td_create {tdigest}

Allocate a new histogram

Description

Allocate a new histogram

Usage

td_create(compression = 100)

is_tdigest(td)

Arguments

compression

the input compression value; should be >= 1.0; this will control how aggressively the t-Digest compresses data together. The original t-Digest paper suggests using a value of 100 for a good balance between precision and efficiency. It will land at very small (think like 1e-6 percentile points) errors at extreme points in the distribution, and compression ratios of around 500 for large data sets (~1 million datapoints). Defaults to 100.

td

t-digest object

Value

a tdigest object

References

Computing Extremely Accurate Quantiles Using t-Digests

Examples

td <- td_create(10)