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A comment on DDSketch: A fast, fully-mergeable quantile sketch with relative-error guarantees. Parent comment

Re:DDSketch: A fast, fully-mergeable quantile sketch with re... by homin on Thursday August 29, 2019 @12:45PM (#20831164)
HDR is great for the use-case when you can bound your range beforehand and merging is not a requirement, but those were also the reasons we needed to develop DDSketch.
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Re:DDSketch: A fast, fully-mergeable quantile sketch with re... by heinrichhartman on Thursday August 29, 2019 @12:57PM (#20831319)
Sorry, but I don't follow this argument:

(1) HDR-Histogram merges are 100% accurate and very fast (few microseconds)

(2) The range of HDR-Histogram is bounded in the same way that floating point numbers are bounded. Hence the name "High Definition Range":

> For example, a Histogram could be configured to track the counts of observed integer values between 0 and 3,600,000,000,000 while maintaining a value precision of 3 significant digits across that range.

http://hdrhistogram.github.io/HdrHistogram/

Circllhist offers a default range of 10^-128 .. 10^+127, which has been more than ample for all use-cases I have seen.

https://github.com/circonus-labs/libcircllhist/blob/master/s...

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