How to use this package?

[xiaodaigh]

So I got a bunch of values that I want to tdigest. In R I just do

set.seed(1)
x = rchisq(10000, 5)
xt = tdigest(x, 10)

how do I do the same using your package? An example would be nice

using Distributions
x = rand(Chi(5), 10_000)
xt = ???

[heliosdrm]

Hi, thanks for your interest. This package is an attempt to implement t-digests in Julia, as a faster and cheaper alternative to take small quantiles from streamed data without creating histograms. But eventually I failed to make anything that takes less time or memory than the stdlib function quantile, so I'm not maintaining it.

It remains on Github just for the record, in case some day I learn how to meet this target, or somebody takes over it.

[xiaodaigh]

Maybe add that to the read me so it's clearer. Google turns up this as the only t digest in Julia

[xiaodaigh]

Have u compared it to OnlineStats.jl?