[C++] Add option to handle NAs to TDigest, Index, Mode, Quantile aggregates

[asfimport]

When calling the "tdigest" kernel, there is no option to handle NA values and they are currently ignored - please could we have an option added, so that if there are NA values, we get an NA back?

Reporter: Nicola Crane / @thisisnic
Assignee: David Li / @lidavidm
Watchers: Rok Mihevc / @rok

PRs and other links:

• GitHub Pull Request #11061

_{Note: This issue was originally created as ARROW-13782. Please see the migration documentation for further details.}

[asfimport]

Antoine Pitrou / @pitrou:
cc @cyb70289

[asfimport]

David Li / @lidavidm:
I suppose we should go through all the aggregates (scalar and grouped) and make sure they support at least skip_nulls.

[asfimport]

David Li / @lidavidm:
From a quick glance, TDigest and Index are the only remaining aggregates that doesn't support this (Variance/stddev is ARROW-13691, while mode/quantile aren't actually aggregates.)

[asfimport]

Antoine Pitrou / @pitrou:
"mode" and "quantile" are morally aggregates. I don't really understand the distinction you're making.

[asfimport]

David Li / @lidavidm:
Just that they're not implemented as such and can't be used in the same contexts. I suppose I'll just add support anyways, though.

[asfimport]

David Li / @lidavidm:
Issue resolved by pull request 11061
#11061