pitrou commented on a change in pull request #9435:
URL: https://github.com/apache/arrow/pull/9435#discussion_r572042030
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File path: cpp/src/arrow/compute/api_aggregate.h
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@@ -105,12 +105,15 @@ struct ARROW_EXPORT VarianceOptions : public
FunctionOptions {
/// By default, returns the median value.
struct ARROW_EXPORT QuantileOptions : public FunctionOptions {
/// Interpolation method to use when quantile lies between two data points
+ /// TDIGEST is useful to approximate quantiles from large volume inputs.
+ /// It has constant memory footprint, but lower accuracy.
enum Interpolation {
LINEAR = 0,
LOWER,
HIGHER,
NEAREST,
MIDPOINT,
+ TDIGEST,
Review comment:
I'm curious whether this is best exposed as an interpolation kind for
the "quantile" function, or a separate function altogether. Are there
precedents in other libraries or database engines?
It seems R uses a separate function:
https://www.rdocumentation.org/packages/tdigest/versions/0.3.0/topics/tdigest
cc @nealrichardson @michalursa for opinion.
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