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Copy file name to clipboardExpand all lines: docs/asymmetric/README.md
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@@ -2,7 +2,9 @@ This directory contains some empirical results of constructing t-digests with as
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which may be of particular interest for distributions with substantial skew. Suitable asymmetric scale functions
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can be obtained by gluing the familiar k<sub>1</sub>, k<sub>2</sub>, k<sub>3</sub> to their tangent lines at some point p in (0, 1).
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A theoretical justification for this construction (namely, the proofs that the modified scale functions produce
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mergeable data structures that can operate online), together with these results, will be submitted for publication shortly.
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mergeable data structures that can operate online), together with these results, is contained in a preprint
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"Asymmetric scale functions for t-digests." The preprint is available in this repository [here](../proofs/gluing-construction.pdf)
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and at https://arxiv.org/abs/2005.09599, and has been submitted for publication.
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The main goal here is to compare the usual scale functions with their asymmetric counterparts (using the point p=1/2 as a gluing location),
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both in terms of accuracy and memory consumption (via number of centroids). A quadratic scale function is considered as well.
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### Generate data
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In `TDigestTests.java`, run `writeUniformResultsWithCompression` with the `ALVTreeDigest` implementation, i.e., run
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In [TDigestTests](../../core/src/test/java/com/tdunning/math/stats/TDigestTest.java), run `writeUniformResultsWithCompression` with the `ALVTreeDigest` implementation, i.e., run
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