libdd-ddsketch

Minimal implementation of Datadog's DDSketch for accurate quantile estimation.

Overview

DDSketch is a data structure for tracking value distributions with guaranteed relative error bounds using constant memory.

Main Features

• Data Insertion: Add values to sketches with optional counts/weights
• Count Queries: Get total count of points in the sketch
• Protobuf Serialization: Encode sketches for transmission to Datadog backend

References

• DDSketch Paper
• Reference Implementation