Crate reqsketch 

REQSketch - Relative Error Quantiles Sketch

Relative Error Quantiles sketch algorithm in Rust. This implementation is based on the paper “Relative Error Streaming Quantiles” by Graham Cormode, Zohar Karnin, Edo Liberty, Justin Thaler, Pavel Veselý.

And on the C++ implementation in Apache DataSketches https://github.com/apache/datasketches-cpp

Quick Start

use reqsketch::{ReqSketch, SearchCriteria, Result};

fn main() -> Result<()> {
    let mut sketch = ReqSketch::new();

    // Add values to the sketch
    for i in 0..10000 {
        sketch.update(i as f64);
    }

    // Query quantiles with proper error handling
    let median = sketch.quantile(0.5, SearchCriteria::Inclusive)?;
    let p99 = sketch.quantile(0.99, SearchCriteria::Inclusive)?;

    // Query ranks with proper error handling
    let rank = sketch.rank(&5000.0, SearchCriteria::Inclusive)?;

    println!("Median: {}, P99: {}, Rank of 5000: {}", median, p99, rank);
    Ok(())
}

Re-exports

pub use builder::ReqSketchBuilder;

pub use error::ReqError;

pub use error::Result;

pub use iter::ReqSketchIterator;

pub use sorted_view::SortedView;

Modules

builder

Builder pattern implementation for REQ sketch construction.

compactor

Compactor implementation for REQ sketch levels.

error

Error types for the REQ sketch library.

iter

Iterator implementations for REQ sketch inspection.

sorted_view

Sorted view implementation for efficient quantile queries.

Structs

ReqSketch

A Relative Error Quantiles sketch for approximate quantile estimation.

Enums

RankAccuracy

Configuration for rank accuracy optimization

SearchCriteria

Search criteria for quantile/rank operations

Traits

ReqKey

Trait for types that can be used efficiently in REQ sketches. Implemented for numeric types that support fast copy semantics.

TotalOrd

Trait for total ordering that handles NaN consistently.