Source Edit

This is a "tail digest" {github/tdunning/t-digest|arxiv.org/abs/1902.04023}. Counter decs are not possible. (So, moving quantiles are unsupported.) In my experiments, quantiles are 5X slower than adix/lghisto. Tail quantiles do deliver better accuracy for less space (but lghisto already needs little local cache space | network BW in absolute terms). There may be a way to adapt my B-Tree to speed up the idea. { tDig is also very involved - folks just intuit histo(ln(x)), but that is a more subjective critique. }

Types

DigesT = object scale*: Scale ## What scale function to use: Source Edit
Group = object m*: float ## mean w*: int ## weight: Group/Cluster/Centroid Source Edit
Scale = enum scLog ## Other scales possible, but unimpl here: Source Edit

Procs

func add(s: var DigesT; others: var openArray[DigesT]) {....raises: [ValueError], tags: [], forbids: [].}: Source Edit
func add(s: var DigesT; x: float; w = 1) {....raises: [ValueError], tags: [], forbids: [].}: Main update API Source Edit
func cdf(s: var DigesT; x: float): float {....raises: [], tags: [], forbids: [].}: Source Edit
func compress(s: var DigesT) {....raises: [], tags: [], forbids: [].}: best done only when we want to show results to the outside world. Source Edit
func init(s: var DigesT; cpr = 100.0; scale = scLog; mainLen = 0; nBuf = 0) {. ...raises: [], tags: [], forbids: [].}: Source Edit
func initDigesT(cpr = 100.0; scale = scLog; mainLen = 0; nBuf = 0): DigesT {. ...raises: [], tags: [], forbids: [].}: Source Edit
func mergeNew(s: var DigesT; force = false; cpr = -1.0) {....raises: [], tags: [], forbids: [].}: Source Edit
func quantile(s: var DigesT; q: float): float {....raises: [ValueError], tags: [], forbids: [].}: Source Edit
func space(s: DigesT): int {....raises: [], tags: [], forbids: [].}: Source Edit
func weight(s: DigesT): int {....raises: [], tags: [], forbids: [].}: total count represented Source Edit

Iterators

iterator groups(s: DigesT): Group {....raises: [], tags: [], forbids: [].}: Source Edit

adix/tdigest

Types

Procs

Iterators