kumulant

TDigest

@Serializable
@SerialName(value = "TDigest")
data class TDigest(val compression: Double = StatDefaults.TDIGEST_COMPRESSION, val probabilities: List<Double> = StatDefaults.quantileProbabilities().toList()) : SeriesStatSpec<TDigestResult> (source)

Spec for TDigestStat: streaming t-digest quantile sketch.

Constructors

TDigest

constructor(compression: Double = StatDefaults.TDIGEST_COMPRESSION, probabilities: List<Double> = StatDefaults.quantileProbabilities().toList())(source)

Properties

compression

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

probabilities

Quantiles to evaluate at read time.