This repository has been archived by the owner on Jan 20, 2023. It is now read-only.
v2.1.0: Handle NaNs, Infs, and fix bug #6.
This release adds two changes. First, it fixes an important bug discovered in issue #6. The fix is in #7, and has to do with the logic around adding centroids when a TDigest doesn't have many values. Previous versions could get into incorrect states which would have resulted in quantile values which decreased as you went up, which is very wrong.
In addition, this release includes #8, which defines the behavior of TDigests when Inf and NaN values are added. Those values will now be ignored; they similarly would have caused erratic responses from the Quantile function in previous versions.