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More statistics from tdigest #18

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jcrist opened this issue Feb 21, 2018 · 0 comments
Open
4 tasks

More statistics from tdigest #18

jcrist opened this issue Feb 21, 2018 · 0 comments

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@jcrist
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jcrist commented Feb 21, 2018

There are a few more statistics we could be getting out of a tdigest:

  • sum (exact. Defined as sum of the values)
  • count (exact. Available currently as size, defined as sum of the weights)
  • mean (exact. Defined as sum/count, equal to mean if of values if all weights are 1)
  • trimmed_mean (approximate. See paper)
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