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It's possible to merge two tdigest structs? #23

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diegobernardes opened this issue Nov 11, 2019 · 1 comment
Open

It's possible to merge two tdigest structs? #23

diegobernardes opened this issue Nov 11, 2019 · 1 comment

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@diegobernardes
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diegobernardes commented Nov 11, 2019

I don't have the mathematical background to answer this question, but it's possible to merge two tdigest structs and keep the same or similar results as if all the values were computed into a single struct?

I'm working in a distributed application and would be nice to be possible to do the process on multiple nodes, later we could shuffle the results around and merge them.

@diegobernardes
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diegobernardes commented Nov 12, 2019

image

Yes, it's possible. https://github.com/tdunning/t-digest/

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