B-digest is a Go library for fast and memory-efficient estimation of quantiles with guaranteed relative error and full mergeability.
package bdigest_test
import (
"fmt"
"math"
"math/rand"
"pgregory.net/bdigest"
)
func ExampleNewDigest() {
r := rand.New(rand.NewSource(0))
d := bdigest.NewDigest(0.05)
for i := 0; i < 100000; i++ {
v := math.Exp(r.NormFloat64())
d.Add(v)
}
fmt.Printf("%v buckets\n", d.Size())
for _, q := range []float64{0, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95, 0.99, 0.999, 0.9999, 1} {
fmt.Printf("%v\tq%v\n", d.Quantile(q), q)
}
// Output:
// 98 buckets
// 0.015690260723105844 q0
// 0.2858480802952493 q0.1
// 0.5211100423907477 q0.25
// 1.05 q0.5
// 1.9141830301785612 q0.75
// 3.489615879070075 q0.9
// 5.2076333497857386 q0.95
// 10.493014090054524 q0.99
// 21.142683691165157 q0.999
// 42.601017193748824 q0.9999
// 258.10858921508054 q1
}
B-digest is licensed under the Apache License Version 2.0.