TDigest 1.0.2

There is a newer version of this package available.
See the version list below for details.

dotnet add package TDigest --version 1.0.2

NuGet\Install-Package TDigest -Version 1.0.2

This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.

<PackageReference Include="TDigest" Version="1.0.2" />

For projects that support PackageReference, copy this XML node into the project file to reference the package.

paket add TDigest --version 1.0.2

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

#r "nuget: TDigest, 1.0.2"

#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.

// Install TDigest as a Cake Addin
#addin nuget:?package=TDigest&version=1.0.2

// Install TDigest as a Cake Tool
#tool nuget:?package=TDigest&version=1.0.2

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

T-Digest is an online percentile and quantile estimation algorithm that can be used to estimate highly accurate values of the median, 90th percentile, 99th percentile etc of a data set while only storing a small bounded fraction of the dataset. This is useful for computing percentiles on arbitrarily large data-sets, or streaming data. This is useful because true percentiles require having the entire data-set in sorted order, which isn't feasible for many situations. Original research paper on T-Digest can be found here:

https://github.com/tdunning/t-digest/blob/master/docs/t-digest-paper/histo.pdf

Example usage:

using StatsLib;

...

TDigest digest = new TDigest();
Random r = new Random();
for (int i=0; i<1000000; i++) {
digest.Add(r.NextDouble());
}

var median = digest.Quantile(.5);
var n90th = digest.Quantile(.9);
var n99th = digest.Quantile(.99);
var n999th = digest.Quantile(.999);

Product	Compatible and additional computed target framework versions.
.NET Framework	net is compatible.

Compatible target framework(s)

Included target framework(s) (in package)

Learn more about Target Frameworks and .NET Standard.

- C5 (>= 2.3.0.1)

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version	Downloads	Last updated
1.0.8	271,345	4/21/2019
1.0.7	747	4/18/2019
1.0.6	44,876	6/23/2015
1.0.5	1,115	6/23/2015
1.0.4	1,351	6/23/2015
1.0.3	1,209	6/18/2015
1.0.2	1,975	6/16/2015

Fixed the Namespace name so it didn't collide with the TDigest class