Data.TDigest.Postprocess

TDigest postprocessing functions.

These are re-exported from Data.TDigest module.

Histogram

histogram :: TDigest comp -> [HistBin]

Calculate histogram based on the TDigest.

data HistBin

Histogram bin

Constructors

HistBin

Fields

• hbMin :: !Double

  lower bound

• hbMax :: !Double

  upper bound

• 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

Quantiles

median :: TDigest comp -> Maybe Double

Median, i.e. quantile 0.5.

quantile :: Double -> TDigest comp -> Maybe Double

Calculate quantile of a specific value.

CDF

cdf :: Double -> TDigest comp -> Double

Cumulative distribution function.

Note: if this is the only thing you need, it's more efficient to count this directly.

icdf :: Double -> TDigest comp -> Maybe Double

Alias of quantile.