package tdigest

  1. Overview
  2. Docs
OCaml implementation of the T-Digest algorithm

Install

github.com Readme MIT License Edit opam file

Authors

  1. S
    Simon Grondin
  2. W
    Will Welch

Maintainers

  1. S
    Simon Grondin

Sources

2.2.0.tar.gz
md5=04bf837d0c57ecd9221a2b796c1123de
sha512=b6821d4da761f068a23421290ce8d222ed00df96fb7a0dc89694dc37eabc3b20ba3394b99a93a6e24b39b405673e6711589d9874d8dac250da686f474599b353

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.

Published: 25 Sep 2023

Dependencies (4)

  1. ppx_sexp_conv >= "v0.16.0"
  2. base >= "v0.15.0" & < "v0.17.0"
  3. dune >= "1.9.0"
  4. ocaml >= "4.10.0"

Dev Dependencies (2)

  1. ppx_custom_printf >= "v0.16.0" & with-test
  2. ppx_expect >= "v0.16.0" & with-test

Used by

None

Conflicts

None