Data.Mealy.Quantiles
Description
Mealy quantile statistics.
median :: Double -> Mealy Double Double Source #
Mealy median using tdigest
tdigest
The tdigest algorithm works best at extremes and can be unreliable in the centre.
quantiles :: Double -> [Double] -> Mealy Double [Double] Source #
Mealy quantiles based on the tdigest library
digitize :: Double -> [Double] -> Mealy Double Int Source #
A mealy that computes the running quantile bucket. For example, in a scan, digitize 0.9 [0,0.5,1] returns:
digitize 0.9 [0,0.5,1]