Section navigation

Public classSealed TDigest

Namespace
Rowles.LeanCorpus.Search.Aggregations
Assembly
Rowles.LeanCorpus.dll

Mergeable t-digest with a tail-aware, bounded centroid-weight scale constraint.

public sealed class TDigest
Inheritance
TDigest

Public constructor TDigest(int)

Initialises a digest with compression from 20 to 1,000.

Public field DefaultCompression

Default compression. Higher values improve tail accuracy at the cost of centroid memory.

Public property Compression

Gets the compression setting.

Public property Count

Gets the total recorded weight.

Public method Add(double, double)

Adds one finite value.

Public method Compress()

Compresses pending centroids with tail-aware cluster limits.

Public method MergeFrom(TDigest)

Merges another digest with the same compression.

Public method Quantile(double)

Returns a quantile in the inclusive range 0 to 1.