Have you seen t-digest <https://github.com/tdunning/t-digest> ? Per the link: it handles doubles, uses less memory, and more accurate. There is java code and a paper at the link.
StreamingStats is a great addition to Julia! - Stephen
Have you seen t-digest <https://github.com/tdunning/t-digest> ? Per the link: it handles doubles, uses less memory, and more accurate. There is java code and a paper at the link.
StreamingStats is a great addition to Julia! - Stephen