tdigest

pig repo add pgdg -u    # add pgdg repo and update cache

pig install tdigest;		# install via package name, for the active PG version

pig install tdigest -v 18;   # install for PG 18
pig install tdigest -v 17;   # install for PG 17
pig install tdigest -v 16;   # install for PG 16
pig install tdigest -v 15;   # install for PG 15
pig install tdigest -v 14;   # install for PG 14

CREATE EXTENSION tdigest;

CREATE EXTENSION tdigest;

-- Instead of: SELECT percentile_cont(0.95) WITHIN GROUP (ORDER BY a) FROM t;
SELECT tdigest_percentile(a, 100, 0.95) FROM t;

-- Multiple percentiles
SELECT tdigest_percentile(a, 100, ARRAY[0.5, 0.95, 0.99]) FROM t;

-- Pre-aggregate for fast repeated queries
CREATE TABLE p AS SELECT a, b, tdigest(c, 100) AS d FROM t GROUP BY a, b;

-- Query pre-aggregated data (~1.5ms vs ~7s for exact)
SELECT a, tdigest_percentile(d, 0.95) FROM p GROUP BY a ORDER BY a;