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libt-digest-java

Data structure for quantiles and related rank statistics

Description

The t-digest construction algorithm uses a variant of 1-dimensional k-means clustering to product a data structure that is related to the Q-digest. This t-digest data structure can be used to estimate quantiles or compute other rank statistics. The advantage of the t-digest over the Q-digest is that the t-digest can handle floating point values while the Q-digest is limited to integers. With small changes, the t-digest can handle any values from any ordered set that has something akin to a mean. The accuracy of quantile estimates produced by t-digests can be orders of magnitude more accurate than those produced by Q-digests in spite of the fact that t-digests are more compact when stored on disk.

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Homepage

https://github.com/tdunning/t-digest


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60 other people were interested in this package here. The newest known version of this software is 1:3.0-1build1 (Information last updated about 12 hours ago.)