https://github.com/bsm/tdigest

Implementation of Ted Dunning's t-digest in Go
https://github.com/bsm/tdigest

Last synced: about 1 year ago
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Implementation of Ted Dunning's t-digest in Go

• Host: GitHub
• URL: https://github.com/bsm/tdigest
• Owner: bsm
• License: apache-2.0
• Created: 2020-11-13T17:01:06.000Z (over 5 years ago)
• Default Branch: main
• Last Pushed: 2020-11-13T18:27:51.000Z (over 5 years ago)
• Last Synced: 2025-04-13T05:54:50.593Z (about 1 year ago)
• Language: Go
• Size: 19.5 KB
• Stars: 1
• Watchers: 2
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# tdigest

[![Build Status](https://travis-ci.org/bsm/tdigest.png?branch=master)](https://travis-ci.org/bsm/tdigest)

[![GoDoc](https://godoc.org/github.com/bsm/tdigest?status.png)](http://godoc.org/github.com/bsm/tdigest)

[![License](https://img.shields.io/badge/License-Apache%202.0-blue.svg)](https://opensource.org/licenses/Apache-2.0)

This is an implementation of Ted Dunning's [t-digest](https://github.com/tdunning/t-digest/) in Go based

on [influxdata/tdigest](https://github.com/influxdata/tdigest).

## Example:

```go

package main

import (

	"fmt"

	"github.com/bsm/tdigest"

)

func main() {

	// Create a new instance

	t := tdigest.New()

	// Add values

	for _, x := range []float64{1, 2, 3, 4, 5, 5, 4, 3, 2, 1} {

		t.Add(x, 1.0)

	}

	// Process and output

	fmt.Printf("MIN    : %.1f\n", t.Min())

	fmt.Printf("MAX    : %.1f\n", t.Max())

	fmt.Printf("Q.50   : %.1f\n", t.Quantile(0.5))

	fmt.Printf("Q.95   : %.1f\n", t.Quantile(0.95))

	fmt.Printf("CDF(1) : %.1f\n", t.CDF(1))

	fmt.Printf("CDF(2) : %.1f\n", t.CDF(2))

	fmt.Printf("CDF(3) : %.1f\n", t.CDF(3))

}

```