I have seen t-digest. I"ll try to implement it after getting q-digest working and then try comparing them.
-- John On Monday, February 9, 2015 at 4:48:42 AM UTC-8, Stephen Lien wrote: > > 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 >
