TDigestResult

@Serializable

@SerialName(value = "TDigestResult")

data class TDigestResult(val probabilities: DoubleArray, val quantiles: DoubleArray, val means: DoubleArray, val weights: DoubleArray, val totalWeight: Double, val compression: Double) : Result(source)

T-digest snapshot: means/weights are the centroid arrays sorted by mean, with quantiles precomputed for probabilities via CDF inversion.

Constructors

constructor(probabilities: DoubleArray, quantiles: DoubleArray, means: DoubleArray, weights: DoubleArray, totalWeight: Double, compression: Double)(source)

T-digest compression parameter; lower = more centroids, tighter quantiles.

Centroid means sorted ascending; parallel to weights.

Probabilities at which quantiles are evaluated; parallel to quantiles.

Estimated quantile values, parallel to probabilities.

Cumulative observation weight folded in.

Centroid weights, parallel to means.