Uses the 'tdigest' library to calculate percentiles. #41
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Tyler-Murphy
commented
Apr 9, 2018
| @@ -188,12 +188,12 @@ describe('Histogram', function() { | |||
| f = h.flush(); | |||
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| f.should.have.deep.property('[5].metric', 'hist.75percentile'); | |||
| f.should.have.deep.property('[5].points[0][1]', 75); | |||
| f.should.have.deep.property('[5].points[0][1]', 75.5); | |||
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These changes are because of the different algorithm tdigest uses.
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@dbader, what do you think of this change? |
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Hey @Tyler-Murphy, thanks for the PR. Not a huge fan to be honest due to the extra dependency & questionable value add (for my personal use cases). |
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Okay. What would you think of allowing a percentile calculator to be injected, kind of like how a custom HTTP |
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More information about the library here: https://github.com/welch/tdigest.
This will mean that percentile estimates are more accurate when there aren't very many samples used in the percentile calculation, but it also means that percentiles are estimates of what percentiles would be, given more points, rather than actual percentiles, which may not be what you're going for.
This sounds like it could close #19, since it's set up to compress the distribution after every 1000 points are added.