@hackage dunning-t-digest0.1.0.0

Dunning t-digest for online quantile estimation

A pure functional implementation of the Dunning t-digest data structure (merging digest variant, K1 arcsine scale function) using finger trees with four-component monoidal measures for O(log n) insertion and queries. . Also provides a mutable variant backed by mutable vectors in the ST monad. . The t-digest provides streaming, mergeable, memory-bounded approximation of quantile (percentile) queries with high accuracy in the tails. . Features: . * O(log n) insertion via split-by-mean (no buffering needed) * O(log n) quantile queries via split-by-cumulative-weight * O(log n) CDF queries via split-by-mean * O(δ log n) compression via split-based greedy merge * O(1) total weight, centroid count, and chunk mean computation * Mutable variant with O(1) amortized insertion via buffering