TDigest

@Serializable

@SerialName(value = "TDigest")

data class TDigest(val compression: Double = 100.0, val probabilities: List<Double> = listOf(0.5, 0.75, 0.9, 0.95, 0.99, 0.999)) : SeriesStatSpec<TDigestResult> (source)

Spec for TDigestStat: streaming t-digest quantile sketch.

Constructors

constructor(compression: Double = 100.0, probabilities: List<Double> = listOf(0.5, 0.75, 0.9, 0.95, 0.99, 0.999))(source)

Compression parameter; lower = more clusters, tighter quantiles, more memory.

Quantiles to evaluate at read time.