Hello everyone,
Is there any way for the pyarrow.compute.tdigest function to return a TDigest structure in such a way that it can be merged? I have a use case where I would like to store time series percentile distributions. The pyarrow function tdigest is very fast but the output is numbers and these cannot be aggregated. I have tried using TDigest (https://github.com/CamDavidsonPilon/tdigest) but it is very slow. Thank you very much.
