How To Use Percentile Calculations in Snowflake

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Published
May 2, 2024
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In this tutorial, we will explore how to calculate percentiles using various functions provided by the Snowflake platform. Percentiles are statistical measures that indicate the value below which a given percentage of observations in a group of observations falls. Snowflake offers several functions to calculate these values based on either a continuous or discrete distribution of the input column, or to estimate them using approximation algorithms.

What Are Percentile Functions in Snowflake?

Snowflake provides several functions to calculate percentiles. These include `PERCENTILE_CONT`, `PERCENTILE_DISC`, `APPROX_PERCENTILE`, `APPROX_PERCENTILE_ACCUMULATE`, and `PERCENT_RANK`. Each of these functions has a unique way of calculating percentiles, and they can be used as aggregate functions or as window functions, depending on the need to calculate percentiles over a partition of the data or across the entire dataset.

1. Using PERCENTILE_CONT Function

The `PERCENTILE_CONT` function returns a percentile value based on a continuous distribution of the input column. If no input row lies exactly at the desired percentile, the result is calculated using linear interpolation of the two nearest input values. NULL values are ignored in the calculation. The percentile must be a constant between 0.0 and 1.0.

SELECT PERCENTILE_CONT(0.25) WITHIN GROUP (ORDER BY column_name) FROM table_name;

This code calculates the 25th percentile of the specified column in the table, ignoring NULL values and using linear interpolation if necessary.

2. Using PERCENTILE_DISC Function

The `PERCENTILE_DISC` function returns a percentile value based on a discrete distribution of the input column. The returned value is that whose row has the smallest cumulative distribution value that is greater than or equal to the given percentile. Like `PERCENTILE_CONT`, NULL values are ignored, and the percentile must be a constant between 0.0 and 1.0. Unlike `PERCENTILE_CONT`, `PERCENTILE_DISC` chooses the closest value rather than interpolating.

SELECT PERCENTILE_DISC(0.25) WITHIN GROUP (ORDER BY column_name) FROM table_name;

This code calculates the 25th percentile of the specified column in the table, ignoring NULL values and choosing the closest value rather than interpolating.

3. Using APPROX_PERCENTILE Function

The `APPROX_PERCENTILE` function returns an approximated value for the desired percentile using an improved version of the t-Digest algorithm. This function is useful for large datasets where an exact calculation may be too resource-intensive. The result is an approximation, and the accuracy depends on the size and skew of the dataset.

SELECT APPROX_PERCENTILE(column_name, 0.25) FROM table_name;

This code calculates an approximate 25th percentile of the specified column in the table, using the t-Digest algorithm.

4. Using APPROX_PERCENTILE_ACCUMULATE Function

The `APPROX_PERCENTILE_ACCUMULATE` function returns the internal representation of the t-Digest state at the end of aggregation. This intermediate state can be combined with other states or processed by other functions to estimate percentiles.

SELECT APPROX_PERCENTILE_ACCUMULATE(column_name) FROM table_name;

This code returns the internal representation of the t-Digest state for the specified column in the table.

5. Using PERCENT_RANK Function

The `PERCENT_RANK` function returns the relative rank of a value within a group of values, specified as a percentage ranging from 0.0 to 1.0.

SELECT PERCENT_RANK() OVER (ORDER BY column_name) FROM table_name;

This code calculates the relative rank of each value in the specified column in the table, expressed as a percentage.

Common Challenges and Solutions

While using percentile functions in Snowflake, you might encounter some common challenges:

  • Handling NULL values: Snowflake's percentile functions ignore NULL values. If you want to include NULLs in your calculations, you'll need to handle them separately.
  • Choosing the right percentile function: Each function calculates percentiles differently. Make sure to choose the one that best fits your data distribution and calculation needs.
  • Dealing with large datasets: For large datasets, exact percentile calculations can be resource-intensive. Consider using the `APPROX_PERCENTILE` function for an approximate result.

Best Practices for Calculating Percentiles in Snowflake

When calculating percentiles in Snowflake, keep the following best practices in mind:

  • Understand your data: Before choosing a percentile function, understand the distribution of your data and the implications of each function.
  • Handle NULL values: If your data contains NULL values, decide how you want to handle them in your calculations.
  • Use approximations for large datasets: If you're working with a large dataset, consider using the `APPROX_PERCENTILE` function to save resources.

Further Learning on Snowflake Percentile Functions

To deepen your understanding of percentile calculations in Snowflake, consider exploring the following topics:

  • Advanced uses of the `APPROX_PERCENTILE_ACCUMULATE` function
  • Using percentile functions in combination with other aggregate or window functions
  • Optimizing percentile calculations for performance

Recap of Calculating Percentiles in Snowflake

In this tutorial, we've covered how to calculate percentiles in Snowflake using various functions. We've discussed the `PERCENTILE_CONT`, `PERCENTILE_DISC`, `APPROX_PERCENTILE`, `APPROX_PERCENTILE_ACCUMULATE`, and `PERCENT_RANK` functions, and provided examples of how to use each one. We've also discussed common challenges and best practices when calculating percentiles in Snowflake.

  • Understand the different percentile functions and when to use each one
  • Handle NULL values in your calculations
  • Use approximations for large datasets to save resources

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