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by avibryant 4806 days ago
People interested in this might also want to check out simmer, which provides a simple unix stdin/stdout interface for this class of bounded summaries of unbounded streams. Quantiles are actually a weak point for simmer right now (I have a TODO item to add Q-Digest), but it has a bunch of other useful sketches implemented, via the Algebird library which I also hack on. Would love to get feedback & patches. https://github.com/avibryant/simmer