https://github.com/influxdata/tdigest

An implementation of Ted Dunning's t-digest in Go.
https://github.com/influxdata/tdigest

cdf estimate go percentile quantile tdigest

Last synced: 7 days ago
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An implementation of Ted Dunning's t-digest in Go.

• Host: GitHub
• URL: https://github.com/influxdata/tdigest
• Owner: influxdata
• License: apache-2.0
• Created: 2018-02-05T19:26:13.000Z (almost 7 years ago)
• Default Branch: master
• Last Pushed: 2023-04-22T20:19:41.000Z (over 1 year ago)
• Last Synced: 2025-01-05T17:04:48.519Z (14 days ago)
• Topics: cdf, estimate, go, percentile, quantile, tdigest
• Language: Go
• Homepage:
• Size: 43.9 KB
• Stars: 140
• Watchers: 45
• Forks: 24
• Open Issues: 10
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

• awesome-golang-repositories - tdigest - digest in Go. (Repositories)

README

        
# tdigest

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

The implementation is based off [Derrick Burns' C++ implementation](https://github.com/derrickburns/tdigest).

## Example

```go

package main

import (

	"log"

	"github.com/influxdata/tdigest"

)

func main() {

	td := tdigest.NewWithCompression(1000)

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

		td.Add(x, 1)

	}

	// Compute Quantiles

	log.Println("50th", td.Quantile(0.5))

	log.Println("75th", td.Quantile(0.75))

	log.Println("90th", td.Quantile(0.9))

	log.Println("99th", td.Quantile(0.99))

	// Compute CDFs

	log.Println("CDF(1) = ", td.CDF(1))

	log.Println("CDF(2) = ", td.CDF(2))

	log.Println("CDF(3) = ", td.CDF(3))

	log.Println("CDF(4) = ", td.CDF(4))

	log.Println("CDF(5) = ", td.CDF(5))

}

```