tdigest

OCaml implementation of the T-Digest algorithm
Description

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.

Install
Published
28 Nov 2022
Authors
Maintainers
Sources
2.0.0.tar.gz
md5=5732b60dbdc548f124ffd4acbe1637ba sha512=c6773bb73c22f03f8ac645e5da444dd7d43ea8600f3982ac94e065857d2bcf69cece01bccced5acb215f362d12b927d6df5916bc0d8e19852108d6cbd4eccfd2
Dependencies
yojson with-test
alcotest with-test
core >= "v0.15.0"
dune >= "1.9.0"
ocaml >= "4.10.0"
Reverse Dependencies