Package: tdigest-cffi
t-digest CFFIt-digestis a data structure
for accurate on-line accumulation of rank-based statistics such as
quantiles and trimmed means, designed byTed
Dunning.The t-digest construction algorithm uses a variant of 1-dimensional
k-means clustering to produce a data structure that is related to the
Q-digest. This t-digest data structure can be used to estimate quantiles
or compute other rank statistics. The advantage of the t-digest over the
Q-digest is that the t-digest can handle floating point values while the
Q-digest is limited to integers. With small changes, the t-digest can
handle any values from any ordered set that has something akin to a
mean. The accuracy of quantile estimates produced by t-digests can be
orders of magnitude more accurate than those produced by Q-digests in
spite of the fact that t-digests are more compact when stored on disk.This package provides tested, performant, thread-safePython 3CFFI
bindings to an adapted implementation of t-digest byUsman
Masoodoriginally written forredis-tdigest.InstallationYou can install this package usingpipor the includedsetup.pyscript:# Using pip
pip install tdigest-cffi

# Using setup.py
python setup.py installUsagefromtdigestimportTDigest,RawTDigest# Thread-safe instance with default compression factordigest=TDigest()# Raw instance with default compression factordigest=RawTDigest()# Thread-safe instance with a custom compression factordigest=TDigest(compression=500)# Digest compressioncompression=digest.compression# Digest weightweight=digest.weight# Centroid countcentroid_count=digest.centroid_count# Compression countcompression_count=digest.compression_count# Insertion with unit weightdigest.insert(1000)# Insertion with custom weightdigest.insert(1000,2)# 99th percentile calculationquantile=digest.quantile(0.99)percentile=digest.percentile(99)# Cumulative distribution functioncdf=digest.cdf(1000)# P(X <= 1000)# Centroid extractionforcentroidindigest.centroids():print(centroid.mean,centroid.weight)# Digest mergingother=TDigest()other.insert(42)digest.merge(other)LicenseBSD 3-Clause License

Copyright (c) 2018, Phil Demetriou
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