On 03/22/2014 11:31 PM, Ted Dunning wrote: > Murthy, > > I recently developed an alternative algorithm which provides superior > accuracy for extreme quantiles. You can read more at > > https://github.com/tdunning/t-digest/blob/master/docs/t-digest-paper/histo.pdf?raw=true > > The library involved is available via maven and is apache licensed. Apache > Commons Math has a "no dependency" policy which might mean that sucking in > the code would be a better option than simply linking to this. > > The standard of the art before t-digest is generally considered to be > either Greenwald and Khanna's algorithm GK01 or the Q-digest. References > are in the paper above. > > In case it isn't obvious, source code is available on github at > > https://github.com/tdunning/t-digest > > The p^2 algorithm that you suggest is actually quite old and far from the > state of the art.
There is already an issue for this: https://issues.apache.org/jira/browse/MATH-418 It links also other implementations and algorithms, maybe you could add a link to your's as well? Thomas --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
