TDigest 1.0.2

There is a newer version of this package available.
See the version list below for details.
Install-Package TDigest -Version 1.0.2
dotnet add package TDigest --version 1.0.2
<PackageReference Include="TDigest" Version="1.0.2" />
For projects that support PackageReference, copy this XML node into the project file to reference the package.
paket add TDigest --version 1.0.2
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
#r "nuget: TDigest, 1.0.2"
#r directive can be used in F# Interactive, C# scripting and .NET Interactive. Copy this into the interactive tool or source code of the script to reference the package.
// Install TDigest as a Cake Addin
#addin nuget:?package=TDigest&version=1.0.2

// Install TDigest as a Cake Tool
#tool nuget:?package=TDigest&version=1.0.2
The NuGet Team does not provide support for this client. Please contact its maintainers for support.

T-Digest is an online percentile and quantile estimation algorithm that can be used to estimate highly accurate values of the median, 90th percentile, 99th percentile etc of a data set while only storing a small bounded fraction of the dataset. This is useful for computing percentiles on arbitrarily large data-sets, or streaming data. This is useful because true percentiles require having the entire data-set in sorted order, which isn't feasible for many situations. Original research paper on T-Digest can be found here:

Example usage:

using StatsLib;


TDigest digest = new TDigest();
Random r = new Random();
for (int i=0; i<1000000; i++) {

var median = digest.Quantile(.5);
var n90th = digest.Quantile(.9);
var n99th = digest.Quantile(.99);
var n999th = digest.Quantile(.999);

    • C5 (>=

NuGet packages (1)

Showing the top 1 NuGet packages that depend on TDigest:

Package Downloads

This package provides support for sending metrics, histograms and opentracing spans to Wavefront via proxy or direct ingestion.

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Version Downloads Last updated
1.0.8 71,258 4/21/2019
1.0.7 410 4/18/2019
1.0.6 34,198 6/23/2015
1.0.5 720 6/23/2015
1.0.4 890 6/23/2015
1.0.3 795 6/18/2015
1.0.2 1,399 6/16/2015

Fixed the Namespace name so it didn't collide with the TDigest class