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) : HasObservationCount(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.

Cumulative weight of observations folded into this result.

Centroid weights, parallel to means.

True when no observation has been folded in, so every other field is a placeholder.

open operator override fun equals(other: Any?): Boolean(source)

open override fun hashCode(): Int(source)

open override fun toString(): String(source)

Convert centroids to a sparse histogram with bins centered on each centroid.