How should accuracy be traded for size? A value of N here will give quantile errors almost always less than 3/N with considerably smaller errors expected for extreme quantiles. Conversely, you should expect to track about 5 N centroids for this accuracy.
How should accuracy be traded for size? A value of N here will give quantile errors almost always less than 3/N with considerably smaller errors expected for extreme quantiles.
How should accuracy be traded for size? A value of N here will give quantile errors almost always less than 3/N with considerably smaller errors expected for extreme quantiles. Conversely, you should expect to track about 5 N centroids for this accuracy.
Serializable wrapper over the TDigest