Online.Quantiles

Documentation

tDigest :: Fold Double (TDigest 25)

a raw non-online tdigest fold

tDigestQuantiles :: [Double] -> Fold Double [Double]

non-online version

tDigestHist :: Fold Double (Maybe (NonEmpty HistBin))

non-online version

data OnlineTDigest

Constructors

OnlineTDigest

Fields

• td :: TDigest 25
• tdN :: Int
• tdRate :: Double

Instances

Show OnlineTDigest

Methods

showsPrec :: Int -> OnlineTDigest -> ShowS

show :: OnlineTDigest -> String

showList :: [OnlineTDigest] -> ShowS

onlineQuantiles :: Double -> [Double] -> Fold Double [Double]

decaying quantiles based on the tdigest library

median :: Double -> Fold Double Double

onlineDigitize :: Double -> [Double] -> Fold Double Int

onlineDigestHist :: Double -> Fold Double (Maybe (NonEmpty HistBin))

decaying histogram based on the tdigest library