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

A C++ header-only library of statistical distribution functions.

t-Digest data structure in Python. Useful for percentiles and quantiles, including distributed enviroments like PySpark

An implementation of Ted Dunning's t-digest in Go.

t-digest module for Redis

Robust Graphical Methods For Group Comparisons

Boosted trees in Julia

Wicked Fast, Accurate Quantiles Using 't-Digests'

weighted quantiles with Python

Fast histograms for Go

measures TCP connection durations to a given target, prints JSON

Simple extension to Distributions.jl to incorporate interpolated PDFs

Agnostic (re)implementations (R/SAS/Python/C) of common quantile estimation algorithms.

High performance quantile estimation(e.g. 95th) over unbounded streaming data, within expected error (e.g 0.1%) and low memory usage.

Matlab Robust Graphical Methods For Group Comparisons

Toolkits to free your hands

Distributions visualized

Set of algorithms, used for estimation statistic characteristics on streaming data.

R package providing functions for computing Expected shortfall (ES) and Value at risk (VaR)

B-digest is a Go library for fast and memory-efficient estimation of quantiles with guaranteed relative error and full mergeability

Multivariate quantile function from discrete approximation of continuous probability distribution function

This simple interactive app allows the user to calculate probabilities or quantiles from well known probability distributions.

❗ This is a read-only mirror of the CRAN R package repository. quantreg — Quantile Regression. Homepage: https://www.r-project.org

One-dimensional quantile function from discrete approximation of continuous probability distribution function

Quantile regression to estimate VaR

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

This repository contains python implementations of scoring rules for forecasts provided in a prediction interval format.

MultiVariate Empirical Quantile Function (grid-based)