tdigest

On-line accumulation of rank-based statistics

Version0.3.1
CategoryNumeric
LicenceBSD-3-Clause
AuthorOleg Grenrus <oleg.grenrus@iki.fi>
MaintainerOleg Grenrus <oleg.grenrus@iki.fi>
Homepagegithub.com/phadej/haskell-tdigest#readme
Pinned byhackage tdigest 0.3.1
Sourcehackage.haskell.org/package/tdigest-0.3.1

Modules

13 modules

Data.TDigest0
Data.TDigest.NonEmpty0
Data.TDigest.Postprocess10
Data.TDigest.Tree20A new data structure for accurate on-line accumulation of rank-based
Data.TDigest.Tree.NonEmpty21This is non empty version of Data.TDigest.TDigest, i.e. this is not a Monoid,
Data.TDigest.Tree.Postprocess7TDigest postprocessing functions. These are re-exported from Data.TDigest module.
Data.TDigest.Vector19A new data structure for accurate on-line accumulation of rank-based
Data.TDigest.Vector.NonEmpty0
Data.TDigest.Vector.Postprocess7TDigest postprocessing functions. These are re-exported from Data.TDigest module.

Internal modules · 4

Data.TDigest.Internal8
Data.TDigest.Postprocess.Internal9TDigest postprocessing functions. These are re-exported from Data.TDigest module.
Data.TDigest.Tree.Internal30Internals of TDigest. Tree implementation is based on Adams’ Trees Revisited by Milan Straka
Data.TDigest.Vector.Internal21

Description

A new data structure for accurate on-line accumulation of rank-based statistics such as quantiles and trimmed means.

See original paper: "Computing extremely accurate quantiles using t-digest" by Ted Dunning and Otmar Ertl for more details https://github.com/tdunning/t-digest/blob/07b8f2ca2be8d0a9f04df2feadad5ddc1bb73c88/docs/t-digest-paper/histo.pdf.

Depends on

7 packages

Used by in this set · 0

Nothing in this set depends on it.