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A comment on How percentile approximation works and why it's more useful than averages. Parent comment

Re:How percentile approximation works and why it's more usef... by mfreed on Tuesday September 14, 2021 @02:19PM (#28528617)
If folks are interested:

https://github.com/timescale/timescaledb-toolkit/blob/main/e...

(The TimescaleDB Toolkit is also implemented in Rust)

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Re:How percentile approximation works and why it's more usef... by rogers18445 on Wednesday September 15, 2021 @03:41PM (#28543460)
Facebook seems to have an even better performance implementation using sqrt. Might make sense to port that over to Rust. https://github.com/facebook/folly/blob/master/folly/stats/TD...
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