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Merge pull request #2 from bluemoon/patch-1
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CamDavidsonPilon committed Mar 31, 2015
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# tdigest
### Efficient percentile esimation of streaming or distributed data
### Efficient percentile estimation of streaming or distributed data

This is a Python implementation of Ted Dunning's [t-digest](https://github.com/tdunning/t-digest) data structure. The t-digest data structure is designed around computing accurate estimates from either streaming data, or distributed data. These estimates are percentiles, quantiles, trimmed means, etc. Two t-digests can be added, making the data structure ideal for map-reduce settings, and can be serialized into much less than 10kB (instead of storing the entire list of data).

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