TDigest (nuget): T-Digest is a relatively new 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 constant fraction of the dataset. This is useful for computing percentiles on arbitrarily large data-sets, or streaming data.
Keywords: Average|percentile|quantile|tdigest|t-digest|statistics|stats|median|outlier|average|online|streaming|Min|Max