Topic: "quantile"
tdunning/t-digest
A new data structure for accurate on-line accumulation of rank-based statistics such as quantiles and trimmed means
Language: Java - Size: 41.6 MB - Last synced at: 9 days ago - Pushed at: 2 months ago - Stars: 2,047 - Forks: 228
kthohr/stats
A C++ header-only library of statistical distribution functions.
Language: C++ - Size: 1.62 MB - Last synced at: 17 days ago - Pushed at: almost 2 years ago - Stars: 542 - Forks: 74
CamDavidsonPilon/tdigest
t-Digest data structure in Python. Useful for percentiles and quantiles, including distributed enviroments like PySpark
Language: Python - Size: 91.8 KB - Last synced at: 13 days ago - Pushed at: almost 2 years ago - Stars: 392 - Forks: 54
Evovest/EvoTrees.jl
Boosted trees in Julia
Language: Julia - Size: 44.8 MB - Last synced at: 2 days ago - Pushed at: 3 days ago - Stars: 182 - Forks: 22
DataDog/sketches-go
Go implementations of the distributed quantile sketch algorithm DDSketch
Language: Go - Size: 337 KB - Last synced at: 8 days ago - Pushed at: about 1 month ago - Stars: 173 - Forks: 27
influxdata/tdigest
An implementation of Ted Dunning's t-digest in Go.
Language: Go - Size: 43.9 KB - Last synced at: 13 days ago - Pushed at: almost 2 years ago - Stars: 140 - Forks: 25
DataDog/sketches-py
Python implementations of the distributed quantile sketch algorithm DDSketch
Language: Python - Size: 167 KB - Last synced at: 12 days ago - Pushed at: 8 months ago - Stars: 86 - Forks: 18
GRousselet/rogme
Robust Graphical Methods For Group Comparisons
Language: R - Size: 15 MB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 74 - Forks: 9
usmanm/redis-tdigest
t-digest module for Redis
Language: C - Size: 29.3 KB - Last synced at: 12 days ago - Pushed at: over 4 years ago - Stars: 73 - Forks: 12
nudomarinero/wquantiles
weighted quantiles with Python
Language: Python - Size: 197 KB - Last synced at: about 1 year ago - Pushed at: almost 4 years ago - Stars: 49 - Forks: 13
dynatrace-oss/dynahist
DynaHist: A Dynamic Histogram Library for Java
Language: Java - Size: 1.84 MB - Last synced at: 21 days ago - Pushed at: 7 months ago - Stars: 45 - Forks: 9
vks/average
Calculate statistics iteratively
Language: Rust - Size: 280 KB - Last synced at: 12 days ago - Pushed at: about 1 month ago - Stars: 38 - Forks: 11
valyala/histogram
Fast histograms for Go
Language: Go - Size: 8.79 KB - Last synced at: 18 days ago - Pushed at: about 1 year ago - Stars: 38 - Forks: 5
hrbrmstr/tdigest
Wicked Fast, Accurate Quantiles Using 't-Digests'
Language: C - Size: 384 KB - Last synced at: 20 days ago - Pushed at: 10 months ago - Stars: 36 - Forks: 8
MikeJaredS/hermiter
Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Nonparametric Correlation (Bivariate)
Language: R - Size: 8.82 MB - Last synced at: about 1 hour ago - Pushed at: 8 months ago - Stars: 16 - Forks: 3
RefaceAI/prometheus-summary
Prometheus summary with quantiles
Language: Python - Size: 38.1 KB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 8 - Forks: 1
loyispa/sketches-rust
Rust implementation of ddsketch
Language: Rust - Size: 86.9 KB - Last synced at: 13 days ago - Pushed at: about 2 months ago - Stars: 8 - Forks: 6
eurostat/quantile
Agnostic (re)implementations (R/SAS/Python/C) of common quantile estimation algorithms.
Language: Python - Size: 7.08 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 8 - Forks: 3
m-wells/InterpolatedPDFs.jl
Simple extension to Distributions.jl to incorporate interpolated PDFs
Language: Julia - Size: 183 KB - Last synced at: about 1 month ago - Pushed at: over 1 year ago - Stars: 7 - Forks: 1
adrian-lison/interval-scoring
This repository contains python implementations of scoring rules for forecasts provided in a prediction interval format.
Language: Jupyter Notebook - Size: 17.6 KB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 7 - Forks: 2
sgreben/tcp-time
measures TCP connection durations to a given target, prints JSON
Language: Go - Size: 3.65 MB - Last synced at: 21 days ago - Pushed at: about 7 years ago - Stars: 7 - Forks: 0
RefaceAI/quantile-estimator Fork of matttproud/python_quantile_estimation
Python Implementation of Graham Cormode and S. Muthukrishnan's Effective Computation of Biased Quantiles over Data Streams in ICDE’05
Language: Python - Size: 25.4 KB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 6 - Forks: 1
GeoBosh/cvar
R package providing functions for computing Expected shortfall (ES) and Value at risk (VaR)
Language: R - Size: 1.35 MB - Last synced at: 8 days ago - Pushed at: over 2 years ago - Stars: 6 - Forks: 3
jettify/uddsketch-py
uddsketch data structure for fast and accurate tracking of quantiles in data stream.
Language: Python - Size: 66.4 KB - Last synced at: 10 days ago - Pushed at: almost 2 years ago - Stars: 5 - Forks: 1
flyingmutant/bdigest
B-digest is a Go library for fast and memory-efficient estimation of quantiles with guaranteed relative error and full mergeability
Language: Go - Size: 31.3 KB - Last synced at: 10 days ago - Pushed at: over 2 years ago - Stars: 5 - Forks: 1
GRousselet/matrogme
Matlab Robust Graphical Methods For Group Comparisons
Language: Matlab - Size: 674 KB - Last synced at: almost 2 years ago - Pushed at: over 6 years ago - Stars: 5 - Forks: 0
stdlib-js/stats-base-dists-discrete-uniform-ctor
Discrete uniform distribution constructor.
Language: JavaScript - Size: 1.53 MB - Last synced at: 9 days ago - Pushed at: about 1 month ago - Stars: 3 - Forks: 0
stdlib-js/stats-base-dists-beta-ctor
Beta distribution constructor.
Language: JavaScript - Size: 5.47 MB - Last synced at: about 7 hours ago - Pushed at: 2 months ago - Stars: 3 - Forks: 0
RefaceAI/aioprometheus-summary
Aioprometheus summary with quantiles
Language: Python - Size: 15.6 KB - Last synced at: about 1 month ago - Pushed at: almost 2 years ago - Stars: 3 - Forks: 0
bghojogh/Quantile-Quantile-Embedding
The code for Quantile-Quantile Embedding (QQE).
Language: Python - Size: 3.52 MB - Last synced at: about 2 years ago - Pushed at: almost 4 years ago - Stars: 3 - Forks: 0
akamai/distimate
Distributions visualized
Language: Python - Size: 89.8 KB - Last synced at: 15 days ago - Pushed at: over 4 years ago - Stars: 3 - Forks: 3
xeronm/rtstat
Set of algorithms, used for estimation statistic characteristics on streaming data.
Language: C++ - Size: 84 KB - Last synced at: 6 months ago - Pushed at: over 5 years ago - Stars: 3 - Forks: 0
simon-xia/fuzzyQuantile
High performance quantile estimation(e.g. 95th) over unbounded streaming data, within expected error (e.g 0.1%) and low memory usage.
Language: Go - Size: 151 KB - Last synced at: 10 months ago - Pushed at: almost 7 years ago - Stars: 3 - Forks: 0
Justontheway/SwissArmyKnife
Toolkits to free your hands
Language: Scala - Size: 14.6 KB - Last synced at: about 1 year ago - Pushed at: about 8 years ago - Stars: 3 - Forks: 1
stdlib-js/stats-base-dists-degenerate-median
Degenerate distribution median.
Language: Python - Size: 374 KB - Last synced at: 8 days ago - Pushed at: 15 days ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-cauchy-quantile
Cauchy distribution quantile function.
Language: JavaScript - Size: 979 KB - Last synced at: 8 days ago - Pushed at: 15 days ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-degenerate-quantile
Degenerate distribution quantile function.
Language: Python - Size: 525 KB - Last synced at: 9 days ago - Pushed at: 20 days ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-degenerate-ctor
Degenerate distribution constructor.
Language: JavaScript - Size: 1.26 MB - Last synced at: 9 days ago - Pushed at: 22 days ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-geometric-median
Geometric distribution median.
Language: Python - Size: 831 KB - Last synced at: 9 days ago - Pushed at: 25 days ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-levy-ctor
Lévy distribution constructor.
Language: JavaScript - Size: 1.83 MB - Last synced at: 9 days ago - Pushed at: 30 days ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-hypergeometric-ctor
Hypergeometric distribution constructor.
Language: JavaScript - Size: 1.03 MB - Last synced at: 9 days ago - Pushed at: about 1 month ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-bernoulli-ctor
Bernoulli distribution constructor.
Language: JavaScript - Size: 1.3 MB - Last synced at: 9 days ago - Pushed at: about 1 month ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-cauchy-ctor
Cauchy distribution constructor.
Language: JavaScript - Size: 1.71 MB - Last synced at: 9 days ago - Pushed at: about 1 month ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-erlang-ctor
Erlang distribution constructor.
Language: JavaScript - Size: 4.14 MB - Last synced at: 9 days ago - Pushed at: about 1 month ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-frechet-quantile
Fréchet distribution quantile function.
Language: JavaScript - Size: 1.24 MB - Last synced at: 9 days ago - Pushed at: about 1 month ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-laplace-ctor
Laplace distribution constructor.
Language: JavaScript - Size: 1.79 MB - Last synced at: 9 days ago - Pushed at: about 2 months ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-triangular-ctor
Triangular distribution constructor.
Language: JavaScript - Size: 1.88 MB - Last synced at: 9 days ago - Pushed at: about 2 months ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-binomial-ctor
Binomial distribution constructor.
Language: JavaScript - Size: 4.17 MB - Last synced at: 9 days ago - Pushed at: about 2 months ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-logistic-ctor
Logistic distribution constructor.
Language: JavaScript - Size: 2.17 MB - Last synced at: 9 days ago - Pushed at: about 2 months ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-negative-binomial-ctor
Negative binomial distribution constructor.
Language: JavaScript - Size: 3.28 MB - Last synced at: 9 days ago - Pushed at: 2 months ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-gumbel-ctor
Gumbel distribution constructor.
Language: JavaScript - Size: 2.35 MB - Last synced at: 9 days ago - Pushed at: 2 months ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-betaprime-quantile
Beta prime distribution quantile function.
Language: JavaScript - Size: 2.93 MB - Last synced at: 10 days ago - Pushed at: 3 months ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-binomial-quantile
Binomial distribution quantile function.
Language: JavaScript - Size: 3.07 MB - Last synced at: 9 days ago - Pushed at: 3 months ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-rayleigh-ctor
Rayleigh distribution constructor.
Language: JavaScript - Size: 2.29 MB - Last synced at: 9 days ago - Pushed at: 4 months ago - Stars: 2 - Forks: 0
523333333/quantile_pooling
Implementation of the quantile pooling layer as described in the paper: Stacking Deep Set Networks and Pooling by Quantiles
Language: Jupyter Notebook - Size: 94.7 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 2 - Forks: 0
stdlib-js/stats-base-dists-bernoulli-median
Bernoulli distribution median.
Language: Python - Size: 451 KB - Last synced at: 2 days ago - Pushed at: 3 days ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-lognormal-quantile
Lognormal distribution quantile function.
Language: JavaScript - Size: 1.23 MB - Last synced at: 2 days ago - Pushed at: 8 days ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-normal-ctor
Normal distribution constructor.
Language: JavaScript - Size: 2.28 MB - Last synced at: 9 days ago - Pushed at: 15 days ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-beta-median
Beta distribution median.
Language: JavaScript - Size: 2.7 MB - Last synced at: about 17 hours ago - Pushed at: 15 days ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-binomial-median
Binomial distribution median.
Language: Python - Size: 505 KB - Last synced at: 9 days ago - Pushed at: 20 days ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-mediansorted
Calculate the median value of a sorted strided array.
Language: JavaScript - Size: 718 KB - Last synced at: 9 days ago - Pushed at: 23 days ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-chisquare-quantile
Chi-squared distribution quantile function.
Language: JavaScript - Size: 2.78 MB - Last synced at: 8 days ago - Pushed at: 29 days ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-smediansorted
Calculate the median value of a sorted single-precision floating-point strided array.
Language: JavaScript - Size: 660 KB - Last synced at: 9 days ago - Pushed at: about 1 month ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-beta-quantile
Beta distribution quantile function.
Language: JavaScript - Size: 2.84 MB - Last synced at: 9 days ago - Pushed at: about 1 month ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-weibull-ctor
Weibull distribution constructor.
Language: JavaScript - Size: 3.72 MB - Last synced at: 9 days ago - Pushed at: about 1 month ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-kumaraswamy-ctor
Kumaraswamy's double bounded distribution constructor.
Language: JavaScript - Size: 2.13 MB - Last synced at: 9 days ago - Pushed at: about 2 months ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-chi-quantile
Chi distribution quantile function.
Language: JavaScript - Size: 2.79 MB - Last synced at: 10 days ago - Pushed at: about 2 months ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-poisson-ctor
Poisson distribution constructor.
Language: JavaScript - Size: 3.62 MB - Last synced at: 9 days ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-uniform-ctor
Uniform distribution constructor.
Language: JavaScript - Size: 1.68 MB - Last synced at: 9 days ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-geometric-ctor
Geometric distribution constructor.
Language: JavaScript - Size: 1.81 MB - Last synced at: 9 days ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-exponential-ctor
Exponential distribution constructor.
Language: JavaScript - Size: 1.54 MB - Last synced at: 9 days ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-cosine-ctor
Raised cosine distribution constructor.
Language: JavaScript - Size: 2.07 MB - Last synced at: 9 days ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-gamma-ctor
Gamma distribution constructor.
Language: JavaScript - Size: 4.2 MB - Last synced at: 7 days ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-chi-ctor
Chi distribution constructor.
Language: JavaScript - Size: 4.27 MB - Last synced at: 9 days ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dists-arcsine-ctor
Arcsine distribution constructor.
Language: JavaScript - Size: 1.57 MB - Last synced at: 9 days ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0
Vekteur/quantile-recalibration-training
Accompanying repository for the paper "Probabilistic Calibration by Design for Neural Network Regression" (AISTATS 2024).
Language: Python - Size: 276 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0
stdlib-js/stats-base-dmediansorted
Calculate the median value of a sorted double-precision floating-point strided array.
Language: JavaScript - Size: 541 KB - Last synced at: 9 days ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0
lbferreira/fastnanquantile
A fast nanquantile implementation
Language: Python - Size: 1.92 MB - Last synced at: 1 day ago - Pushed at: 7 months ago - Stars: 1 - Forks: 0
shaobo-li/hrqglas
An R Package for Group Variable Selection for Quantile and Robust Mean Regression
Language: R - Size: 59.6 KB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 1 - Forks: 1
hydrobot004/Predict-future-sales-and-A-B-model-comparison-
Predict future sales and A/B model comparison 👾
Language: Jupyter Notebook - Size: 17.6 KB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0
fcorowe/bmi
This repository contains the required code to reproduce the results reported on our paper entitled: Explaining the widening distribution of Body Mass Index: A decomposition analysis of trends for England, 2002/04-2012/14
Language: Rich Text Format - Size: 582 KB - Last synced at: about 2 years ago - Pushed at: almost 5 years ago - Stars: 1 - Forks: 0
poluyan/MVQuantileFun
Multivariate quantile function from discrete approximation of continuous probability distribution function
Language: R - Size: 117 KB - Last synced at: almost 2 years ago - Pushed at: almost 7 years ago - Stars: 1 - Forks: 0
steviecurran/bin-data
Bin data and plot
Language: Python - Size: 161 KB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 0 - Forks: 0
stdlib-js/stats-base-dists-bradford-quantile
Bradford distribution quantile function.
Language: JavaScript - Size: 312 KB - Last synced at: 9 days ago - Pushed at: 15 days ago - Stars: 0 - Forks: 0
stdlib-js/stats-strided-dmediansorted
Calculate the median value of a sorted double-precision floating-point strided array.
Language: JavaScript - Size: 171 KB - Last synced at: 23 days ago - Pushed at: 23 days ago - Stars: 0 - Forks: 0
stdlib-js/stats-base-dists-planck-median
Planck (discrete exponential) distribution median.
Language: Python - Size: 238 KB - Last synced at: 9 days ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0
afairless/bayesian_quantile_multitask_nn
Mixing, matching, and comparing Bayesian models, quantile regression, and multi-task learning
Language: HTML - Size: 1000 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0
Kimitsuna-Goblin/CGD
連結ガウス分布 - Connected Gaussian Distribution
Language: R - Size: 1.03 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
JanPoonthong/principles-of-statistics
CSX2003 Principles Of Statistics | Assumption University
Language: Jupyter Notebook - Size: 25.5 MB - Last synced at: 3 days ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0
DavidUmsonst/FiniteSampleGuaranteesForQuantileEstimation
This repository provides code that implements finite sample guarantees for quantile estimation with an application to detector threshold tuning.
Language: MATLAB - Size: 515 KB - Last synced at: about 1 year ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 0
jorislimonier/quantile-estimation 📦
Working with real-world data to estimate confidence intervals of quantiles, using Bootstrap.
Language: TeX - Size: 29.7 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0
GraphMetrics/sketches-py
Python implementation of the distributed quantile sketch algorithm DDSketch
Language: Python - Size: 114 KB - Last synced at: about 2 years ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 0
poluyan/mveqf
MultiVariate Empirical Quantile Function (grid-based)
Language: C++ - Size: 4.77 MB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0
poluyan/QuantileFun
One-dimensional quantile function from discrete approximation of continuous probability distribution function
Language: R - Size: 51.8 KB - Last synced at: almost 2 years ago - Pushed at: almost 7 years ago - Stars: 0 - Forks: 0
TuomoNieminen/Calculator
This simple interactive app allows the user to calculate probabilities or quantiles from well known probability distributions.
Language: R - Size: 59.6 KB - Last synced at: about 2 years ago - Pushed at: about 8 years ago - Stars: 0 - Forks: 0
