Struct TDigest 

pub struct TDigest { /* private fields */ }

T-Digest for streaming quantile estimation

Provides accurate quantile estimates with bounded memory usage. Based on the algorithm by Ted Dunning.

Implementations

impl TDigest

pub fn new(compression: f64) -> Self

Create a new T-Digest with given compression factor

Compression of 100 is a good default. Higher values give more accuracy.

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

Add a single value

pub fn add_weighted(&mut self, value: f64, weight: f64)

Add a value with weight

pub fn add_batch(&mut self, values: &[f64])

Add a batch of values

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

Get estimated quantile (0-1)

pub fn cdf(&self, x: f64) -> f64

Get the CDF value for a given x (proportion of values <= x)

pub fn merge(digests: &[Self]) -> Self

Merge multiple T-Digests into one

pub fn count(&self) -> f64

Get total count of values

pub fn min(&self) -> f64

Get minimum value

pub fn max(&self) -> f64

Get maximum value

pub fn num_centroids(&self) -> usize

Get number of centroids

pub fn is_empty(&self) -> bool

Check if empty

pub fn to_bytes(&self) -> Result<Vec<u8>>

Serialize to bytes

pub fn from_bytes(bytes: &[u8]) -> Result<Self>

Deserialize from bytes

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.