4 packages tagged with “Quantile”
Streaming Percentile Estimation
.NET Implementation of the relatively new T-Digest quantile estimation algorithm. Useful for calculating highly accurate Quantiles or Percentiles from on-line streaming data, or data-sets that are too large to store in memory and sort, which is required to calculate the true quantile.
Commmon Library collecting multiple quantile algorithms for streaming data, concurrent and easy to use.
Support high-performance ranking of an generic List of values in a window of size N where a new value is added to the right side of the window and the oldest one is removed from the left side of the window.