sketches

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)