Log for tdigest.go

Breaking: add Clone method to RNG interface by Caio 4 months ago

Optimize Merge() when the receiver is empty 💬 by Caio 4 months ago

This makes reusing an existing TDigest (through Reset()) a reasonable
alternative to Clone()

goos: linux
goarch: amd64
pkg: github.com/caio/go-tdigest/v4
cpu: AMD Ryzen 7 PRO 4750U with Radeon Graphics
              │   old.txt    │               new.txt               │
              │    sec/op    │   sec/op     vs base                │
MergeEmpty-16   98.035µ ± 2%   3.189µ ± 6%  -96.75% (p=0.000 n=10)

Add TDigest.Reset by Nova 8 months ago
lint fixes by Caio 2 years ago
Fix comment for AddWeighted by Michael Coopersmith 2 years ago

go tdigest: only create a newLocalRNG if one is not provided by options 💬 by Zach Dylag 3 years ago

Allocating and seeding rand objects can be a surprisingly expensive operation.

Especially if the user is already re-using RNGs, or needs to generate their own for
whatever reason, this extra setup can be a lot of overhead for an object that does
not get used.

Document the local RNG setup in `New` by Caio 6 years ago
Default to a local RNG by Caio 6 years ago
Merge remote-tracking branch 'upstream/master' into ian.uint64 by Ian Wilkes 6 years ago
Make FromBytes accept options for constructing the digest by Caio 7 years ago
More verbose documentation for MergeDestructive by Caio 7 years ago
Add TDigest.FromBytes and cleanup RNG interface by Vladimir Mihailenco 7 years ago
Add MergeDestructive by Vladimir Mihailenco 7 years ago
Use rand.Perm to shuffle data by Vladimir Mihailenco 7 years ago
Remove fenwick tree by Vladimir Mihailenco 7 years ago
Enable fenwick tree after some threshold by Vladimir Mihailenco 7 years ago
Add TDigest.Clone and TDigest.Compression by Vladimir Mihailenco 7 years ago
Document the panic() conditions for TrimmedMean() by Caio 7 years ago
Add TrimmedMean by Vladimir Mihailenco 7 years ago

Simplify the weighted average computation 💬 by Caio 7 years ago

As per #19, this patch just makes it so that `(w1 + w2)` doesn't
get repeated in the denominator.

Improve accuracy by avoiding floating-point math errors 💬 by Caio 7 years ago

Big thanks to @mcbridne for pointing out that the existing code seemed
useless.

Closes #19

Use uint64 instead of uint32 to avoid overflow issues by Eben Freeman 7 years ago
fix cdf for values near the last centroid by Jeff Wendling 8 years ago

Properly compute extreme CDFs 💬 by Caio 8 years ago

When we reach the last centroid in the summary, what we want to
do is assume that the last two centroids are of equal width
then estimate the CDF via a simple interpolation. Before this
patch we would wrongly bound (and compute) this estimation with
the last item instead of the one before the last.

Fixes #17

Update more examples using the old New() api by Caio 8 years ago
Fix misspell by Caio 8 years ago

Refactor TDigest.AddWeighted 💬 by Caio 8 years ago

This patch simply extracts some functionality into a couple
a new private methods: findNeighbors and chooseMergeCandidate

Tidy things up [gometalinter] by Caio 8 years ago
Add new CDF(float64) public method by Caio 8 years ago

Remove TDigest.Len() from the public interface 💬 by Caio 8 years ago

I can't think of a scenario where one would really care about
how many distinct centroids are in the digest, so away this
goes on a major release. Adding it back in case it's needed
won't require a major release.