Moduletdigest-0.3Haskell2010

Data.TDigest.Vector.Postprocess

TDigest postprocessing functions.

These are re-exported from Data.TDigest module.

Quantiles

2 declarations

valuemedian :: KnownNat comp => TDigest comp -> Maybe Double

Median, i.e. quantile 0.5.

valuequantile :: KnownNat comp => Double -> TDigest comp -> Maybe Double

Calculate quantile of a specific value.

3 declarations

As we have "full" histogram, we can calculate other statistical variables.

valuemean :: KnownNat comp => TDigest comp -> Maybe Double

Mean.

Example1 expression

>>> mean (tdigest [1..100] :: TDigest 10)Just 50.5

Note: if you only need the mean, calculate it directly.

valuevariance :: KnownNat comp => TDigest comp -> Maybe Double

Variance.

valuestddev :: KnownNat comp => TDigest comp -> Maybe Double

Standard deviation, square root of variance.

2 declarations

valuecdf :: KnownNat comp => Double -> TDigest comp -> Double

Cumulative distribution function.

Note: if this is the only thing you need, it's more efficient to count this directly.

valueicdf :: KnownNat comp => Double -> TDigest comp -> Maybe Double

An alias for quantile