dunning-t-digest: Dunning t-digest for online quantile estimation

[ bsd3, data, library, program, statistics ] [ Propose Tags ] [ Report a vulnerability ]

A pure functional implementation of the Dunning t-digest data structure (merging digest variant, K1 arcsine scale function) using finger trees with four-component monoidal measures for O(log n) insertion and queries. . Also provides a mutable variant backed by mutable vectors in the ST monad. . The t-digest provides streaming, mergeable, memory-bounded approximation of quantile (percentile) queries with high accuracy in the tails. . Features: . * O(log n) insertion via split-by-mean (no buffering needed) * O(log n) quantile queries via split-by-cumulative-weight * O(log n) CDF queries via split-by-mean * O(δ log n) compression via split-based greedy merge * O(1) total weight, centroid count, and chunk mean computation * Mutable variant with O(1) amortized insertion via buffering

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[Last Documentation]

  • Data
    • Sketch
      • Data.Sketch.TDigest
        • Data.Sketch.TDigest.Mutable

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Versions [RSS] 0.1.0.0, 0.1.0.1
Change log CHANGELOG.md
Dependencies base (>=4.16 && <5), dunning-t-digest, fingertree (>=0.1 && <0.2), vector (>=0.12 && <0.14) [details]
Tested with ghc ==9.14.1
License BSD-3-Clause
Copyright (c) 2025 Nadia Yvette Chambers
Author Nadia Yvette Chambers
Maintainer nadia.yvette.chambers@gmail.com
Uploaded by nyc at 2026-03-12T09:04:54Z
Category Data, Statistics
Source repo head: git clone https://github.com/NadiaYvette/t-digest.git(haskell)
Distributions
Executables dunning-t-digest-bench, dunning-t-digest-demo
Downloads 2 total (2 in the last 30 days)
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Status Docs not available [build log]
All reported builds failed as of 2026-03-12 [all 2 reports]