quantile

There are 2 repositories under quantile topic.

tdunning / t-digest
A new data structure for accurate on-line accumulation of rank-based statistics such as quantiles and trimmed means
accuracy online-algorithms quantile t-digest
Language:Java 1945
kthohr / stats
A C++ header-only library of statistical distribution functions.
armadillo armadillo-library blaze cdf constexpr cpp cpp11 density-functions distributions eigen eigen3 numerical-methods openmp probability quantile quantile-functions statistics stats
Language:C++ 510
CamDavidsonPilon / tdigest
t-Digest data structure in Python. Useful for percentiles and quantiles, including distributed enviroments like PySpark
python percentile quantile estimate pyspark distributed-computing mapreduce
Language:Python 377
Evovest / EvoTrees.jl
Boosted trees in Julia
gradientboosting machine-learning julia gradient-boosting gbrt decision-tree regression quantile boosted-trees poisson logistic
Language:Julia 174
DataDog / sketches-go
Go implementations of the distributed quantile sketch algorithm DDSketch
ddsketch quantile
Language:Go 166
influxdata / tdigest
An implementation of Ted Dunning's t-digest in Go.
go percentile quantile estimate tdigest cdf
Language:Go 131
DataDog / sketches-py
Python implementations of the distributed quantile sketch algorithm DDSketch
ddsketch quantile
Language:Python 80
GRousselet / rogme
Robust Graphical Methods For Group Comparisons
r quantile robust data-visualization statistics
Language:R 78
usmanm / redis-tdigest
t-digest module for Redis
redis tdigest redis-module quantile redis-tdigest streaming-algorithms percentile
Language:C 72
nudomarinero / wquantiles
weighted quantiles with Python
numpy python quantile weighted-quantiles weighting
Language:Python 50
dynahist
dynatrace-oss / dynahist
DynaHist: A Dynamic Histogram Library for Java
quantile-estimation data-sketches histogram data-structures approximation-algorithms quantiles memory-efficiency dynamic-allocation histogram-library hdrhistogram order-statistics java quantile ddsketch compression-algorithm sketches
Language:Java 42
vks / average
Calculate statistics iteratively
quantile histogram
Language:Rust 38
hrbrmstr / tdigest
Wicked Fast, Accurate Quantiles Using 't-Digests'
r rstats t-digest quantile
Language:C 37
valyala / histogram
Fast histograms for Go
histogram summary quantile
Language:Go 34
MikeJaredS / hermiter
Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Nonparametric Correlation (Bivariate)
online-algorithms streaming-algorithms streaming-data statistics quantile probability-density-function cumulative-distribution-function spearman-correlation-coefficient kendall-correlation-coefficient
Language:R 15
eurostat / quantile
Agnostic (re)implementations (R/SAS/Python/C) of common quantile estimation algorithms.
quantile-estimation agnostic-implementation ntts2017 micro-soa open-algorithm quantile sas-quantile r-quantile c-quantile python-quantile
Language:Python 9
adrian-lison / interval-scoring
This repository contains python implementations of scoring rules for forecasts provided in a prediction interval format.
forecasting scoring interval quantile quantile-regression
Language:Jupyter Notebook 7
loyispa / sketches-rust
Rust implementation of ddsketch
quantile rust ddsketch histogram relative-error mergeable
Language:Rust 7
m-wells / InterpolatedPDFs.jl
Simple extension to Distributions.jl to incorporate interpolated PDFs
interpolated-pdfs cdf julia-package statistics quantile
Language:Julia 7
sgreben / tcp-time
measures TCP connection durations to a given target, prints JSON
tcp time connection json mean standard-deviation quantile histogram cli ping tcp-ping csv
Language:Go 7
GRousselet / matrogme
Matlab Robust Graphical Methods For Group Comparisons
matlab statistics data-visualization quantile robust
Language:MATLAB 6
GeoBosh / cvar
R package providing functions for computing Expected shortfall (ES) and Value at risk (VaR)
value-at-risk expected-shortfall risk quantile-functions locations-scale-transformations quantile
Language:R 5
jettify / uddsketch-py
uddsketch data structure for fast and accurate tracking of quantiles in data stream.
ddsketch uddsketch quantile
Language:Python 5
RefaceAI / prometheus-summary
Prometheus summary with quantiles
prometheus prometheus-client prometheus-metrics python quantile quantile-estimation summary prometheus-summary time-windows
Language:Python 5
RefaceAI / quantile-estimator
Python Implementation of Graham Cormode and S. Muthukrishnan's Effective Computation of Biased Quantiles over Data Streams in ICDE’05
quantile quantile-estimation time-windows
Language:Python 5
bghojogh / Quantile-Quantile-Embedding
The code for Quantile-Quantile Embedding (QQE).
quantile-functions quantile manifold-learning distribution-transformation
Language:Python 4
flyingmutant / bdigest
B-digest is a Go library for fast and memory-efficient estimation of quantiles with guaranteed relative error and full mergeability
percentile quantile quantile-estimation online-algorithms accuracy accuracy-guarantees aggregation golang
Language:Go 4
akamai / distimate
Distributions visualized
statistics plotting histograms distributions cdf pdf quantile percentile pandas matplotlib
Language:Python 3
Justontheway / SwissArmyKnife
Toolkits to free your hands
hbase hive logging mysql quantile sbt scala spark toolset
Language:Scala 3
RefaceAI / aioprometheus-summary
Aioprometheus summary with quantiles
aiohttp aioprometheus asyncio prometheus prometheus-metrics prometheus-summary python quantile quantile-estimation summary time-windows
Language:Python 3
simon-xia / fuzzyQuantile
High performance quantile estimation(e.g. 95th) over unbounded streaming data, within expected error (e.g 0.1%) and low memory usage.
stream-processing quantile golang
Language:Go 3
stdlib-js / stats-base-dists-discrete-uniform-ctor
Discrete uniform distribution constructor.
nodejs javascript stdlib node node-js statistics stats distribution dist object class constructor ctor probability prob cdf pdf quantile properties props
Language:JavaScript 3
xeronm / rtstat
Set of algorithms, used for estimation statistic characteristics on streaming data.
quantile-estimation t-digest p-squared percentile quantile algorithm
Language:C++ 3
stdlib-js / stats-base-dists-beta-ctor
Beta distribution constructor.
nodejs javascript stdlib node node-js statistics stats distribution dist object class constructor ctor probability prob beta cdf pdf quantile properties
Language:JavaScript 2
stdlib-js / stats-base-dists-betaprime-quantile
Beta prime distribution quantile function.
nodejs javascript stdlib node node-js statistics stats distribution dist probability prob cdf inverse quantile beta prime inverted betaprime univariate continuous
Language:JavaScript 2
stdlib-js / stats-base-dists-cauchy-ctor
Cauchy distribution constructor.
nodejs javascript stdlib node node-js statistics stats distribution dist object class constructor ctor probability prob cauchy cdf pdf quantile properties
Language:JavaScript 2