feat: add quantile DDSketch#55305
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Fixes #6739
Changelog category (leave one):
Changelog entry (a user-readable short description of the changes that goes to CHANGELOG.md):
Add
quantileDDSketchaggregate function as well as the correspondingquantilesDDSketchandmedianDDSketch. It is based on the DDSketch https://www.vldb.org/pvldb/vol12/p2195-masson.pdf.Documentation entry for user-facing changes
Documentation is written (mandatory for new features)
Motivation: It is very important to calculate accurate quantiles fast. The OpenTelemetry project is the emerging standard in the observability ecosystem, and the preferred way to record the latencies is
ExponentialHistogram. Having this feature in ClickHouse makes it more adaptable.Parameters: relative accuracy (or gamma in the paper)
Example use:
PS:
We at SigNoz love ClickHouse.