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README.md

isarn-sketches

Sketching data structures

API documentation

https://isarn.github.io/isarn-sketches/latest/api/

Compatibility

isarn-sketches can operate with Algebird via the isarn-sketches-algebird-api

isarn-sketches can also operate with Apache Spark via the isarn-sketches-spark library

How to use in your project

libraryDependencies += "org.isarnproject" %% "isarn-sketches" % "0.1.2"

t-digest

scala> import org.isarnproject.sketches.TDigest
import org.isarnproject.sketches.TDigest

scala> val data = Vector.fill(10000) { scala.util.Random.nextGaussian() }
data: scala.collection.immutable.Vector[Double] = Vector(1.6046163970051968, 0.44151418924289004, ...

scala> val sketch = TDigest.sketch(data)
sketch: org.isarnproject.sketches.TDigest = TDigest(0.5,0,74,TDigestMap(-3.819069044174932 -> (1.0, 1.0), ...

scala> sketch.cdf(0)
res0: Double = 0.4984362744530557

scala> sketch.cdfInverse(0.5)
res1: Double = 0.0038481195948969205

t-digest resources