well done

[microprediction]

Just saying hi. This is very nice work indeed. The application of your work at http://dev.microprediction.org/crawling.html may be more than obvious as this is essentially an online CDF estimation contest (or collection of the same). I've put tdigest top of my list at https://github.com/microprediction/microprediction/projects/4 to ensure it is included. This will, by the way, generate plenty of comparative data that might help your research publications. Happy to explain further. See also http://dev.microprediction.org/july.html

[microprediction]

TDigest is now ALIVE and running ... https://github.com/microprediction/microprediction/blob/master/crawler_examples/decastyle_cat.py and appears on the leaderboards under the nom de plume "Decastyle Cat", for example: http://www.microprediction.org/leaderboard.html It seems to be improving the fit for http://dev.microprediction.org/stream_dashboard.html?stream=z1~three_body_y~70&horizon=70 for example, and also the distribution of Ethereum price changes: http://dev.microprediction.org/stream_dashboard.html?stream=c5_ethereum&horizon=310

GO TDigest