Crate sketches_ddsketch

This crate provides a direct port of the Golang DDSketch implementation to Rust. All efforts have been made to keep this as close to the original implementation as possible, with a few tweaks to get closer to idiomatic Rust.

Usage

Add multiple samples to a DDSketch and invoke the quantile method to pull any quantile from 0.0 to 1.0.

extern crate sketches_ddsketch;

use sketches_ddsketch::{Config, DDSketch};

let c = Config::defaults();
let mut d = DDSketch::new(c);

d.add(1.0);
d.add(1.0);
d.add(1.0);

let q = d.quantile(0.50).unwrap();

assert_eq!(q, Some(1.0));

Sketches can also be merged.

extern crate sketches_ddsketch;

use sketches_ddsketch::{Config, DDSketch};

let c = Config::defaults();
let mut d1 = DDSketch::new(c);
let mut d2 = DDSketch::new(c);

d1.add(1.0);
d2.add(2.0);
d2.add(2.0);

d1.merge(&d2);

assert_eq!(d1.count(), 3);

Re-exports

pub use config::Config;

pub use ddsketch::DDSketch;

Modules

config
ddsketch