ghc-tdigest
On-line accumulation of rank-based statistics
A new data structure for accurate on-line accumulation of rank-based statistics such as quantiles and trimmed means. See original paper: "Computing extremely accurate quantiles using t-digest" by Ted Dunning and Otmar Ertl for more details<https://github.com/tdunning/t-digest/blob/07b8f2ca2be8d0a9f04df2feadad5ddc1bb73c88/docs/t-digest-paper/histo.pdf>.
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