tdigest: On-line accumulation of rank-based statistics
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A new data structure for accurate on-line accumulation of rank-based statistics such as quantiles and trimmed means.
See original paper: "Computing extremely accurate quantiles using t-digest" by Ted Dunning and Otmar Ertl for more details https://github.com/tdunning/t-digest/blob/07b8f2ca2be8d0a9f04df2feadad5ddc1bb73c88/docs/t-digest-paper/histo.pdf.
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Properties
| Versions | 0, 0.1, 0.2, 0.2.1, 0.2.1.1, 0.2.1.1, 0.3 |
|---|---|
| Change log | CHANGELOG.md |
| Dependencies | base (>=4.7 && <4.15), base-compat (>=0.10.1 && <0.12), binary (>=0.7.1.0 && <0.10), deepseq (>=1.3.0.2 && <1.5), reducers (>=3.12.2 && <3.13), semigroupoids (>=5.2.2 && <5.4), semigroups (>=0.18.4 && <0.20), transformers (>=0.3 && <0.6), vector (>=0.12.0.1 && <0.13), vector-algorithms (>=0.7.0.1 && <0.9) [details] |
| License | BSD-3-Clause |
| Author | Oleg Grenrus <oleg.grenrus@iki.fi> |
| Maintainer | Oleg Grenrus <oleg.grenrus@iki.fi> |
| Category | Numeric |
| Home page | https://github.com/phadej/haskell-tdigest#readme |
| Bug tracker | https://github.com/phadej/haskell-tdigest/issues |
| Source repo | head: git clone https://github.com/phadej/haskell-tdigest(tdigest) |
| Uploaded | by phadej at 2021-01-01T17:12:31Z |
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[back to package description]tdigest
A new data structure for accurate on-line accumulation of rank-based statistics such as quantiles and trimmed means.
See original paper: "Computing extremely accurate quantiles using t-digest" by Ted Dunning and Otmar Ertl
Synopsis
λ *Data.TDigest > median (tdigest [1..1000] :: TDigest 3)
Just 499.0090729817737
Benchmarks
Using 50M exponentially distributed numbers:
- average: 16s; incorrect approximation of median, mostly to measure prng speed
- sorting using
vector-algorithms: 33s; using 1000MB of memory - sparking t-digest (using some
par): 53s - buffered t-digest: 68s
- sequential t-digest: 65s
Example histogram
tdigest-simple -m tdigest -d standard -s 100000 -c 10 -o output.svg -i 34
cp output.svg example.svg
inkscape --export-png=example.png --export-dpi=80 --export-background-opacity=0 --without-gui example.svg
