Details
Description
Implementation of Ted Dunning's paper and initial work on this subject. See https://github.com/tdunning/tdigest/blob/master/docs/theory/tdigestpaper/histo.pdf for the paper.
An online algorithm for computing approximations of rankbased statistics that allows controllable accuracy. This algorithm can also be used to compute hybrid statistics such as trimmed means in addition to computing arbitrary quantiles.
Issue Links
 relates to

SOLR5302 Analytics Component
 Closed
Patch created from Ted's github repo at https://github.com/tdunning/tdigest