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https://github.com/eignex/kumulant


https://github.com/eignex/kumulant

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# kumulant

TODO:

Implement Ridge/Lasso

histogram algos
- [X] ddsketch
- [X] frugal streaming
- [ ] T digest
- [X] HDR
- [ ] reservoir
- [ ] linear

cardinality
- hyperloglog
- linear counting (bitset)

pgbm stuff
- vector of variance
- gradient sum (sumGrad+sumHess). this is probably just a paired sum
- crps (continuous ranked probability score)