From 2d0abbae4437afcf1680bb42f3c815947ad982ae Mon Sep 17 00:00:00 2001 From: "Jay R. Wren" Date: Mon, 3 Oct 2022 18:01:16 -0400 Subject: [PATCH] Update README.md --- README.md | 4 ++++ 1 file changed, 4 insertions(+) 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