Crate quantiles [−] [src]
This crate provides approximate quantiles over data streams in a moderate amount of memory.
Order statistics is a rough business. Exact solutions are expensive in terms of memory and computation. Recent literature has advanced approximations but each have fundamental tradeoffs. This crate is intended to be a collection of approximate algorithms that provide guarantees around space consumption.
Structs
CKMS |
This is an implementation of the algorithm presented in Cormode, Korn, Muthukrishnan, Srivastava's paper "Effective Computation of Biased Quantiles over Data Streams". The ambition here is to approximate quantiles on a stream of data without having a boatload of information kept in memory. |