Alexander Saydakov

Definition of rank (CDF)

22

In the TDigest class I see that cdf(x) described as follows: returns the fraction of all points added which are

KLL sketch

4

This is a module to support new KllFloatsSketch and KllDoublesSketch from Apache DataSketches

one slot in buffer was never used

I noticed that we did not add Kolmogorov-Smirnov test for KLL (float, double) and classic quantile sketches

Study to compare t-Digest and REQ sketch

13

Compare the performance of t-Digest with the closest competitor in the library, REQ sketch. REQ sketch is the closest competitor because it prioritizes high rank accuracy (HRA mode) or low...