tdigestversion

OCaml implementation of the T-Digest algorithm

The T-Digest is a data structure and algorithm for constructing an approximate distribution for a collection of real numbers presented as a stream.

The T-Digest can estimate percentiles or quantiles extremely accurately even at the tails, while using a fraction of the space.

Additionally, the T-Digest is concatenable, making it a good fit for distributed systems. The internal state of a T-Digest can be exported as a binary string, and the concatenation of any number of those strings can then be imported to form a new T-Digest.

AuthorsSimon Grondin and Will Welch
LicenseMIT
Published
Homepagehttps://github.com/SGrondin/tdigest
Issue Trackerhttps://github.com/SGrondin/tdigest/issues
MaintainerSimon Grondin
Dependencies
Source [http] https://github.com/SGrondin/tdigest/archive/refs/tags/2.2.0.tar.gz
md5=04bf837d0c57ecd9221a2b796c1123de
sha512=b6821d4da761f068a23421290ce8d222ed00df96fb7a0dc89694dc37eabc3b20ba3394b99a93a6e24b39b405673e6711589d9874d8dac250da686f474599b353
Edithttps://github.com/ocaml/opam-repository/tree/master/packages/tdigest/tdigest.2.2.0/opam
No package is dependent