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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 fotta on Tuesday September 14, 2021 @02:49PM (#28529159)
yep I had to implement t-digest in a monitoring library. another alternative (although older) that the prometheus libraries use is CKMS quantiles [0].

[0] http://dimacs.rutgers.edu/~graham/pubs/papers/bquant-icde.pd...

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