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* Document nested expressions for stats * More docs * Apply suggestions from review - count-distinct.asciidoc - Content restructured, moving the section about approximate counts to end of doc. - count.asciidoc - Clarified that omitting the `expression` parameter in `COUNT` is equivalent to `COUNT(*)`, which counts the number of rows. - percentile.asciidoc - Moved the note about `PERCENTILE` being approximate and non-deterministic to end of doc. - stats.asciidoc - Clarified the `STATS` command - Added a note indicating that individual `null` values are skipped during aggregation * Comment out mentioning a buggy behavior * Update sum with inline function example, update test file * Fix typo * Delete line * Simplify wording * Fix conflict fix typo --------- Co-authored-by: Liam Thompson <leemthompo@gmail.com> Co-authored-by: Liam Thompson <32779855+leemthompo@users.noreply.github.com>
60 lines
1.8 KiB
Text
60 lines
1.8 KiB
Text
[discrete]
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[[esql-agg-median-absolute-deviation]]
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=== `MEDIAN_ABSOLUTE_DEVIATION`
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*Syntax*
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[source,esql]
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----
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MEDIAN_ABSOLUTE_DEVIATION(expression)
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----
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*Parameters*
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`expression`::
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Expression from which to return the median absolute deviation.
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*Description*
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Returns the median absolute deviation, a measure of variability. It is a robust
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statistic, meaning that it is useful for describing data that may have outliers,
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or may not be normally distributed. For such data it can be more descriptive
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than standard deviation.
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It is calculated as the median of each data point's deviation from the median of
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the entire sample. That is, for a random variable `X`, the median absolute
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deviation is `median(|median(X) - X|)`.
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NOTE: Like <<esql-agg-percentile>>, `MEDIAN_ABSOLUTE_DEVIATION` is
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<<esql-agg-percentile-approximate,usually approximate>>.
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[WARNING]
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====
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`MEDIAN_ABSOLUTE_DEVIATION` is also {wikipedia}/Nondeterministic_algorithm[non-deterministic].
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This means you can get slightly different results using the same data.
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====
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*Example*
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[source.merge.styled,esql]
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----
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include::{esql-specs}/stats_percentile.csv-spec[tag=median-absolute-deviation]
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----
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[%header.monospaced.styled,format=dsv,separator=|]
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|===
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include::{esql-specs}/stats_percentile.csv-spec[tag=median-absolute-deviation-result]
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|===
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The expression can use inline functions. For example, to calculate the the
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median absolute deviation of the maximum values of a multivalued column, first
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use `MV_MAX` to get the maximum value per row, and use the result with the
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`MEDIAN_ABSOLUTE_DEVIATION` function:
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[source.merge.styled,esql]
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----
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include::{esql-specs}/stats_percentile.csv-spec[tag=docsStatsMADNestedExpression]
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----
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[%header.monospaced.styled,format=dsv,separator=|]
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|===
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include::{esql-specs}/stats_percentile.csv-spec[tag=docsStatsMADNestedExpression-result]
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|===
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