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.
Combine two t-digests to yield a new digest
Combine two t-digests to yield a new digest
the left-hand t-digest operand
the right hand t-digest
a sketch resolution parameter.
sketch in discrete distribution mode up to this number of unique values. Defaults to zero; normal continuous mode.
the sum of left and right digests, defined as their aggregation
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.
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.
Obtain an empty t-digest
Obtain an empty t-digest
a sketch resolution parameter.
sketch in discrete distribution mode up to this number of unique values. Defaults to zero; normal continuous mode.
The expected number of clusters will vary (roughly) as (50/delta)
,Smaller values of delta yield sketches with more clusters, and higher resolution
Sketch some data with a t-digest
Sketch some data with a t-digest
The data elements to sketch
The sketch resolution parameter.
sketch in discrete distribution mode up to this number of unique values. Defaults to zero; normal continuous mode.
A t-digest sketch of the input data
The expected number of clusters will vary (roughly) as (50/delta)
,Smaller values of delta yield sketches with more clusters, and higher resolution
Factory functions for TDigest