Class TDigest

Class representing a t-Digest for approximate quantile estimation.

Index

Constructors

Methods

add cdf getCentroidsCount quantile

Constructors

constructor

new TDigest(delta?, compression?): TDigest
Creates a new TDigest instance.
Parameters
- Optionaldelta: number = 0.01
  The compression parameter affecting quantile accuracy.
- Optionalcompression: number = 100
  The maximum number of centroids before compression.
Returns TDigest
- Defined in data-structures/probabilistic/quantile/TDigest.ts:40

Methods

add

add(value, weight?): void
Adds a value to the t-Digest.
Parameters
- value: number
  The value to add.
- Optionalweight: number = 1
  The weight of the value.
Returns void
- Defined in data-structures/probabilistic/quantile/TDigest.ts:50

cdf

cdf(value): number
Calculates the cumulative distribution function (CDF) for a given value.
Parameters
- value: number
  The value to calculate the CDF for.
Returns number
The estimated probability of being less than or equal to the value.
- Defined in data-structures/probabilistic/quantile/TDigest.ts:93

getCentroidsCount

getCentroidsCount(): number
Returns the current number of centroids in the t-Digest.

Returns number
The number of centroids.
- Defined in data-structures/probabilistic/quantile/TDigest.ts:174

quantile

quantile(q): number
Estimates the value at a given quantile.
Parameters
- q: number
  The quantile to estimate (between 0 and 1).
Returns number
The estimated value at the given quantile.
- Defined in data-structures/probabilistic/quantile/TDigest.ts:73