[histograms] try out DDSketch

Open okayzed opened this issue 6 years ago • 1 comments

Seems like it might be quite fast and accurate, as well as mergeable. This task is to try it out https://github.com/DataDog/sketches-go

Sep 06 '19 17:09 okayzed

need to add support for weighted values to the sketch, but preliminary timings show that the DDSketch is not much slower than the default naive histogram.

accuracy at the min value and max value was within 0.5% of the naive histogram

Sep 07 '19 04:09 okayzed