A new data structure for accurate on-line accumulation of rank-based statistics such as quantiles and trimmed means

• UpdatedFeb 17, 2025
• Java

A C++ header-only library of statistical distribution functions.

• UpdatedMay 14, 2023
• C++

t-Digest data structure in Python. Useful for percentiles and quantiles, including distributed enviroments like PySpark

• UpdatedMay 4, 2023
• Python

Boosted trees in Julia

• UpdatedNov 18, 2025
• Julia

Go implementations of the distributed quantile sketch algorithm DDSketch

• UpdatedSep 5, 2025
• Go

An implementation of Ted Dunning's t-digest in Go.

• UpdatedApr 22, 2023
• Go

Python implementations of the distributed quantile sketch algorithm DDSketch

• UpdatedApr 29, 2025
• Python

Robust Graphical Methods For Group Comparisons

• UpdatedMay 22, 2023
• R

t-digest module for Redis

• UpdatedJan 14, 2021
• C

weighted quantiles with Python

• UpdatedMay 26, 2021
• Python

DynaHist: A Dynamic Histogram Library for Java

• UpdatedSep 25, 2024
• Java

Calculate statistics iteratively

• UpdatedSep 16, 2025
• Rust

Wicked Fast, Accurate Quantiles Using 't-Digests'

• UpdatedJun 19, 2024
• C

Fast histograms for Go

• UpdatedMar 10, 2024
• Go

Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Nonparametric Correlation (Bivariate)

• UpdatedAug 31, 2024
• R

Agnostic (re)implementations (R/SAS/Python/C) of common quantile estimation algorithms.

• UpdatedAug 31, 2020
• Python

This repository contains python implementations of scoring rules for forecasts provided in a prediction interval format.

• UpdatedJul 31, 2020
• Jupyter Notebook

Rust implementation of ddsketch

• UpdatedMar 3, 2025
• Rust

Prometheus summary with quantiles

• UpdatedApr 12, 2025
• Python

Python Implementation of Graham Cormode and S. Muthukrishnan's Effective Computation of Biased Quantiles over Data Streams in ICDE’05

• UpdatedApr 12, 2025
• Python