Module tdigest

An implementation of the TDigest sketch algorithm providing approximate quantile calculations.

The TDigest code in this module is modified from https://github.com/MnO2/t-digest, itself a rust reimplementation of Facebook’s Folly TDigest implementation.

Alterations include reduction of runtime heap allocations, broader type support, (de-)serialization support, reduced type conversions and null value tolerance.

Structs

Centroid

Centroid implementation to the cluster mentioned in the paper.

TDigest

T-Digest to be operated on.

Constants

DEFAULT_MAX_SIZE

Traits

TryIntoF64

This trait is implemented for each type a TDigest can operate on, allowing it to support both numerical rust types (obtained from PrimitiveArray instances), and ScalarValue instances.