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tdigest

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javascript implementation of Dunning's T-Digest for streaming quantile approximation

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<html> <head> <meta http-equiv="Content-type" content="text/html; charset=utf-8"> <title>TDigest example</title> <script src="dist/tdigest.js"></script> <script> var td = new this.tdigest.TDigest(); for (var i=0; i < 1000000; i++) { td.push(Math.random()); }; td.compress() </script> </head> <body> <pre> TDigest of 1M samples uniform in [0..1]: <script>document.write(td.summary())</script> </pre> </body>