postgresql-15-tdigest

Description

This PostgreSQL extension implements t-digest, a data structure for on-line accumulation of rank-based statistics such as quantiles and trimmed means. The algorithm is also very friendly to parallel programs.

The accuracy of estimates produced by t-digests can be orders of magnitude more accurate than those produced by previous digest algorithms in spite of the fact that t-digests are much more compact when stored on disk.

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Homepage

https://github.com/tvondra/tdigest

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