Hi, T-Digest (https://github.com/tdunning/t-digest) data-structure is another way of computing sketches, rank based statistics and trimmed means over numeric data. At my day job, we have been using a t-digest backed Druid aggregator module which generally has been working out well for the use cases of respective teams. I think it would be valuable to have T-Digest backed aggregators in Druid along with other sketch algorithms like moments and yahoo quantile sketches.
T-Digest has also been adopted by other projects including: Elastic Search - https://www.elastic.co/guide/en/elasticsearch/reference/current/search-aggregations-metrics-percentile-aggregation.html#search-aggregations-metrics-percentile-aggregation-approximation stream-lib ( https://github.com/addthis/stream-lib/blob/master/src/main/java/com/clearspring/analytics/stream/quantile/TDigest.java ) Apache Mahout - https://archive.cloudera.com/cdh5/cdh/5/mahout/mahout-math/org/apache/mahout/math/stats/TDigest.html I have been working on cleaning up and improving performance of the module and would like to contribute it. I would like to see what does the community think about it. Thanks, Samarth
