TDigest
T-Digest is a relatively new online percentile and quantile estimation algorithm that can be used to estimate highly accurate values of the median, 90th percentile, 99th percentile etc of a data set while only storing a small constant fraction of the dataset. This is useful for computing percentiles on arbitrarily large data-sets, or streaming data.
Install
dotnet add package TDigest --version 1.0.5
Install-Package TDigest -Version 1.0.5
<PackageReference Include="TDigest" Version="1.0.5" />
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