Crate cb_digest 

T-Digest algorithm in rust

Installation

Add this to your Cargo.toml:

[dependencies]
cb-digest = "0.2"

then you are good to go. If you are using Rust 2015 you have to extern crate cb-digest to your crate root as well.

Example

use cb_digest::TDigest;

let t = TDigest::new_with_size(100);
let values: Vec<f64> = (1..=1_000_000).map(f64::from).collect();

let t = t.merge_sorted(values);

let ans = t.estimate_quantile(0.99);
let expected: f64 = 990_000.0;

let percentage: f64 = (expected - ans).abs() / expected;
assert!(percentage < 0.01);

Structs

ArchivedCentroid

An archived Centroid

ArchivedTDigest

An archived TDigest

Centroid

Centroid implementation to the cluster mentioned in the paper.

CentroidResolver

The resolver for an archived Centroid

TDigest

T-Digest to be operated on.

TDigestResolver

The resolver for an archived TDigest