quantile

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

Go implementations of the distributed quantile sketch algorithm DDSketch

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

Boosted trees in Julia

t-digest module for Redis

Robust Graphical Methods For Group Comparisons

Python implementations of the distributed quantile sketch algorithm DDSketch

Wicked Fast, Accurate Quantiles Using 't-Digests'

weighted quantiles with Python

Calculate statistics iteratively

Fast histograms for Go

DynaHist: A Dynamic Histogram Library for Java

Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Spearman's Correlation (Bivariate)

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

measures TCP connection durations to a given target, prints JSON

Simple extension to Distributions.jl to incorporate interpolated PDFs

Matlab Robust Graphical Methods For Group Comparisons

Toolkits to free your hands

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

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

Distributions visualized

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

Geometric distribution median.

Chi-squared distribution quantile function.

Normal distribution constructor.

Weibull distribution constructor.

Cauchy distribution constructor.

Degenerate distribution median.