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41 lines
1.7 KiB
41 lines
1.7 KiB
Package: tdigest
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Type: Package
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Title: Wicked Fast, Accurate Quantiles Using t-Digests
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Version: 0.4.0
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Date: 2019-09-02
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Authors@R: c(
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person("Bob", "Rudis", email = "bob@rud.is", role = c("aut", "cre"),
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comment = c(ORCID = "0000-0001-5670-2640")),
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person("Ted", "Dunning", role = "aut",
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comment = "t-Digest algorithm; <https://github.com/tdunning/t-digest/>"),
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person("Andrew", "Werner", role = "aut",
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comment = "Original C+ code; <https://github.com/ajwerner/tdigest>")
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)
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Description: The t-Digest construction algorithm, by
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Dunning et al., (2019) <arXiv:1902.04023v1>, uses a variant of 1-dimensional
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k-means clustering to produce a very compact data structure that allows
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accurate estimation of quantiles. This t-Digest data structure can be used
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to estimate quantiles, compute other rank statistics or even to estimate
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related measures like trimmed means. The advantage of the t-Digest over
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previous digests for this purpose is that the t-Digest handles data with
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full floating point resolution. The accuracy of quantile estimates produced
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by t-Digests can be orders of magnitude more accurate than those produced
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by previous digest algorithms. Methods are provided to create and update
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t-Digests and retrieve quantiles from the accumulated distributions.
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URL: https://git.sr.ht/~hrbrmstr/tdigest
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BugReports: https://todo.sr.ht/~hrbrmstr/tdigest
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Copyright: file inst/COPYRIGHTS
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Encoding: UTF-8
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License: MIT + file LICENSE
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Suggests:
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testthat,
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covr,
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spelling
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Depends:
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R (>= 3.5.0)
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Imports:
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magrittr,
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stats
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Roxygen: list(markdown = TRUE)
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RoxygenNote: 6.1.1
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Language: en-US
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