This is an implementation of Ted Dunning's t-digest in Go.
The implementation is based off Derrick Burns' C++ implementation.
package main
import (
"log"
"github.com/influxdata/tdigest"
)
func main() {
td := tdigest.NewWithCompression(1000)
for _, x := range []float64{1, 2, 3, 4, 5, 5, 4, 3, 2, 1} {
td.Add(x, 1)
}
// Compute Quantiles
log.Println("50th", td.Quantile(0.5))
log.Println("75th", td.Quantile(0.75))
log.Println("90th", td.Quantile(0.9))
log.Println("99th", td.Quantile(0.99))
// Compute CDFs
log.Println("CDF(1) = ", td.CDF(1))
log.Println("CDF(2) = ", td.CDF(2))
log.Println("CDF(3) = ", td.CDF(3))
log.Println("CDF(4) = ", td.CDF(4))
log.Println("CDF(5) = ", td.CDF(5))
}
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