tdigest: Wicked Fast, Accurate Quantiles Using t-Digests
The t-Digest construction algorithm, by Dunning et al., (2019) <doi:10.48550/arXiv.1902.04023>, uses a variant of 1-dimensional k-means clustering to produce a very compact data structure that allows accurate estimation of quantiles. This t-Digest data structure can be used to estimate quantiles, compute other rank statistics or even to estimate related measures like trimmed means. The advantage of the t-Digest over previous digests for this purpose is that the t-Digest handles data with full floating point resolution. The accuracy of quantile estimates produced by t-Digests can be orders of magnitude more accurate than those produced by previous digest algorithms. Methods are provided to create and update t-Digests and retrieve quantiles from the accumulated distributions.
| Version: | 0.4.2 |
| Depends: | R (≥ 3.5.0) |
| Imports: | magrittr, stats |
| Suggests: | testthat, covr, spelling |
| Published: | 2024-06-19 |
| DOI: | 10.32614/CRAN.package.tdigest |
| Author: | Bob Rudis  [aut,
cre] (<https://orcid.org/0000-0001-5670-2640>),
Ted Dunning [aut] (t-Digest algorithm;
<https://github.com/tdunning/t-digest/>),
Andrew Werner [aut] (Original C+ code;
<https://github.com/ajwerner/tdigest>) |
| Maintainer: | Bob Rudis <bob at rud.is> |
| BugReports: | https://todo.sr.ht/~hrbrmstr/tdigest |
| License: | MIT + file LICENSE |
| Copyright: | file inst/COPYRIGHTS tdigest copyright details |
| URL: | https://git.sr.ht/~hrbrmstr/tdigest |
| NeedsCompilation: | yes |
| Language: | en-US |
| CRAN checks: | tdigest results |
Documentation:
| Reference manual: | tdigest.pdf |
Downloads:
| Package source: | tdigest_0.4.2.tar.gz |
| Windows binaries: | r-devel: tdigest_0.4.2.zip, r-release: tdigest_0.4.2.zip, r-oldrel: tdigest_0.4.2.zip |
| macOS binaries: | r-release (arm64): tdigest_0.4.2.tgz, r-oldrel (arm64): tdigest_0.4.2.tgz, r-release (x86_64): tdigest_0.4.2.tgz, r-oldrel (x86_64): tdigest_0.4.2.tgz |
| Old sources: | tdigest archive |
Reverse dependencies:
| Reverse depends: | meboot |
| Reverse imports: | PAMscapes |
Linking:
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