[][src]Module pdatastructs::tdigest

TDigest implementation.

Structs

TDigest

A TDigest is a data structure to capture quantile and CDF (cumulative distribution function) data for arbitrary distribution w/o the need to store the entire data and w/o requiring the user to know ranges beforehand. It can handle outliers and data w/ non-uniform densities (like mixed gaussian data w/ very different deviations).