2 4.97
2021-01-01T00:00:20Z t2 -3.75
2021-01-01T00:00:30Z t2 19.77
2021-01-01T00:00:40Z t2 13.86
2021-01-01T00:00:50Z t2 1.86

Output data

*tag _value
t1 17.53
*tag _value
t2 19.85

{{% /expand %}} {{< /expand-wrapper >}}

Quantile as a selector

import "sampledata"

sampledata.float()
    |> quantile(q: 0.5, method: "exact_selector")

{{< expand-wrapper >}} {{% expand "View example input and output" %}}

Input data

_time *tag _value
2021-01-01T00:00:00Z t1 -2.18
2021-01-01T00:00:10Z t1 10.92
2021-01-01T00:00:20Z t1 7.35
2021-01-01T00:00:30Z t1 17.53
2021-01-01T00:00:40Z t1 15.23
2021-01-01T00:00:50Z t1 4.43
_time *tag _value
2021-01-01T00:00:00Z t2 19.85
2021-01-01T00:00:10Z t2 4.97
2021-01-01T00:00:20Z t2 -3.75
2021-01-01T00:00:30Z t2 19.77
2021-01-01T00:00:40Z t2 13.86
2021-01-01T00:00:50Z t2 1.86

Output data

_time *tag _value
2021-01-01T00:00:20Z t1 7.35
_time *tag _value
2021-01-01T00:00:10Z t2 4.97

{{% /expand %}} {{< /expand-wrapper >}}