Skip to main content

python implementation of Dunning's T-Digest

Project description

qtdigest

python implementation of Dunning's T-Digest, inspired by nodejs tdigest

Install

pip install qtdigest

Usage

from qtdigest import Tdigest

t = Tdigest()
for i in xrange(1000):
    t.push(random())
P90 = t.percentile(0.9)
print 'P90 = ', P90

API

Tdigest(delta=0.01, K=25, CX=1.1)

  • delta: the compression factor, the max fraction of mass that can be owned by one centroid (bigger, up to 1.0, means more compression).

  • K: a size threshold that triggers recompression as the TDigest grows during input

  • CX: specifies how often to update cached cumulative totals used for quantile estimation during ingest.

  • return: Tdigest instance

Instance of Tdigest

  • push(x, n): add data with value x and weight n

  • size(): return the count of centroids

  • toList(): return the list of all centroids data

  • percentile(p): return the percentage of p(0..1)

  • serialize(): serialize tdigest instance to string, ie: 0.01~25~2~0.00064~0.0013~2~20

  • simpleSerialize(): simply serialize tdigest instance to string, ie: 0.00064~2~0.0013~20

  • deserialize(serialized_str): deserialize the serialized string to tdigest instance. it is a classmethod, so can be called by Tdigest.deserialize(serialized_str)

Performance

platform: MacBook Pro (2.6 GHz Intel Core i5)

data size (push times) cost time
1K 0.07s
10K 0.2s
100K 1.7s
1M 17s

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Files for qtdigest, version 0.3.1
Filename, size File type Python version Upload date Hashes
Filename, size qtdigest-0.3.1.tar.gz (3.5 kB) File type Source Python version None Upload date Hashes View

Supported by

Pingdom Pingdom Monitoring Google Google Object Storage and Download Analytics Sentry Sentry Error logging AWS AWS Cloud computing DataDog DataDog Monitoring Fastly Fastly CDN DigiCert DigiCert EV certificate StatusPage StatusPage Status page