Data.Mealy.Quantiles

Mealy quantile statistics.

Documentation

median :: Double -> Mealy Double Double

Mealy median using tdigest

The tdigest algorithm works best at extremes and can be unreliable in the centre.

quantiles :: Double -> [Double] -> Mealy Double [Double]

Mealy quantiles based on the tdigest library

digitize :: Double -> [Double] -> Mealy Double Int

A mealy that computes the running quantile bucket. For example, in a scan, digitize 0.9 [0.5] returns:

• 0 if the current value is less than the current mealy median.
• 1 if the current value is greater than the current mealy median.

signalize :: Double -> [Double] -> Mealy Double Double

transform an input to a [0,1] signal, via digitalization.