t-digest

t-digest 是一种概率性数据结构，允许您估计数据流的百分位数。

t-digest 是一种 Redis Stack 中的草图数据结构，用于使用紧凑草图从数据流或大型数据集中估计百分位数。

它可以回答诸如以下问题：

数据流中哪些比例的值小于给定值？
数据流中多少个值小于给定值？
数据流中小于 *p* 百分比的值的最高值是多少？（p 百分位数是多少）？

什么是 t-digest？

t-digest 是一种数据结构，它将估计百分位点，而无需存储和排序集合中的所有数据点。例如：要回答问题“99% 的数据库操作的平均延迟是多少”，我们需要存储每个用户的平均延迟，对值进行排序，剔除最后 1%，然后才能找到所有剩余值的平均值。这种过程不仅在对这些值进行排序所需的处理方面成本高昂，而且在存储这些值所需的存储空间方面也成本高昂。这正是 t-digest 解决的问题。

t-digest 还可以用于估计与百分位数相关的其他值，如截断均值。

**截断均值** 是从草图中获得的均值，不包括低于和高于截止百分位数的观测值。例如，0.1 截断均值是草图的均值，不包括最低 10% 和最高 10% 的值。

用例

硬件/软件监控

您测量在线服务器响应延迟，并且想要查询

测量到的延迟的第 50、90 和 99 百分位数是多少？
测量到的延迟中，有多少比例小于 25 毫秒？
忽略异常值后的平均延迟是多少？或者第 10 百分位数和第 90 百分位数之间的平均延迟是多少？

在线游戏

数百万人在您的在线游戏平台上玩游戏，您想向每个玩家提供以下信息？

您的分数比 X% 的游戏会话得分高。
有大约 Y 个游戏会话中，玩家的分数比您高。
要获得比 90% 的游戏会话得分更高的分数，您的分数应为 Z。

网络流量监控

您测量每秒通过网络传输的 IP 数据包，并尝试通过以下方式检测拒绝服务攻击：

最后一秒中的数据包数量是否超过之前观察值的 99%？
在正常网络条件下，我预计会看到多少个数据包？（答案：介于 X 和 Y 之间，其中 X 表示第 1 百分位数，Y 表示第 99 百分位数）。

预测性维护

测量的参数（噪声水平、电流消耗等）是否异常？（不在 [第 1 百分位数...第 99 百分位数] 范围内）？
我应该将警报设置为哪些值？

示例

在以下示例中，您将创建一个压缩率为 100 的 t-digest 并向其添加项目。COMPRESSION 参数用于指定准确性和内存消耗之间的权衡。默认值为 100。更高的值意味着更高的准确性。注意：与其他一些概率数据结构不同，TDIGEST.ADD 命令如果键不存在，则不会创建新的结构。

>_ Redis CLI

> TDIGEST.CREATE bikes:sales COMPRESSION 100
OK
> TDIGEST.ADD bikes:sales 21
OK
> TDIGEST.ADD bikes:sales 150 95 75 34
OK

Python

"""
Code samples for t-digest pages:
    https://redis.ac.cn/docs/latest/develop/data-types/probabilistic/t-digest/
"""

import redis

r = redis.Redis(decode_responses=True)


res1 = r.tdigest().create("bikes:sales", 100)
print(res1)  # >>> True

res2 = r.tdigest().add("bikes:sales", [21])
print(res2)  # >>> OK

res3 = r.tdigest().add("bikes:sales", [150, 95, 75, 34])
print(res3)  # >>> OK


res4 = r.tdigest().create("racer_ages")
print(res4)  # >>> True

res5 = r.tdigest().add(
    "racer_ages",
    [
        45.88,
        44.2,
        58.03,
        19.76,
        39.84,
        69.28,
        50.97,
        25.41,
        19.27,
        85.71,
        42.63,
    ],
)
print(res5)  # >>> OK

res6 = r.tdigest().rank("racer_ages", 50)
print(res6)  # >>> [7]

res7 = r.tdigest().rank("racer_ages", 50, 40)
print(res7)  # >>> [7, 4]

res8 = r.tdigest().quantile("racer_ages", 0.5)
print(res8)  # >>> [44.2]

res9 = r.tdigest().byrank("racer_ages", 4)
print(res9)  # >>> [42.63]

res10 = r.tdigest().min("racer_ages")
print(res10)  # >>> 19.27

res11 = r.tdigest().max("racer_ages")
print(res11)  # >>> 85.71

res12 = r.tdigest().reset("racer_ages")
print(res12)  # >>> OK

Node.js

import assert from 'assert';
import { createClient } from 'redis';

const client = createClient();
await client.connect();


const res1 = await client.tDigest.create('bikes:sales', 100);
console.log(res1);  // >>> OK

const res2 = await client.tDigest.add('bikes:sales', [21]);
console.log(res2);  // >>> OK

const res3 = await client.tDigest.add('bikes:sales', [150, 95, 75, 34]);
console.log(res3);  // >>> OK


const res4 = await client.tDigest.create('racer_ages');
console.log(res4);  // >>> OK

const res5 = await client.tDigest.add('racer_ages', [
  45.88, 44.2, 58.03, 19.76, 39.84, 69.28, 50.97, 25.41, 19.27, 85.71, 42.63
]);
console.log(res5);  // >>> OK

const res6 = await client.tDigest.rank('racer_ages', [50]);
console.log(res6);  // >>> [7]

const res7 = await client.tDigest.rank('racer_ages', [50, 40]);
console.log(res7);  // >>> [7, 4]


const res8 = await client.tDigest.quantile('racer_ages', [0.5]);
console.log(res8);  // >>> [44.2]

const res9 = await client.tDigest.byRank('racer_ages', [4]);
console.log(res9);  // >>> [42.63]

const res10 = await client.tDigest.min('racer_ages');
console.log(res10);  // >>> 19.27

const res11 = await client.tDigest.max('racer_ages');
console.log(res11);  // >>> 85.71


const res12 = await client.tDigest.reset('racer_ages');
console.log(res12);  // >>> OK

Java

package io.redis.examples;


public class TDigestExample {
    public void run(){
        UnifiedJedis unifiedJedis = new UnifiedJedis("redis://127.0.0.1:6379");


        String res1 = unifiedJedis.tdigestCreate("bikes:sales", 100);
        System.out.println(res1); // >>> True

        String res2 = unifiedJedis.tdigestAdd("bikes:sales", 21);
        System.out.println(res2); // >>> OK

        String res3 = unifiedJedis.tdigestAdd("bikes:sales", 150, 95, 75, 34);
        System.out.println(res3); // >>> OK


        String res4 = unifiedJedis.tdigestCreate("racer_ages");
        System.out.println(res4); // >>> True

        String res5 = unifiedJedis.tdigestAdd("racer_ages", 45.88,
                44.2,
                58.03,
                19.76,
                39.84,
                69.28,
                50.97,
                25.41,
                19.27,
                85.71,
                42.63);
        System.out.println(res5); // >>> OK

        List<Long> res6 = unifiedJedis.tdigestRank("racer_ages", 50);
        System.out.println(res6); // >>> [7]

        List<Long> res7 = unifiedJedis.tdigestRank("racer_ages", 50, 40);
        System.out.println(res7); // >>> [7, 4]

        List<Double> res8 = unifiedJedis.tdigestQuantile("racer_ages", 0.5);
        System.out.println(res8); // >>> [44.2]

        List<Double> res9 = unifiedJedis.tdigestByRank("racer_ages", 4);
        System.out.println(res9); // >>> [42.63]

        double res10 = unifiedJedis.tdigestMin("racer_ages");
        System.out.println(res10); // >>> 19.27

        double res11 = unifiedJedis.tdigestMax("racer_ages");
        System.out.println(res11); // >>> 85.71

        String res12 = unifiedJedis.tdigestReset("racer_ages");
        System.out.println(res12); // >>> OK
    }
}


using NRedisStack.RedisStackCommands;
using NRedisStack.Tests;
using StackExchange.Redis;



public class Tdigest_tutorial
{

    [SkipIfRedis(Is.OSSCluster)]
    public void run()
    {
        var muxer = ConnectionMultiplexer.Connect("localhost:6379");
        var db = muxer.GetDatabase();


        bool res1 = db.TDIGEST().Create("bikes:sales", 100);
        Console.WriteLine(res1);    // >>> True

        bool res2 = db.TDIGEST().Add("bikes:sales", 21);
        Console.WriteLine(res2);    // >>> True

        bool res3 = db.TDIGEST().Add("bikes:sales", 150, 95, 75, 34);
        Console.WriteLine(res3);    // >>> true

        // Tests for 'tdig_start' step.


        bool res4 = db.TDIGEST().Create("racer_ages");
        Console.WriteLine(res4);    // >>> True

        bool res5 = db.TDIGEST().Add("racer_ages",
            45.88,
            44.2,
            58.03,
            19.76,
            39.84,
            69.28,
            50.97,
            25.41,
            19.27,
            85.71,
            42.63
        );
        Console.WriteLine(res5);    // >>> True

        long[] res6 = db.TDIGEST().Rank("racer_ages", 50);
        Console.WriteLine(string.Join(", ", res6)); // >>> 7

        long[] res7 = db.TDIGEST().Rank("racer_ages", 50, 40);
        Console.WriteLine(string.Join(", ", res7)); // >>> 7, 4

        // Tests for 'tdig_cdf' step.


        double[] res8 = db.TDIGEST().Quantile("racer_ages", 0.5); ;
        Console.WriteLine(string.Join(", ", res8)); // >>> 44.2

        double[] res9 = db.TDIGEST().ByRank("racer_ages", 4);
        Console.WriteLine(string.Join(", ", res9)); // >>> 42.63

        // Tests for 'tdig_quant' step.


        double res10 = db.TDIGEST().Min("racer_ages");
        Console.WriteLine(res10);   // >>> 19.27

        double res11 = db.TDIGEST().Max("racer_ages");
        Console.WriteLine(res11);   // >>> 85.71

        // Tests for 'tdig_min' step.


        bool res12 = db.TDIGEST().Reset("racer_ages");
        Console.WriteLine(res12);   // >>> True

        // Tests for 'tdig_reset' step.


    }
}

每当有新的观察结果可用时，您可以重复调用 TDIGEST.ADD

通过值估计分数或排名

t-digest 中另一个有用的功能是 CDF（排名的定义），它告诉我们小于或等于某个值的观测值的分数。此命令对于回答诸如“小于或等于 X 的值的观测值的百分比是多少”之类的问题非常有用。

更准确地说，TDIGEST.CDF 将返回草图中小于 X 的观测值的估计分数加上等于 X 的观测值数量的一半。我们还可以使用 TDIGEST.RANK 命令，它非常相似。它不返回分数，而是返回值的 ----估计---- 排名。 TDIGEST.RANK 命令也是可变参数的，这意味着您可以使用单个命令来检索一个或多个值的估计值。

以下是一个示例。给定一组自行车运动员的年龄，您可以问一个问题，例如“小于 50 岁的自行车运动员的百分比是多少？”

>_ Redis CLI

> TDIGEST.CREATE racer_ages
OK
> TDIGEST.ADD racer_ages 45.88 44.2 58.03 19.76 39.84 69.28 50.97 25.41 19.27 85.71 42.63
OK
> TDIGEST.CDF racer_ages 50
1) "0.63636363636363635"
> TDIGEST.RANK racer_ages 50
1) (integer) 7
> TDIGEST.RANK racer_ages 50 40
1) (integer) 7
2) (integer) 4

Python

"""
Code samples for t-digest pages:
    https://redis.ac.cn/docs/latest/develop/data-types/probabilistic/t-digest/
"""

import redis

r = redis.Redis(decode_responses=True)


res1 = r.tdigest().create("bikes:sales", 100)
print(res1)  # >>> True

res2 = r.tdigest().add("bikes:sales", [21])
print(res2)  # >>> OK

res3 = r.tdigest().add("bikes:sales", [150, 95, 75, 34])
print(res3)  # >>> OK


res4 = r.tdigest().create("racer_ages")
print(res4)  # >>> True

res5 = r.tdigest().add(
    "racer_ages",
    [
        45.88,
        44.2,
        58.03,
        19.76,
        39.84,
        69.28,
        50.97,
        25.41,
        19.27,
        85.71,
        42.63,
    ],
)
print(res5)  # >>> OK

res6 = r.tdigest().rank("racer_ages", 50)
print(res6)  # >>> [7]

res7 = r.tdigest().rank("racer_ages", 50, 40)
print(res7)  # >>> [7, 4]

res8 = r.tdigest().quantile("racer_ages", 0.5)
print(res8)  # >>> [44.2]

res9 = r.tdigest().byrank("racer_ages", 4)
print(res9)  # >>> [42.63]

res10 = r.tdigest().min("racer_ages")
print(res10)  # >>> 19.27

res11 = r.tdigest().max("racer_ages")
print(res11)  # >>> 85.71

res12 = r.tdigest().reset("racer_ages")
print(res12)  # >>> OK

Node.js

import assert from 'assert';
import { createClient } from 'redis';

const client = createClient();
await client.connect();


const res1 = await client.tDigest.create('bikes:sales', 100);
console.log(res1);  // >>> OK

const res2 = await client.tDigest.add('bikes:sales', [21]);
console.log(res2);  // >>> OK

const res3 = await client.tDigest.add('bikes:sales', [150, 95, 75, 34]);
console.log(res3);  // >>> OK


const res4 = await client.tDigest.create('racer_ages');
console.log(res4);  // >>> OK

const res5 = await client.tDigest.add('racer_ages', [
  45.88, 44.2, 58.03, 19.76, 39.84, 69.28, 50.97, 25.41, 19.27, 85.71, 42.63
]);
console.log(res5);  // >>> OK

const res6 = await client.tDigest.rank('racer_ages', [50]);
console.log(res6);  // >>> [7]

const res7 = await client.tDigest.rank('racer_ages', [50, 40]);
console.log(res7);  // >>> [7, 4]


const res8 = await client.tDigest.quantile('racer_ages', [0.5]);
console.log(res8);  // >>> [44.2]

const res9 = await client.tDigest.byRank('racer_ages', [4]);
console.log(res9);  // >>> [42.63]

const res10 = await client.tDigest.min('racer_ages');
console.log(res10);  // >>> 19.27

const res11 = await client.tDigest.max('racer_ages');
console.log(res11);  // >>> 85.71


const res12 = await client.tDigest.reset('racer_ages');
console.log(res12);  // >>> OK

Java

package io.redis.examples;


public class TDigestExample {
    public void run(){
        UnifiedJedis unifiedJedis = new UnifiedJedis("redis://127.0.0.1:6379");


        String res1 = unifiedJedis.tdigestCreate("bikes:sales", 100);
        System.out.println(res1); // >>> True

        String res2 = unifiedJedis.tdigestAdd("bikes:sales", 21);
        System.out.println(res2); // >>> OK

        String res3 = unifiedJedis.tdigestAdd("bikes:sales", 150, 95, 75, 34);
        System.out.println(res3); // >>> OK


        String res4 = unifiedJedis.tdigestCreate("racer_ages");
        System.out.println(res4); // >>> True

        String res5 = unifiedJedis.tdigestAdd("racer_ages", 45.88,
                44.2,
                58.03,
                19.76,
                39.84,
                69.28,
                50.97,
                25.41,
                19.27,
                85.71,
                42.63);
        System.out.println(res5); // >>> OK

        List<Long> res6 = unifiedJedis.tdigestRank("racer_ages", 50);
        System.out.println(res6); // >>> [7]

        List<Long> res7 = unifiedJedis.tdigestRank("racer_ages", 50, 40);
        System.out.println(res7); // >>> [7, 4]

        List<Double> res8 = unifiedJedis.tdigestQuantile("racer_ages", 0.5);
        System.out.println(res8); // >>> [44.2]

        List<Double> res9 = unifiedJedis.tdigestByRank("racer_ages", 4);
        System.out.println(res9); // >>> [42.63]

        double res10 = unifiedJedis.tdigestMin("racer_ages");
        System.out.println(res10); // >>> 19.27

        double res11 = unifiedJedis.tdigestMax("racer_ages");
        System.out.println(res11); // >>> 85.71

        String res12 = unifiedJedis.tdigestReset("racer_ages");
        System.out.println(res12); // >>> OK
    }
}


using NRedisStack.RedisStackCommands;
using NRedisStack.Tests;
using StackExchange.Redis;



public class Tdigest_tutorial
{

    [SkipIfRedis(Is.OSSCluster)]
    public void run()
    {
        var muxer = ConnectionMultiplexer.Connect("localhost:6379");
        var db = muxer.GetDatabase();


        bool res1 = db.TDIGEST().Create("bikes:sales", 100);
        Console.WriteLine(res1);    // >>> True

        bool res2 = db.TDIGEST().Add("bikes:sales", 21);
        Console.WriteLine(res2);    // >>> True

        bool res3 = db.TDIGEST().Add("bikes:sales", 150, 95, 75, 34);
        Console.WriteLine(res3);    // >>> true

        // Tests for 'tdig_start' step.


        bool res4 = db.TDIGEST().Create("racer_ages");
        Console.WriteLine(res4);    // >>> True

        bool res5 = db.TDIGEST().Add("racer_ages",
            45.88,
            44.2,
            58.03,
            19.76,
            39.84,
            69.28,
            50.97,
            25.41,
            19.27,
            85.71,
            42.63
        );
        Console.WriteLine(res5);    // >>> True

        long[] res6 = db.TDIGEST().Rank("racer_ages", 50);
        Console.WriteLine(string.Join(", ", res6)); // >>> 7

        long[] res7 = db.TDIGEST().Rank("racer_ages", 50, 40);
        Console.WriteLine(string.Join(", ", res7)); // >>> 7, 4

        // Tests for 'tdig_cdf' step.


        double[] res8 = db.TDIGEST().Quantile("racer_ages", 0.5); ;
        Console.WriteLine(string.Join(", ", res8)); // >>> 44.2

        double[] res9 = db.TDIGEST().ByRank("racer_ages", 4);
        Console.WriteLine(string.Join(", ", res9)); // >>> 42.63

        // Tests for 'tdig_quant' step.


        double res10 = db.TDIGEST().Min("racer_ages");
        Console.WriteLine(res10);   // >>> 19.27

        double res11 = db.TDIGEST().Max("racer_ages");
        Console.WriteLine(res11);   // >>> 85.71

        // Tests for 'tdig_min' step.


        bool res12 = db.TDIGEST().Reset("racer_ages");
        Console.WriteLine(res12);   // >>> True

        // Tests for 'tdig_reset' step.


    }
}

最后，TDIGEST.REVRANK key value... 与 TDIGEST.RANK 相似，但它为每个输入值返回（大于给定值的观测值 + 等于给定值的观测值数量的一半）的估计值。

通过分数或排名估计值

TDIGEST.QUANTILE key fraction... 为每个输入分数返回小于给定分数的观测值的估计值（浮点数）。 TDIGEST.BYRANK key rank... 为每个输入排名返回具有该排名的估计值（浮点数）。

>_ Redis CLI

> TDIGEST.QUANTILE racer_ages .5
1) "44.200000000000003"
> TDIGEST.BYRANK racer_ages 4
1) "42.630000000000003"

Python

"""
Code samples for t-digest pages:
    https://redis.ac.cn/docs/latest/develop/data-types/probabilistic/t-digest/
"""

import redis

r = redis.Redis(decode_responses=True)


res1 = r.tdigest().create("bikes:sales", 100)
print(res1)  # >>> True

res2 = r.tdigest().add("bikes:sales", [21])
print(res2)  # >>> OK

res3 = r.tdigest().add("bikes:sales", [150, 95, 75, 34])
print(res3)  # >>> OK


res4 = r.tdigest().create("racer_ages")
print(res4)  # >>> True

res5 = r.tdigest().add(
    "racer_ages",
    [
        45.88,
        44.2,
        58.03,
        19.76,
        39.84,
        69.28,
        50.97,
        25.41,
        19.27,
        85.71,
        42.63,
    ],
)
print(res5)  # >>> OK

res6 = r.tdigest().rank("racer_ages", 50)
print(res6)  # >>> [7]

res7 = r.tdigest().rank("racer_ages", 50, 40)
print(res7)  # >>> [7, 4]

res8 = r.tdigest().quantile("racer_ages", 0.5)
print(res8)  # >>> [44.2]

res9 = r.tdigest().byrank("racer_ages", 4)
print(res9)  # >>> [42.63]

res10 = r.tdigest().min("racer_ages")
print(res10)  # >>> 19.27

res11 = r.tdigest().max("racer_ages")
print(res11)  # >>> 85.71

res12 = r.tdigest().reset("racer_ages")
print(res12)  # >>> OK

Node.js

import assert from 'assert';
import { createClient } from 'redis';

const client = createClient();
await client.connect();


const res1 = await client.tDigest.create('bikes:sales', 100);
console.log(res1);  // >>> OK

const res2 = await client.tDigest.add('bikes:sales', [21]);
console.log(res2);  // >>> OK

const res3 = await client.tDigest.add('bikes:sales', [150, 95, 75, 34]);
console.log(res3);  // >>> OK


const res4 = await client.tDigest.create('racer_ages');
console.log(res4);  // >>> OK

const res5 = await client.tDigest.add('racer_ages', [
  45.88, 44.2, 58.03, 19.76, 39.84, 69.28, 50.97, 25.41, 19.27, 85.71, 42.63
]);
console.log(res5);  // >>> OK

const res6 = await client.tDigest.rank('racer_ages', [50]);
console.log(res6);  // >>> [7]

const res7 = await client.tDigest.rank('racer_ages', [50, 40]);
console.log(res7);  // >>> [7, 4]


const res8 = await client.tDigest.quantile('racer_ages', [0.5]);
console.log(res8);  // >>> [44.2]

const res9 = await client.tDigest.byRank('racer_ages', [4]);
console.log(res9);  // >>> [42.63]

const res10 = await client.tDigest.min('racer_ages');
console.log(res10);  // >>> 19.27

const res11 = await client.tDigest.max('racer_ages');
console.log(res11);  // >>> 85.71


const res12 = await client.tDigest.reset('racer_ages');
console.log(res12);  // >>> OK

Java

package io.redis.examples;


public class TDigestExample {
    public void run(){
        UnifiedJedis unifiedJedis = new UnifiedJedis("redis://127.0.0.1:6379");


        String res1 = unifiedJedis.tdigestCreate("bikes:sales", 100);
        System.out.println(res1); // >>> True

        String res2 = unifiedJedis.tdigestAdd("bikes:sales", 21);
        System.out.println(res2); // >>> OK

        String res3 = unifiedJedis.tdigestAdd("bikes:sales", 150, 95, 75, 34);
        System.out.println(res3); // >>> OK


        String res4 = unifiedJedis.tdigestCreate("racer_ages");
        System.out.println(res4); // >>> True

        String res5 = unifiedJedis.tdigestAdd("racer_ages", 45.88,
                44.2,
                58.03,
                19.76,
                39.84,
                69.28,
                50.97,
                25.41,
                19.27,
                85.71,
                42.63);
        System.out.println(res5); // >>> OK

        List<Long> res6 = unifiedJedis.tdigestRank("racer_ages", 50);
        System.out.println(res6); // >>> [7]

        List<Long> res7 = unifiedJedis.tdigestRank("racer_ages", 50, 40);
        System.out.println(res7); // >>> [7, 4]

        List<Double> res8 = unifiedJedis.tdigestQuantile("racer_ages", 0.5);
        System.out.println(res8); // >>> [44.2]

        List<Double> res9 = unifiedJedis.tdigestByRank("racer_ages", 4);
        System.out.println(res9); // >>> [42.63]

        double res10 = unifiedJedis.tdigestMin("racer_ages");
        System.out.println(res10); // >>> 19.27

        double res11 = unifiedJedis.tdigestMax("racer_ages");
        System.out.println(res11); // >>> 85.71

        String res12 = unifiedJedis.tdigestReset("racer_ages");
        System.out.println(res12); // >>> OK
    }
}


using NRedisStack.RedisStackCommands;
using NRedisStack.Tests;
using StackExchange.Redis;



public class Tdigest_tutorial
{

    [SkipIfRedis(Is.OSSCluster)]
    public void run()
    {
        var muxer = ConnectionMultiplexer.Connect("localhost:6379");
        var db = muxer.GetDatabase();


        bool res1 = db.TDIGEST().Create("bikes:sales", 100);
        Console.WriteLine(res1);    // >>> True

        bool res2 = db.TDIGEST().Add("bikes:sales", 21);
        Console.WriteLine(res2);    // >>> True

        bool res3 = db.TDIGEST().Add("bikes:sales", 150, 95, 75, 34);
        Console.WriteLine(res3);    // >>> true

        // Tests for 'tdig_start' step.


        bool res4 = db.TDIGEST().Create("racer_ages");
        Console.WriteLine(res4);    // >>> True

        bool res5 = db.TDIGEST().Add("racer_ages",
            45.88,
            44.2,
            58.03,
            19.76,
            39.84,
            69.28,
            50.97,
            25.41,
            19.27,
            85.71,
            42.63
        );
        Console.WriteLine(res5);    // >>> True

        long[] res6 = db.TDIGEST().Rank("racer_ages", 50);
        Console.WriteLine(string.Join(", ", res6)); // >>> 7

        long[] res7 = db.TDIGEST().Rank("racer_ages", 50, 40);
        Console.WriteLine(string.Join(", ", res7)); // >>> 7, 4

        // Tests for 'tdig_cdf' step.


        double[] res8 = db.TDIGEST().Quantile("racer_ages", 0.5); ;
        Console.WriteLine(string.Join(", ", res8)); // >>> 44.2

        double[] res9 = db.TDIGEST().ByRank("racer_ages", 4);
        Console.WriteLine(string.Join(", ", res9)); // >>> 42.63

        // Tests for 'tdig_quant' step.


        double res10 = db.TDIGEST().Min("racer_ages");
        Console.WriteLine(res10);   // >>> 19.27

        double res11 = db.TDIGEST().Max("racer_ages");
        Console.WriteLine(res11);   // >>> 85.71

        // Tests for 'tdig_min' step.


        bool res12 = db.TDIGEST().Reset("racer_ages");
        Console.WriteLine(res12);   // >>> True

        // Tests for 'tdig_reset' step.


    }
}

TDIGEST.BYREVRANK key rank... 为每个输入 **反向排名** 返回具有该反向排名的 **值**（浮点数）。

估计修剪后的平均值

使用 TDIGEST.TRIMMED_MEAN key lowFraction highFraction 来检索指定分数之间的平均值的估计值。

这对于计算忽略异常值的平均值特别有用。例如，计算第 20 百分位数和第 80 百分位数之间的平均值。

合并草图

有时合并草图很有用。例如，假设我们测量 3 台服务器的延迟，并且我们希望计算所有服务器的组合的 90%、95% 和 99% 延迟。

TDIGEST.MERGE destKey numKeys sourceKey... [COMPRESSION compression] [OVERRIDE] 将多个草图合并为单个草图。

如果 destKey 不存在，则创建一个新的草图。

如果 destKey 是一个现有的草图，则其值将与源键的值合并。要覆盖目标键的内容，请使用 OVERRIDE。

检索草图信息

使用 TDIGEST.MIN 和 TDIGEST.MAX 分别检索草图中的最小值和最大值。

>_ Redis CLI

> TDIGEST.MIN racer_ages
"19.27"
> TDIGEST.MAX racer_ages
"85.709999999999994"

Python

"""
Code samples for t-digest pages:
    https://redis.ac.cn/docs/latest/develop/data-types/probabilistic/t-digest/
"""

import redis

r = redis.Redis(decode_responses=True)


res1 = r.tdigest().create("bikes:sales", 100)
print(res1)  # >>> True

res2 = r.tdigest().add("bikes:sales", [21])
print(res2)  # >>> OK

res3 = r.tdigest().add("bikes:sales", [150, 95, 75, 34])
print(res3)  # >>> OK


res4 = r.tdigest().create("racer_ages")
print(res4)  # >>> True

res5 = r.tdigest().add(
    "racer_ages",
    [
        45.88,
        44.2,
        58.03,
        19.76,
        39.84,
        69.28,
        50.97,
        25.41,
        19.27,
        85.71,
        42.63,
    ],
)
print(res5)  # >>> OK

res6 = r.tdigest().rank("racer_ages", 50)
print(res6)  # >>> [7]

res7 = r.tdigest().rank("racer_ages", 50, 40)
print(res7)  # >>> [7, 4]

res8 = r.tdigest().quantile("racer_ages", 0.5)
print(res8)  # >>> [44.2]

res9 = r.tdigest().byrank("racer_ages", 4)
print(res9)  # >>> [42.63]

res10 = r.tdigest().min("racer_ages")
print(res10)  # >>> 19.27

res11 = r.tdigest().max("racer_ages")
print(res11)  # >>> 85.71

res12 = r.tdigest().reset("racer_ages")
print(res12)  # >>> OK

Node.js

import assert from 'assert';
import { createClient } from 'redis';

const client = createClient();
await client.connect();


const res1 = await client.tDigest.create('bikes:sales', 100);
console.log(res1);  // >>> OK

const res2 = await client.tDigest.add('bikes:sales', [21]);
console.log(res2);  // >>> OK

const res3 = await client.tDigest.add('bikes:sales', [150, 95, 75, 34]);
console.log(res3);  // >>> OK


const res4 = await client.tDigest.create('racer_ages');
console.log(res4);  // >>> OK

const res5 = await client.tDigest.add('racer_ages', [
  45.88, 44.2, 58.03, 19.76, 39.84, 69.28, 50.97, 25.41, 19.27, 85.71, 42.63
]);
console.log(res5);  // >>> OK

const res6 = await client.tDigest.rank('racer_ages', [50]);
console.log(res6);  // >>> [7]

const res7 = await client.tDigest.rank('racer_ages', [50, 40]);
console.log(res7);  // >>> [7, 4]


const res8 = await client.tDigest.quantile('racer_ages', [0.5]);
console.log(res8);  // >>> [44.2]

const res9 = await client.tDigest.byRank('racer_ages', [4]);
console.log(res9);  // >>> [42.63]

const res10 = await client.tDigest.min('racer_ages');
console.log(res10);  // >>> 19.27

const res11 = await client.tDigest.max('racer_ages');
console.log(res11);  // >>> 85.71


const res12 = await client.tDigest.reset('racer_ages');
console.log(res12);  // >>> OK

Java

package io.redis.examples;


public class TDigestExample {
    public void run(){
        UnifiedJedis unifiedJedis = new UnifiedJedis("redis://127.0.0.1:6379");


        String res1 = unifiedJedis.tdigestCreate("bikes:sales", 100);
        System.out.println(res1); // >>> True

        String res2 = unifiedJedis.tdigestAdd("bikes:sales", 21);
        System.out.println(res2); // >>> OK

        String res3 = unifiedJedis.tdigestAdd("bikes:sales", 150, 95, 75, 34);
        System.out.println(res3); // >>> OK


        String res4 = unifiedJedis.tdigestCreate("racer_ages");
        System.out.println(res4); // >>> True

        String res5 = unifiedJedis.tdigestAdd("racer_ages", 45.88,
                44.2,
                58.03,
                19.76,
                39.84,
                69.28,
                50.97,
                25.41,
                19.27,
                85.71,
                42.63);
        System.out.println(res5); // >>> OK

        List<Long> res6 = unifiedJedis.tdigestRank("racer_ages", 50);
        System.out.println(res6); // >>> [7]

        List<Long> res7 = unifiedJedis.tdigestRank("racer_ages", 50, 40);
        System.out.println(res7); // >>> [7, 4]

        List<Double> res8 = unifiedJedis.tdigestQuantile("racer_ages", 0.5);
        System.out.println(res8); // >>> [44.2]

        List<Double> res9 = unifiedJedis.tdigestByRank("racer_ages", 4);
        System.out.println(res9); // >>> [42.63]

        double res10 = unifiedJedis.tdigestMin("racer_ages");
        System.out.println(res10); // >>> 19.27

        double res11 = unifiedJedis.tdigestMax("racer_ages");
        System.out.println(res11); // >>> 85.71

        String res12 = unifiedJedis.tdigestReset("racer_ages");
        System.out.println(res12); // >>> OK
    }
}


using NRedisStack.RedisStackCommands;
using NRedisStack.Tests;
using StackExchange.Redis;



public class Tdigest_tutorial
{

    [SkipIfRedis(Is.OSSCluster)]
    public void run()
    {
        var muxer = ConnectionMultiplexer.Connect("localhost:6379");
        var db = muxer.GetDatabase();


        bool res1 = db.TDIGEST().Create("bikes:sales", 100);
        Console.WriteLine(res1);    // >>> True

        bool res2 = db.TDIGEST().Add("bikes:sales", 21);
        Console.WriteLine(res2);    // >>> True

        bool res3 = db.TDIGEST().Add("bikes:sales", 150, 95, 75, 34);
        Console.WriteLine(res3);    // >>> true

        // Tests for 'tdig_start' step.


        bool res4 = db.TDIGEST().Create("racer_ages");
        Console.WriteLine(res4);    // >>> True

        bool res5 = db.TDIGEST().Add("racer_ages",
            45.88,
            44.2,
            58.03,
            19.76,
            39.84,
            69.28,
            50.97,
            25.41,
            19.27,
            85.71,
            42.63
        );
        Console.WriteLine(res5);    // >>> True

        long[] res6 = db.TDIGEST().Rank("racer_ages", 50);
        Console.WriteLine(string.Join(", ", res6)); // >>> 7

        long[] res7 = db.TDIGEST().Rank("racer_ages", 50, 40);
        Console.WriteLine(string.Join(", ", res7)); // >>> 7, 4

        // Tests for 'tdig_cdf' step.


        double[] res8 = db.TDIGEST().Quantile("racer_ages", 0.5); ;
        Console.WriteLine(string.Join(", ", res8)); // >>> 44.2

        double[] res9 = db.TDIGEST().ByRank("racer_ages", 4);
        Console.WriteLine(string.Join(", ", res9)); // >>> 42.63

        // Tests for 'tdig_quant' step.


        double res10 = db.TDIGEST().Min("racer_ages");
        Console.WriteLine(res10);   // >>> 19.27

        double res11 = db.TDIGEST().Max("racer_ages");
        Console.WriteLine(res11);   // >>> 85.71

        // Tests for 'tdig_min' step.


        bool res12 = db.TDIGEST().Reset("racer_ages");
        Console.WriteLine(res12);   // >>> True

        // Tests for 'tdig_reset' step.


    }
}

草图为空时，两者都返回 nan。

这两个命令都返回准确的结果，等效于 TDIGEST.BYRANK racer_ages 0 和 TDIGEST.BYREVRANK racer_ages 0。

使用 TDIGEST.INFO racer_ages 来检索有关草图的一些其他信息。

重置草图

>_ Redis CLI

> TDIGEST.RESET racer_ages
OK

Python

"""
Code samples for t-digest pages:
    https://redis.ac.cn/docs/latest/develop/data-types/probabilistic/t-digest/
"""

import redis

r = redis.Redis(decode_responses=True)


res1 = r.tdigest().create("bikes:sales", 100)
print(res1)  # >>> True

res2 = r.tdigest().add("bikes:sales", [21])
print(res2)  # >>> OK

res3 = r.tdigest().add("bikes:sales", [150, 95, 75, 34])
print(res3)  # >>> OK


res4 = r.tdigest().create("racer_ages")
print(res4)  # >>> True

res5 = r.tdigest().add(
    "racer_ages",
    [
        45.88,
        44.2,
        58.03,
        19.76,
        39.84,
        69.28,
        50.97,
        25.41,
        19.27,
        85.71,
        42.63,
    ],
)
print(res5)  # >>> OK

res6 = r.tdigest().rank("racer_ages", 50)
print(res6)  # >>> [7]

res7 = r.tdigest().rank("racer_ages", 50, 40)
print(res7)  # >>> [7, 4]

res8 = r.tdigest().quantile("racer_ages", 0.5)
print(res8)  # >>> [44.2]

res9 = r.tdigest().byrank("racer_ages", 4)
print(res9)  # >>> [42.63]

res10 = r.tdigest().min("racer_ages")
print(res10)  # >>> 19.27

res11 = r.tdigest().max("racer_ages")
print(res11)  # >>> 85.71

res12 = r.tdigest().reset("racer_ages")
print(res12)  # >>> OK

Node.js

import assert from 'assert';
import { createClient } from 'redis';

const client = createClient();
await client.connect();


const res1 = await client.tDigest.create('bikes:sales', 100);
console.log(res1);  // >>> OK

const res2 = await client.tDigest.add('bikes:sales', [21]);
console.log(res2);  // >>> OK

const res3 = await client.tDigest.add('bikes:sales', [150, 95, 75, 34]);
console.log(res3);  // >>> OK


const res4 = await client.tDigest.create('racer_ages');
console.log(res4);  // >>> OK

const res5 = await client.tDigest.add('racer_ages', [
  45.88, 44.2, 58.03, 19.76, 39.84, 69.28, 50.97, 25.41, 19.27, 85.71, 42.63
]);
console.log(res5);  // >>> OK

const res6 = await client.tDigest.rank('racer_ages', [50]);
console.log(res6);  // >>> [7]

const res7 = await client.tDigest.rank('racer_ages', [50, 40]);
console.log(res7);  // >>> [7, 4]


const res8 = await client.tDigest.quantile('racer_ages', [0.5]);
console.log(res8);  // >>> [44.2]

const res9 = await client.tDigest.byRank('racer_ages', [4]);
console.log(res9);  // >>> [42.63]

const res10 = await client.tDigest.min('racer_ages');
console.log(res10);  // >>> 19.27

const res11 = await client.tDigest.max('racer_ages');
console.log(res11);  // >>> 85.71


const res12 = await client.tDigest.reset('racer_ages');
console.log(res12);  // >>> OK

Java

package io.redis.examples;


public class TDigestExample {
    public void run(){
        UnifiedJedis unifiedJedis = new UnifiedJedis("redis://127.0.0.1:6379");


        String res1 = unifiedJedis.tdigestCreate("bikes:sales", 100);
        System.out.println(res1); // >>> True

        String res2 = unifiedJedis.tdigestAdd("bikes:sales", 21);
        System.out.println(res2); // >>> OK

        String res3 = unifiedJedis.tdigestAdd("bikes:sales", 150, 95, 75, 34);
        System.out.println(res3); // >>> OK


        String res4 = unifiedJedis.tdigestCreate("racer_ages");
        System.out.println(res4); // >>> True

        String res5 = unifiedJedis.tdigestAdd("racer_ages", 45.88,
                44.2,
                58.03,
                19.76,
                39.84,
                69.28,
                50.97,
                25.41,
                19.27,
                85.71,
                42.63);
        System.out.println(res5); // >>> OK

        List<Long> res6 = unifiedJedis.tdigestRank("racer_ages", 50);
        System.out.println(res6); // >>> [7]

        List<Long> res7 = unifiedJedis.tdigestRank("racer_ages", 50, 40);
        System.out.println(res7); // >>> [7, 4]

        List<Double> res8 = unifiedJedis.tdigestQuantile("racer_ages", 0.5);
        System.out.println(res8); // >>> [44.2]

        List<Double> res9 = unifiedJedis.tdigestByRank("racer_ages", 4);
        System.out.println(res9); // >>> [42.63]

        double res10 = unifiedJedis.tdigestMin("racer_ages");
        System.out.println(res10); // >>> 19.27

        double res11 = unifiedJedis.tdigestMax("racer_ages");
        System.out.println(res11); // >>> 85.71

        String res12 = unifiedJedis.tdigestReset("racer_ages");
        System.out.println(res12); // >>> OK
    }
}


using NRedisStack.RedisStackCommands;
using NRedisStack.Tests;
using StackExchange.Redis;



public class Tdigest_tutorial
{

    [SkipIfRedis(Is.OSSCluster)]
    public void run()
    {
        var muxer = ConnectionMultiplexer.Connect("localhost:6379");
        var db = muxer.GetDatabase();


        bool res1 = db.TDIGEST().Create("bikes:sales", 100);
        Console.WriteLine(res1);    // >>> True

        bool res2 = db.TDIGEST().Add("bikes:sales", 21);
        Console.WriteLine(res2);    // >>> True

        bool res3 = db.TDIGEST().Add("bikes:sales", 150, 95, 75, 34);
        Console.WriteLine(res3);    // >>> true

        // Tests for 'tdig_start' step.


        bool res4 = db.TDIGEST().Create("racer_ages");
        Console.WriteLine(res4);    // >>> True

        bool res5 = db.TDIGEST().Add("racer_ages",
            45.88,
            44.2,
            58.03,
            19.76,
            39.84,
            69.28,
            50.97,
            25.41,
            19.27,
            85.71,
            42.63
        );
        Console.WriteLine(res5);    // >>> True

        long[] res6 = db.TDIGEST().Rank("racer_ages", 50);
        Console.WriteLine(string.Join(", ", res6)); // >>> 7

        long[] res7 = db.TDIGEST().Rank("racer_ages", 50, 40);
        Console.WriteLine(string.Join(", ", res7)); // >>> 7, 4

        // Tests for 'tdig_cdf' step.


        double[] res8 = db.TDIGEST().Quantile("racer_ages", 0.5); ;
        Console.WriteLine(string.Join(", ", res8)); // >>> 44.2

        double[] res9 = db.TDIGEST().ByRank("racer_ages", 4);
        Console.WriteLine(string.Join(", ", res9)); // >>> 42.63

        // Tests for 'tdig_quant' step.


        double res10 = db.TDIGEST().Min("racer_ages");
        Console.WriteLine(res10);   // >>> 19.27

        double res11 = db.TDIGEST().Max("racer_ages");
        Console.WriteLine(res11);   // >>> 85.71

        // Tests for 'tdig_min' step.


        bool res12 = db.TDIGEST().Reset("racer_ages");
        Console.WriteLine(res12);   // >>> True

        // Tests for 'tdig_reset' step.


    }
}

学术来源

t-digest：分布的有效估计

参考文献

t-digest：Redis Stack 中的一种新的概率数据结构

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什么是 t-digest？

用例

示例

通过值估计分数或排名

通过分数或排名估计值

估计修剪后的平均值

合并草图

检索草图信息

重置草图

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