T Digest.net

.NET Implementation of the T-Digest quantile estimation algorithm. Useful for calculating Quantiles or Percentiles from streaming data, or data-sets that are too large to store in memory and sort, which is required to calculate the true quantile.
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.NET Implementation of the T-Digest quantile estimation algorithm. Useful for calculating Quantiles or Percentiles from streaming data, or data-sets that are too large to store in memory and sort, which is required to calculate the true quantile.
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