Struct TDigest 

pub struct TDigest { /* private fields */ }

Streaming quantile estimator with tight-tail accuracy.

TDigest is the streaming analogue of a percentile sketch — record(x) is O(1) amortised, quantile(q) is O(δ), and the maximum centroid count is ~2 · δ.

Implementations

impl TDigest

pub fn new(compression: f64) -> RcfResult<Self>

Build a fresh digest with caller-chosen compression δ.

Errors

Returns RcfError::InvalidConfig when compression is non-finite or out of [2, 10_000].

pub fn with_default_compression() -> Self

Convenience: default compression (DEFAULT_COMPRESSION = 100).

pub fn compression(&self) -> f64

Compression parameter δ.

pub fn total_weight(&self) -> f64

Total weight across every record call (including pending buffer entries).

pub fn centroid_count(&self) -> usize

Number of centroids — bounded by ~2·compression after a flush.

pub fn min(&self) -> Option<f64>

Observed running minimum. None when no values have been recorded yet.

pub fn max(&self) -> Option<f64>

Observed running maximum. None when no values have been recorded yet.

pub fn record(&mut self, value: f64)

Fold a single observation into the digest. Non-finite values are silently ignored — the digest has no way to surface an error per-call and silently dropping matches crate::ScoreHistogram::record semantics.

pub fn flush(&mut self)

Force-flush the pending buffer. Callers normally don’t need this — Self::quantile flushes transparently — but it helps bound memory in high-churn scenarios where quantiles are queried rarely.

pub fn quantile(&mut self, q: f64) -> Option<f64>

Quantile q in [0, 1]. Returns None when the digest is empty; returns min at q = 0 and max at q = 1.

pub fn percentile(&mut self, p: f64) -> Option<f64>

Percentile — shorthand for quantile(p / 100.0).

pub fn merge(&mut self, other: &Self) -> RcfResult<()>

Merge other into self. Both digests must share the same compression parameter; the merge preserves distributional accuracy by re-running the scale-function compression pass.

Errors

Returns RcfError::InvalidConfig when other.compression does not match self.compression.

pub fn reset(&mut self)

Drop every recorded value — digest goes back to its empty post-construction state. Compression is preserved.

pub fn centroids(&self) -> &[Centroid]

Immutable view of the current centroid set — exposed for diagnostics / persistence helpers. Empty until the first flush.

Trait Implementations

impl Clone for TDigest

fn clone(&self) -> TDigest

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for TDigest

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for TDigest

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for TDigest

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.