Module tdigest

An implementation of the TDigest sketch algorithm providing approximate quantile calculations.

The TDigest code in this module is modified from https://github.com/MnO2/t-digest, itself a rust reimplementation of Facebook’s Folly TDigest implementation.

Alterations include reduction of runtime heap allocations, broader type support, (de-)serialisation support, reduced type conversions and null value tolerance.

Structs

• Centroid
  Centroid implementation to the cluster mentioned in the paper.
• TDigest
  T-Digest to be operated on.

Constants

• DEFAULT_MAX_SIZE

Traits

• TryIntoF64
  This trait is implemented for each type a TDigest can operate on, allowing it to support both numerical rust types (obtained from PrimitiveArray instances), and ScalarValue instances.