This is a partial port of the Java DDSketch quantile implementation writen by Rust. DDSketch is mergeable, meaning that multiple sketches from distributed systems can be combined in a central node.
It aims at as compatible as possible with Java implementations, here is some features has support: - [x] CubicallyInterpolatedMapping - [x] LogarithmicMapping - [x] CollapsingHighestDense - [x] CollapsingLowestDense - [x] UnboundedSizeDenseStore - [x] Mergeable - [x] Decode from input - [x] Encode to output
rust
let mut d = DDSketch::collapsing_lowest_dense(0.02, 100).unwrap();
d.accept(1.0);
d.accept(2.0);
d.accept(3.0);
assert_eq!(d.get_count(), 3.0);
println!("{}", d.get_max().unwrap());
println!("{}", d.get_min().unwrap());
println!("{}", d.get_sum().unwrap());
println!("{}", d.get_average().unwrap());