Package: tdigest
Type: Package
Title: Wicked Fast, Accurate Quantiles Using t-Digests
Version: 0.4.3
Date: 2026-05-05
Authors@R: c(
person("Bob", "Rudis", email = "bob@rud.is", role = c("aut", "cre"),
comment = c(ORCID = "0000-0001-5670-2640")),
person("Ted", "Dunning", role = "aut",
comment = "t-Digest algorithm; "),
person("Andrew", "Werner", role = "aut",
comment = "Original C+ code; ")
)
Description: The t-Digest construction algorithm, by Dunning, (2019)
, 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.
URL: https://git.sr.ht/~hrbrmstr/tdigest
BugReports: https://todo.sr.ht/~hrbrmstr/tdigest
Copyright: file inst/COPYRIGHTS
Encoding: UTF-8
License: MIT + file LICENSE
Suggests: testthat, covr, spelling
Depends: R (>= 3.5.0)
Imports: magrittr, stats
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.1
Language: en-US
Repository: https://hrbrmstr.r-universe.dev
Date/Publication: 2026-05-05 13:40:07 UTC
RemoteUrl: https://github.com/hrbrmstr/tdigest
RemoteRef: HEAD
RemoteSha: a007e203884bf84c309b88d79d998b58f354b529
NeedsCompilation: yes
Packaged: 2026-07-05 05:54:12 UTC; root
Author: Bob Rudis [aut, cre] (ORCID: ),
Ted Dunning [aut] (t-Digest algorithm;
),
Andrew Werner [aut] (Original C+ code;
)
Maintainer: Bob Rudis