Crate sketches_ddsketch

This crate provides a direct port of the Golang DDSketch implementation to Rust. All efforts have been made to keep this as close to the original implementation as possible, with a few tweaks to get closer to idiomatic Rust.

Usage

Add multiple samples to a DDSketch and invoke the quantile method to pull any quantile from 0.0 to 1.0.

use sketches_ddsketch::{Config, DDSketch};

let c = Config::defaults();
let mut d = DDSketch::new(c);

d.add(1.0);
d.add(1.0);
d.add(1.0);

let q = d.quantile(0.50).unwrap();

assert!(q < Some(1.01));
assert!(q > Some(0.99));

Sketches can also be merged.

use sketches_ddsketch::{Config, DDSketch};

let c = Config::defaults();
let mut d1 = DDSketch::new(c);
let mut d2 = DDSketch::new(c);

d1.add(1.0);
d2.add(2.0);
d2.add(2.0);

d1.merge(&d2);

assert_eq!(d1.count(), 3);

Structs

• Config
  The configuration struct for constructing a DDSketch
• DDSketch
  This struct represents a DDSketch

Enums

• DDSketchError
  General error type for DDSketch, represents either an invalid quantile or an incompatible merge operation.