Data.TDigest.NonEmpty

This is non empty version of TDigest, i.e. this is not a Monoid, but on the other hand, quantile returns Double not Maybe Double.

See Data.TDigest for documentation. The exports should be similar, sans non-Maybe results.

Examples

>>> quantile 0.99 (tdigest (1 :| [2..1000]) :: TDigest 25)
990.5

>>> quantile 0.99 (tdigest (1 :| [2..1000]) :: TDigest 3)
989.0...

t-Digest is more precise in tails, especially median is imprecise:

>>> median (forceCompress $ tdigest (1 :| [2..1000]) :: TDigest 25)
497.6...

Construction

data TDigest comp

Instances

KnownNat comp => Reducer Double (TDigest comp)

Methods

unit :: Double -> TDigest comp

snoc :: TDigest comp -> Double -> TDigest comp

cons :: Double -> TDigest comp -> TDigest comp

Show (TDigest comp)

Methods

showsPrec :: Int -> TDigest comp -> ShowS

show :: TDigest comp -> String

showList :: [TDigest comp] -> ShowS

KnownNat comp => Semigroup (TDigest comp)

Methods

(<>) :: TDigest comp -> TDigest comp -> TDigest comp

sconcat :: NonEmpty (TDigest comp) -> TDigest comp

stimes :: Integral b => b -> TDigest comp -> TDigest comp

KnownNat comp => Binary (TDigest comp)

Methods

put :: TDigest comp -> Put

get :: Get (TDigest comp)

putList :: [TDigest comp] -> Put

NFData (TDigest comp)

Methods

rnf :: TDigest comp -> ()

tdigest :: (Foldable1 f, KnownNat comp) => f Double -> TDigest comp

Population

singleton :: KnownNat comp => Double -> TDigest comp

insert :: KnownNat comp => Double -> TDigest comp -> TDigest comp

insert' :: KnownNat comp => Double -> TDigest comp -> TDigest comp

Compression

compress :: forall comp. KnownNat comp => TDigest comp -> TDigest comp

forceCompress :: forall comp. KnownNat comp => TDigest comp -> TDigest comp

Statistics

totalWeight :: TDigest comp -> Weight

minimumValue :: TDigest comp -> Mean

maximumValue :: TDigest comp -> Mean

Histogram

histogram :: TDigest comp -> NonEmpty HistBin

data HistBin

Histogram bin

Constructors

HistBin

Fields

• hbMin :: !Double

  lower bound

• hbMax :: !Double

  upper bound

• hbValue :: !Double

  original value: (mi + ma) / 2

• hbWeight :: !Double

  weight ("area" of the bar)

• hbCumWeight :: !Double

  weight from the right

Instances

Show HistBin

Methods

showsPrec :: Int -> HistBin -> ShowS

show :: HistBin -> String

showList :: [HistBin] -> ShowS

Percentile

median :: TDigest comp -> Double

quantile :: Double -> TDigest comp -> Double

Mean & variance

mean :: TDigest comp -> Double

variance :: TDigest comp -> Double

stddev :: TDigest comp -> Double

CDF

cdf :: Double -> TDigest comp -> Double

icdf :: Double -> TDigest comp -> Double

Alias of quantile.