object TDigest extends Serializable
Factory functions for TDigest
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val
K: Double
The t-digest algorithm will re-cluster itself whenever its number of clusters exceeds (K/delta).
The t-digest algorithm will re-cluster itself whenever its number of clusters exceeds (K/delta). This value is set such that the threshold is about 10x the heuristically expected number of clusters for the user-specified delta value. Generally the number of clusters will only trigger the corresponding re-clustering threshold when data are being presented in a non-random order.
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def
combine(ltd: TDigest, rtd: TDigest, delta: Double = deltaDefault, maxDiscrete: Int = 0): TDigest
Combine two t-digests to yield a new digest
Combine two t-digests to yield a new digest
- ltd
the left-hand t-digest operand
- rtd
the right hand t-digest
- delta
a sketch resolution parameter.
- maxDiscrete
sketch in discrete distribution mode up to this number of unique values. Defaults to zero; normal continuous mode.
- returns
the sum of left and right digests, defined as their aggregation
- Note
This operation satisfies a Semigroup law, with the caveat that it is only "statistically" associative: d1++(d2++d3) will be statistically similar to (d1++d2)++d3, but rarely identical.
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val
deltaDefault: Double
Default value for a t-digest delta parameter.
Default value for a t-digest delta parameter. The number of clusters varies, roughly, as about (50/delta), when data are presented in random order (it may grow larger if data are not presented randomly). The default corresponds to an expected number of clusters of about 100.
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def
empty(delta: Double = deltaDefault, maxDiscrete: Int = 0): TDigest
Obtain an empty t-digest
Obtain an empty t-digest
- delta
a sketch resolution parameter.
- maxDiscrete
sketch in discrete distribution mode up to this number of unique values. Defaults to zero; normal continuous mode.
- Note
Smaller values of delta yield sketches with more clusters, and higher resolution
,The expected number of clusters will vary (roughly) as (50/delta)
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def
sketch[N](data: TraversableOnce[N], delta: Double = deltaDefault, maxDiscrete: Int = 0)(implicit num: Numeric[N]): TDigest
Sketch some data with a t-digest
Sketch some data with a t-digest
- data
The data elements to sketch
- delta
The sketch resolution parameter.
- maxDiscrete
sketch in discrete distribution mode up to this number of unique values. Defaults to zero; normal continuous mode.
- returns
A t-digest sketch of the input data
- Note
Smaller values of delta yield sketches with more clusters, and higher resolution
,The expected number of clusters will vary (roughly) as (50/delta)
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