Package: tdigest 0.4.2
tdigest: Wicked Fast, Accurate Quantiles Using t-Digests
The t-Digest construction algorithm, by Dunning et al., (2019) <doi:10.48550/arXiv.1902.04023>, uses a variant of 1-dimensional k-means clustering to produce a very compact data structure that allows accurate estimation of quantiles. This t-Digest data structure can be used to estimate quantiles, compute other rank statistics or even to estimate related measures like trimmed means. The advantage of the t-Digest over previous digests for this purpose is that the t-Digest handles data with full floating point resolution. The accuracy of quantile estimates produced by t-Digests can be orders of magnitude more accurate than those produced by previous digest algorithms. Methods are provided to create and update t-Digests and retrieve quantiles from the accumulated distributions.
Authors:
tdigest_0.4.2.tar.gz
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tdigest.pdf |tdigest.html✨
tdigest/json (API)
# Install 'tdigest' in R: |
install.packages('tdigest', repos = c('https://hrbrmstr.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/hrbrmstr/tdigest/issues
Last updated 3 months agofrom:e52b746007. Checks:OK: 8 NOTE: 1. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Aug 18 2024 |
R-4.5-win-x86_64 | OK | Aug 18 2024 |
R-4.5-linux-x86_64 | NOTE | Aug 18 2024 |
R-4.4-win-x86_64 | OK | Aug 18 2024 |
R-4.4-mac-x86_64 | OK | Aug 18 2024 |
R-4.4-mac-aarch64 | OK | Aug 18 2024 |
R-4.3-win-x86_64 | OK | Aug 18 2024 |
R-4.3-mac-x86_64 | OK | Aug 18 2024 |
R-4.3-mac-aarch64 | OK | Aug 18 2024 |
Exports:%>%as_tdigestis_tdigesttd_addtd_createtd_mergetd_quantile_oftd_total_counttd_value_attdigesttquantile
Dependencies:magrittr
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Serialize a tdigest object to an R list or unserialize a serialized tdigest list back into a tdigest object | as.list.tdigest as_tdigest |
Add a value to the t-Digest with the specified count | td_add |
Allocate a new histogram | is_tdigest td_create |
Merge one t-Digest into another | td_merge |
Return the quantile of the value | td_quantile_of |
Total items contained in the t-Digest | length.tdigest td_total_count |
Return the value at the specified quantile | td_value_at [.tdigest |
Calculate sample quantiles from a t-Digest | quantile.tdigest tquantile |