tquantile {tdigest}

Calculate sample quantiles from a t-Digest

Description

Calculate sample quantiles from a t-Digest

Usage

tquantile(td, probs)

## S3 method for class 'tdigest'
quantile(x, probs = seq(0, 1, 0.25), ...)

Arguments

td

t-Digest object

probs

numeric vector of probabilities with values in range 0:1

x

numeric vector whose sample quantiles are wanted

...

unused

Value

a numeric vector containing the requested quantile values

References

Computing Extremely Accurate Quantiles Using t-Digests

Examples

set.seed(1492)
x <- sample(0:100, 1000000, replace = TRUE)
td <- tdigest(x, 1000)
tquantile(td, c(0, .01, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 0.99, 1))
quantile(td)