tdunning/t-digest — pull request #22 by jpountz (2014-04-28 11:39:59+00:00)
Title: Add a Caliper benchmark.

Here are results of this benchmark on my machine:
https://microbenchmarks.appspot.com/runs/d36c7051-08ae-46c6-9b77-d668e9a6dac5#r:scenario.benchmarkSpec.methodName,scenario.benchmarkSpec.parameters.compression,scenario.benchmarkSpec.parameters.distributionFactory,scenario.benchmarkSpec.parameters.tdigestFactory

It suggests several things:
- TreeDigest is very slow,
- ArrayDigest is slow on high values of compression (as expected),
- AVLTreeDigest is slightly faster than ArrayDigest on average, and better reacts to worst cases (sequential points),
- if you need to frequently compute quantiles, AVLTreeDigest is your best option.