t-digest icon indicating copy to clipboard operation
t-digest copied to clipboard

T-digest for online statistics

Open mrityunjai01 opened this issue 2 years ago • 0 comments

I want to use t-digest to get online statistics where the statistic is updated every run. I can't collect the data into a vector because it might be too big to fit in memory.

Desirable Functionality

use tdigest::TDigest;

let t = TDigest::new_with_size(100);
for point in book_iter() {
    t.update(point.into::<f64>());
}
let quantile_estimate = t.estimate_quantile(0.50);

mrityunjai01 avatar Jan 29 '24 13:01 mrityunjai01