A new data structure for accurate on-line accumulation of rank-based statistics such as quantiles and trimmed means

A C++ header-only library of statistical distribution functions.

t-Digest data structure in Python. Useful for percentiles and quantiles, including distributed enviroments like PySpark

Boosted trees in Julia

Go implementations of the distributed quantile sketch algorithm DDSketch

An implementation of Ted Dunning's t-digest in Go.

Python implementations of the distributed quantile sketch algorithm DDSketch

Robust Graphical Methods For Group Comparisons

t-digest module for Redis

weighted quantiles with Python

DynaHist: A Dynamic Histogram Library for Java

Calculate statistics iteratively

Wicked Fast, Accurate Quantiles Using 't-Digests'

Fast histograms for Go

Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Nonparametric Correlation (Bivariate)

Agnostic (re)implementations (R/SAS/Python/C) of common quantile estimation algorithms.

Rust implementation of ddsketch

Prometheus summary with quantiles

This repository contains python implementations of scoring rules for forecasts provided in a prediction interval format.

measures TCP connection durations to a given target, prints JSON