Packages

package sketches

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Type Members

  1. case class TDigest(delta: Double, maxDiscrete: Int, nclusters: Int, clusters: TDigestMap) extends Serializable with Product

    A t-digest sketch of sampled numeric data, as described in: Computing Extremely Accurate Quantiles Using t-Digests, Ted Dunning and Otmar Ertl, https://github.com/tdunning/t-digest/blob/master/docs/t-digest-paper/histo.pdf

    A t-digest sketch of sampled numeric data, as described in: Computing Extremely Accurate Quantiles Using t-Digests, Ted Dunning and Otmar Ertl, https://github.com/tdunning/t-digest/blob/master/docs/t-digest-paper/histo.pdf

    import org.isarnproject.sketches.TDigest
    val data = Vector.fill(10000) { scala.util.Random.nextGaussian() }
    // sketch of some Gaussian data
    val sketch = TDigest.sketch(data)
    // the cumulative distribution function of the sketch; cdf(x) at x = 0
    val cdf = sketch.cdf(0.0)
    // inverse of the CDF, evaluated at q = 0.5
    val cdfi = sketch.cdfInverse(0.5)

Value Members

  1. object TDigest extends Serializable

    Factory functions for TDigest

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