tdigest

tdigest : Provides tdigest aggregate function.

Overview

Packages

Source

Install

Make sure PGDG repo available:

pig repo add pgdg -u    # add pgdg repo and update cache

Install this extension with pig:

pig install tdigest;		# install via package name, for the active PG version

pig install tdigest -v 18;   # install for PG 18
pig install tdigest -v 17;   # install for PG 17
pig install tdigest -v 16;   # install for PG 16
pig install tdigest -v 15;   # install for PG 15
pig install tdigest -v 14;   # install for PG 14

Create this extension with:

CREATE EXTENSION tdigest;

Usage

Sources:

• README.md
• tdigest.control
• Changes
• tdigest–1.4.6–1.4.7.sql

tdigest 1.4.7 supplies approximate, mergeable rank statistics. Store partial digests and combine them to calculate quantiles without sorting the complete original data.

Core Workflow

CREATE EXTENSION tdigest;
SELECT tdigest_percentile(v, 100, ARRAY[0.5, 0.95, 0.99])
FROM generate_series(1, 1000) AS g(v);
CREATE TABLE digest_daily AS
SELECT current_date AS day, tdigest(v, 100) AS digest
FROM generate_series(1, 1000) AS g(v);
SELECT tdigest_percentile(digest, 0.95) FROM digest_daily;

Functions and Accuracy

tdigest(value, compression) builds a digest; tdigest(digest) merges stored digests. tdigest_percentile estimates quantiles and tdigest_percentile_of estimates ranks, with scalar and array forms. tdigest_add and tdigest_union update or combine digests; tdigest_count, tdigest_sum and tdigest_avg report counts and trimmed aggregates. The low and high arguments to trimmed aggregates are quantile thresholds, not raw value bounds. tdigest_is_valid checks serialized values.

compression must be between 10 and 10000. Higher values trade memory and CPU for generally better accuracy, but do not provide a fixed error bound. Validate estimates against exact results on representative data and use consistent compression when merging states.

Upgrade and Boundaries

Version 1.4.7 fixes closely spaced percentile interpolation, large-count inverse ranks, reusable-state finalization and NULL-compression handling, and marks more scalar functions parallel safe. Upgrade the installed library and SQL together with ALTER EXTENSION tdigest UPDATE TO '1.4.7'. Review stored digests with tdigest_is_valid; older malformed values can be rejected by the stricter validation. Installation requires superuser rights; the extension is relocatable and requires no preload. The release metadata sets PostgreSQL 13 as the minimum, and the changelog records PostgreSQL 19 build fixes without making a broad performance guarantee.