diff --git a/README.md b/README.md index 2849249..3f401f0 100644 --- a/README.md +++ b/README.md @@ -4,6 +4,10 @@ This is an implementation of Ted Dunning's [t-digest](https://github.com/tdunnin The implementation is based off [Derrick Burns' C++ implementation](https://github.com/derrickburns/tdigest). +TDigest is a data structure for accurate on-line accumulation of +rank-based statistics such as quantiles and trimmed means. +This is also known as incremental quantile estimation. + ## Example ```go