edgan8 opened a new pull request #6581: Moments Sketch custom aggregator URL: https://github.com/apache/incubator-druid/pull/6581 Initial pull request for a druid aggregation extension that supports the moments sketch. The moments sketch is a compact, efficiently mergeable approximate quantile sketch. This extension wraps the library available here: https://github.com/stanford-futuredata/momentsketch . The post aggregator can be used to extract quantile estimates from the aggregator. The aggregator is parameterized by k, the size of the sketch, and a boolean parameter "compress" which will compress the range of input values, improving accuracy for very long-tailed distributions, but slightly reducing accuracy for values more uniformly distributed across their range. MomentSketchAggregatorTest shows how the custom aggregation can be constructed during either ingest or query time.
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