jpountz/t-digest — pull request #1 by oertl (2014-12-31 17:40:04+00:00)
Title: Improvements of t-digest batch

This is a first refactoring that divides the merge operation into 2 steps, demonstrating my idea from https://github.com/tdunning/t-digest/pull/31:
1) calculation of the "fill levels"
2) and partitioning of the centroids
Both steps might be improved in future. The calculation of the fill levels could be optimized. Furthermore, if one chooses another scaling law as sqrt(q x (1-q)) instead of q x (1-q) the calculation of the fill levels will be different. The partitioning step can also be improved. One could use another partition algorithm, if strict memory bounds are required instead of fixed accuracy.