Struct TDigest 

pub struct TDigest {
    pub min: f64,
    pub max: f64,
    /* private fields */
}

A t-digest for approximate quantile estimation over streaming data.

Construction

use oximedia_analytics::quantile::TDigest;
let mut digest = TDigest::new(100.0);
for x in 0..1000 {
    digest.add(x as f64);
}
let p50 = digest.quantile(0.5).unwrap();

Fields

min: f64

Running min and max.

max: f64

Implementations

impl TDigest

pub fn new(delta: f64) -> Self

Create a new t-digest with the given compression parameter.

Typical values: delta = 100 (moderate accuracy, few centroids) to delta = 1000 (high accuracy, more centroids).

pub fn add(&mut self, value: f64)

Add a single data point with weight 1.

pub fn add_weighted(&mut self, value: f64, weight: f64)

Add a data point with an explicit weight.

pub fn add_all(&mut self, values: &[f64])

Add all values from a slice.

pub fn merge(&mut self, other: &TDigest)

Merge another t-digest into this one.

pub fn quantile(&mut self, q: f64) -> Result<f64, AnalyticsError>

Estimate the value at quantile q ∈ [0, 1].

Returns an error if the digest has no data or q is out of range.

pub fn centroid_count(&self) -> usize

Number of centroids (compactness measure).

pub fn total_weight(&self) -> f64

Total weight (number of points added, including buffered).

Trait Implementations

impl Clone for TDigest

fn clone(&self) -> TDigest

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for TDigest

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.