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