NuGet Gallery Feed for TDigestStreaming Percentile Estimationhttps://www.nuget.org/packages/TDigest/2019-04-21T00:37:06Zhttps://www.nuget.org/packages/TDigest/1.0.8TDigest 1.0.82019-04-21T00:32:56Z2019-04-21T00:37:06Zgreatgrahambinihttps://www.nuget.org/profiles/greatgrahambiniStreaming Percentile Estimationhttps://www.nuget.org/packages/TDigest/1.0.7TDigest 1.0.72019-04-18T05:51:18Z2019-04-18T17:42:05Zgreatgrahambinihttps://www.nuget.org/profiles/greatgrahambiniStreaming Percentile Estimationhttps://www.nuget.org/packages/TDigest/1.0.6TDigest 1.0.62015-06-23T06:17:49Z2018-12-02T05:06:42Zgreatgrahambinihttps://www.nuget.org/profiles/greatgrahambiniT-Digest is a relatively new 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 constant fraction of the dataset. This is useful for computing percentiles on arbitrarily large data-sets, or streaming data.https://www.nuget.org/packages/TDigest/1.0.5TDigest 1.0.52015-06-23T05:56:03Z2018-12-02T05:06:43Zgreatgrahambinihttps://www.nuget.org/profiles/greatgrahambiniT-Digest is a relatively new 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 constant fraction of the dataset. This is useful for computing percentiles on arbitrarily large data-sets, or streaming data.https://www.nuget.org/packages/TDigest/1.0.4TDigest 1.0.42015-06-23T05:32:11Z2018-12-02T05:06:37Zgreatgrahambinihttps://www.nuget.org/profiles/greatgrahambiniT-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 constant fraction of the dataset. This is useful for computing percentiles on arbitrarily large data-sets, or streaming data.https://www.nuget.org/packages/TDigest/1.0.3TDigest 1.0.32015-06-18T00:37:04Z2018-12-02T05:06:38Zgreatgrahambinihttps://www.nuget.org/profiles/greatgrahambiniT-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 constant fraction of the dataset. This is useful for computing percentiles on arbitrarily large data-sets, or streaming data.https://www.nuget.org/packages/TDigest/1.0.2TDigest 1.0.22015-06-16T23:36:17Z2018-12-02T05:06:40Zgreatgrahambinihttps://www.nuget.org/profiles/greatgrahambiniT-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:
https://github.com/tdunning/t-digest/blob/master/docs/t-digest-paper/histo.pdf
Example usage:
using StatsLib;
...
TDigest digest = new TDigest();
Random r = new Random();
for (int i=0; i<1000000; i++) {
digest.Add(r.NextDouble());
}
var median = digest.Quantile(.5);
var n90th = digest.Quantile(.9);
var n99th = digest.Quantile(.99);
var n999th = digest.Quantile(.999);