Package: tdigest
Type: Package
Title: Wicked Fast, Accurate Quantiles Using t-Digests
Version: 0.4.3
Date: 2026-05-05
Authors@R: c(
    person("Bob", "Rudis", email = "bob@rud.is", role = c("aut", "cre"),
           comment = c(ORCID = "0000-0001-5670-2640")),
    person("Ted", "Dunning", role = "aut",
           comment = "t-Digest algorithm; <https://github.com/tdunning/t-digest/>"),
    person("Andrew", "Werner", role = "aut",
           comment = "Original C+ code; <https://github.com/ajwerner/tdigest>")
  )
Description: The t-Digest construction algorithm, by
    Dunning, (2019) <doi:10.48550/arXiv.1902.04023>, uses a variant of 1-dimensional
    k-means clustering to produce a very compact data structure that allows
    accurate estimation of quantiles. This t-Digest data structure can be used
    to estimate quantiles, compute other rank statistics or even to estimate
    related measures like trimmed means. The advantage of the t-Digest over
    previous digests for this purpose is that the t-Digest handles data with
    full floating point resolution. The accuracy of quantile estimates produced
    by t-Digests can be orders of magnitude more accurate than those produced
    by previous digest algorithms. Methods are provided to create and update
    t-Digests and retrieve quantiles from the accumulated distributions.
URL: https://git.sr.ht/~hrbrmstr/tdigest
BugReports: https://todo.sr.ht/~hrbrmstr/tdigest
Copyright: file inst/COPYRIGHTS
Encoding: UTF-8
License: MIT + file LICENSE
Suggests: testthat, covr, spelling
Depends: R (>= 3.5.0)
Imports: magrittr, stats
RoxygenNote: 7.3.1
Language: en-US
NeedsCompilation: yes
Packaged: 2026-05-05 13:40:27 UTC; hrbrmstr
Author: Bob Rudis [aut, cre] (ORCID: <https://orcid.org/0000-0001-5670-2640>),
  Ted Dunning [aut] (t-Digest algorithm;
    <https://github.com/tdunning/t-digest/>),
  Andrew Werner [aut] (Original C+ code;
    <https://github.com/ajwerner/tdigest>)
Maintainer: Bob Rudis <bob@rud.is>
Repository: CRAN
Date/Publication: 2026-05-05 14:12:02 UTC
