Crate tdigest 

T-Digest algorithm in rust

Installation

Add this to your Cargo.toml:

[dependencies]
tdigest = "1.0"

Example

use tdigest::TDigest;

let t = TDigest::new_with_size(100);
let values: Vec<f64> = (1..=1_000_000).map(f64::from).collect();

let t = t.merge_sorted(values);

let ans = t.estimate_quantile(0.99).unwrap();
let expected: f64 = 990_000.0;

let percentage: f64 = (expected - ans).abs() / expected;
assert!(percentage < 0.01);

Handling of non-finite values

NaN and positive or negative infinity are contract violations. Public ingestion methods check this in debug builds, but estimates are unspecified if non-finite values are supplied to a release build.

Structs

Centroid

Centroid implementation to the cluster mentioned in the paper.

TDigest

T-Digest to be operated on.