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DESCRIPTION
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DESCRIPTION
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Package: tdigest
Type: Package
Title: Wicked Fast, Accurate Quantiles Using t-Digests
Version: 0.4.2
Date: 2024-06-19
Authors@R: c(
person("Bob", "Rudis", email = "[email protected]", role = c("aut", "cre"),
comment = c(ORCID = "0000-0001-5670-2640")),
person("Ted", "Dunning", role = "aut",
comment = "t-Digest algorithm; <https://github.com/tdunning/t-digest/>"),
person("Andrew", "Werner", role = "aut",
comment = "Original C+ code; <https://github.com/ajwerner/tdigest>")
)
Description: The t-Digest construction algorithm, by
Dunning et al., (2019) <doi:10.48550/arXiv.1902.04023>, uses a variant of 1-dimensional
k-means clustering to produce a very compact data structure that allows
accurate estimation of quantiles. This t-Digest data structure can be used
to estimate quantiles, compute other rank statistics or even to estimate
related measures like trimmed means. The advantage of the t-Digest over
previous digests for this purpose is that the t-Digest handles data with
full floating point resolution. The accuracy of quantile estimates produced
by t-Digests can be orders of magnitude more accurate than those produced
by previous digest algorithms. Methods are provided to create and update
t-Digests and retrieve quantiles from the accumulated distributions.
URL: https://git.sr.ht/~hrbrmstr/tdigest
BugReports: https://todo.sr.ht/~hrbrmstr/tdigest
Copyright: file inst/COPYRIGHTS
Encoding: UTF-8
License: MIT + file LICENSE
Suggests:
testthat,
covr,
spelling
Depends:
R (>= 3.5.0)
Imports:
magrittr,
stats
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.1
Language: en-US