Hey, author of tdigestc here. Super happy to see you found it useful. Let me know if you have any questions or comments about the library. Also curious to hear if you had any trouble wrapping it for use in R.
The data structure in the library is based on the newer update to @ted_dunning's great work but the scale function is still using the older version. If you're finding traction, I'd be happy to extend it. In the meantime I had shifted my focus to a more featureful go implementation github.com/ajwerner/tdigest.
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Hey, author of tdigestc here. Super happy to see you found it useful. Let me know if you have any questions or comments about the library. Also curious to hear if you had any trouble wrapping it for use in R.
The data structure in the library is based on the newer update to @ted_dunning's great work but the scale function is still using the older version. If you're finding traction, I'd be happy to extend it. In the meantime I had shifted my focus to a more featureful go implementation github.com/ajwerner/tdigest.