Josh Mahonin created FLINK-28736:
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Summary: Add APPROX_PERCENTILE function
Key: FLINK-28736
URL: https://issues.apache.org/jira/browse/FLINK-28736
Project: Flink
Issue Type: Improvement
Affects Versions: 1.15.1
Reporter: Josh Mahonin
We have an {{APPROX_PERCENTILE}} UDF that we believe may be useful to the
broader community. It's a rather simple implementation that wraps TDigest to
return approximate quantile/percentile data in both batch and streaming mode.
I'm somewhat torn as to how to properly contribute this. Following Calcite
conventions, I believe this would qualify as an {{APPROXIMATE PERCENTILE_DISC}}
function, although that would require Calcite >= 1.28 (FLINK-21239,
FLINK-27998).
Alternatively, perhaps this could simply be dropped in as a new function that's
not backed by Calcite, although it's not immediately clear to me how to proceed
with that, though I'm happy to take guidance here.
This is a gist of the implementation:
https://gist.github.com/jmahonin/d75150999af30bc78bdf00c7b0ecbd4f
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