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commit 338d7622167e0b9f2852a80e6a5187aa0cf3b750
Author: buildbot <[email protected]>
AuthorDate: Tue Oct 29 20:58:45 2024 +0000

    Automatic Site Publish by Buildbot
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diff --git a/output/docs/tdigest/tdigest.html b/output/docs/tdigest/tdigest.html
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Items Sketches</a></li>
+      <li><a 
href="/docs/Frequency/FrequencySketches.html#frequent-distinct-tuples-sketches">•Frequent
 Distinct Tuples Sketches</a></li>
+    </div>
+
+    <p id="quantiles-and-histograms">
+      <a data-toggle="collapse" class="menu collapsed" 
href="#collapse_quantiles_and_histograms">Quantiles And Histograms</a>
+    </p>
+    <div class="collapse" id="collapse_quantiles_and_histograms">
+      <li><a href="/docs/QuantilesAll/QuantilesOverview.html">•Quantiles 
Overview</a></li>
+      <li><a href="/docs/KLL/KLLSketch.html">•KLL Sketches</a></li>
+      <li><a href="/docs/Quantiles/ClassicQuantilesSketch.html">•Classic 
Quantiles Sketches</a></li>
+      <li><a href="/docs/REQ/ReqSketch.html">•REQ Floats Sketch</a></li>
+    </div>
+
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+      <a data-toggle="collapse" class="menu collapsed" 
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+      <li><a href="/docs/Sampling/VarOptSamplingSketches.html">•VarOpt 
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Sketches in Apache Hive</a></li>
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+<h1 id="t-digest-overview">t-digest overview</h1>
+
+<p>This is an algorithm and data structure for estimating ranks and quantiles 
of distributions of numerical values.</p>
+
+<p>The implementation in this library is based on the MergingDigest in 
following <a href="https://github.com/tdunning/t-digest";>reference 
implementation</a>.</p>
+
+<p>The implementation in this library has a few differences from the reference 
implementation:</p>
+
+<ul>
+  <li>merge does not modify the input</li>
+  <li>serialization similar to other sketches in this library, although 
reading the reference implementation format is supported</li>
+  <li>C++ template implementation for float and double types</li>
+</ul>
+
+<p>Unlike all other algorithms in the library, t-digest is empirical and has 
no mathematical basis for estimating its error and its results are dependent on 
the input data. However, for many common data distributions, it can produce 
excellent results.</p>
+
+<p>The library contains a few different quantile sketches for estimating 
distributions (ranks and quantiles). All other quantile skeches can handle 
arbitrary comparable types and always retain a small set of items from the 
input stream. All queries that return approximations in the input domain return 
one of the retained items from the input. t-digest is different: it works on 
numeric data only (floating point types), retains and returns values not 
necessarilly seen in the input (interpo [...]
+
+<p>The closest alternative to t-digest in this library is <a 
href="https://datasketches.apache.org/docs/REQ/ReqSketch.html";>REQ sketch</a>. 
It prioritizes one chosen side of the rank domain: either low rank accuracy or 
high rank accuracy. t-digest (in this implementation) prioritizes both ends of 
the rank domain and has lower accuracy towards the middle of the rank domain 
(median).</p>
+
+<p>Measurements show that t-digest is slightly biased (tends to underestimate 
low ranks and overestimate high ranks), while still doing very well close to 
the extremes. The effect seems to be more pronounced with more input values:</p>
+
+<p><img class="doc-img-full" 
src="/docs/img/tdigest/tdigest_err_vs_rank_k100_n2e10.png" 
alt="ErrorVsRank2e10" /></p>
+
+<p><img class="doc-img-full" 
src="/docs/img/tdigest/tdigest_err_vs_rank_k100_n2e15.png" 
alt="ErrorVsRank2e15" /></p>
+
+<p><img class="doc-img-full" 
src="/docs/img/tdigest/tdigest_err_vs_rank_k100_n2e20.png" 
alt="ErrorVsRank2e20" /></p>
+
+<p><img class="doc-img-full" 
src="/docs/img/tdigest/tdigest_err_vs_rank_k100_n2e25.png" 
alt="ErrorVsRank2e25" /></p>
+
+<p>Rank error vs stream size:</p>
+
+<p><img class="doc-img-full" 
src="/docs/img/tdigest/tdigest_rank_error_k100.png" alt="RankErrorK100" /></p>
+
+<p>Comparisons with REQ sketch:</p>
+
+<p><img class="doc-img-full" src="/docs/img/tdigest/tdigest_vs_req_memory.png" 
alt="TDigestVsReqMemory" /></p>
+
+<p><img class="doc-img-full" 
src="/docs/img/tdigest/tgigest_vs_req_serialized_size.png" 
alt="TDigestVsReqSeializedSize" /></p>
+
+<p><img class="doc-img-full" 
src="/docs/img/tdigest/tdigest_vs_req_rank_error_0.99.png" 
alt="TDigestVsReq0.99" /></p>
+
+<p><img class="doc-img-full" 
src="/docs/img/tdigest/tdigest_vs_req_hra_exp_1.5.png" 
alt="TDigestVsReqHRAexp1.5" /></p>
+
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+
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+          Licensed under the Apache License, Version 2.0. All Rights Reserved.
+          | <a 
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