BSD-3-Clause licensed and maintained by Oleg Grenrus
This version can be pinned in stack with:tdigest-0.1@sha256:175789781df0bf1f1ba9e5380fe5b61b6238e90efce173ccff0fef73b766e876,2598


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

See original paper: “Computing extremely accurate quantiles using t-digest” by Ted Dunning and Otmar Ertl


λ *Data.TDigest > median (tdigest [1..1000] :: TDigest 3)
Just 499.0090729817737


Using 50M exponentially distributed numbers:

  • average: 16s; incorrect approximation of median, mostly to measure prng speed
  • sorting using vector-algorithms: 33s; using 1000MB of memory
  • sparking t-digest (using some par): 53s
  • buffered t-digest: 68s
  • sequential t-digest: 65s

Example histogram

tdigest-simple -m tdigest -d standard -s 100000 -c 10 -o output.svg -i 34
cp output.svg example.svg
inkscape --export-png=example.png --export-dpi=80 --export-background-opacity=0 --without-gui example.svg




  • Add validateHistogram and debugPrint
  • Fix a pointy centroid bug.
  • Add Data.TDigest.NonEmpty module
  • Add mean, variance, stddev