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

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Hi, more of a question than an issue but I'm curious what scale function has been used in your implementation. On lines 101/102 you have the threshold function that defines...

I'm interested in the case where a variable takes on discrete values. I created [tdigest notebook](https://github.com/microprediction/timeseries-notebooks/blob/main/tdigest.ipynb) to illustrate what might be an interesting issue. Suppose I have sampled many rolls...

I have a basic question about serialization and deserialization. How do you suggest that this is done? I ask because my instinct was json.dumps(t.to_dict()) but on the reverse trip, the...

See https://github.com/CamDavidsonPilon/tdigest/blob/master/pyspark_example.py "sc" - I assume is a spark connection

Hi, thanks for the t-digest implementation for python! I used this for my work and I found in the end, computing t-digest and merging t-digest becoming the bottleneck. So I...