https://github.com/flyingmutant/bdigest
B-digest is a Go library for fast and memory-efficient estimation of quantiles with guaranteed relative error and full mergeability
https://github.com/flyingmutant/bdigest
accuracy accuracy-guarantees aggregation golang online-algorithms percentile quantile quantile-estimation
Last synced: 6 months ago
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B-digest is a Go library for fast and memory-efficient estimation of quantiles with guaranteed relative error and full mergeability
- Host: GitHub
- URL: https://github.com/flyingmutant/bdigest
- Owner: flyingmutant
- License: apache-2.0
- Created: 2020-05-01T09:20:14.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2023-01-02T19:29:50.000Z (almost 3 years ago)
- Last Synced: 2025-03-25T05:13:24.367Z (7 months ago)
- Topics: accuracy, accuracy-guarantees, aggregation, golang, online-algorithms, percentile, quantile, quantile-estimation
- Language: Go
- Homepage: https://pkg.go.dev/pgregory.net/bdigest
- Size: 31.3 KB
- Stars: 5
- Watchers: 2
- Forks: 1
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
- Contributing: CONTRIBUTING.md
- License: LICENSE
Awesome Lists containing this project
README
# b-digest [![PkgGoDev][godev-img]][godev] [![CI][ci-img]][ci]
B-digest is a Go library for fast and memory-efficient estimation
of quantiles with guaranteed relative error and full mergeability.
```go
package bdigest_test
import (
"fmt"
"math"
"math/rand"
"pgregory.net/bdigest"
)
func ExampleNewDigest() {
r := rand.New(rand.NewSource(0))
d := bdigest.NewDigest(0.05)
for i := 0; i < 100000; i++ {
v := math.Exp(r.NormFloat64())
d.Add(v)
}
fmt.Printf("%v buckets\n", d.Size())
for _, q := range []float64{0, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95, 0.99, 0.999, 0.9999, 1} {
fmt.Printf("%v\tq%v\n", d.Quantile(q), q)
}
// Output:
// 98 buckets
// 0.015690260723105844 q0
// 0.2858480802952493 q0.1
// 0.5211100423907477 q0.25
// 1.05 q0.5
// 1.9141830301785612 q0.75
// 3.489615879070075 q0.9
// 5.2076333497857386 q0.95
// 10.493014090054524 q0.99
// 21.142683691165157 q0.999
// 42.601017193748824 q0.9999
// 258.10858921508054 q1
}
```
## License
B-digest is licensed under the [Apache License Version 2.0](./LICENSE).
[godev-img]: https://pkg.go.dev/badge/pgregory.net/bdigest
[godev]: https://pkg.go.dev/pgregory.net/bdigest
[ci-img]: https://github.com/flyingmutant/bdigest/workflows/CI/badge.svg
[ci]: https://github.com/flyingmutant/bdigest/actions