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TDigest for kotlin multiplatform

This is a full port to Kotlin multiplatform of Ted Dunning reference implementation of the TDigest algorithm. The API (the whole code actually) is identical to the original Java implementation (retrieved 24/4/2021), with one notable exception:

Java Serialization for TDigest objects is not currently supported.

but serialization and deserialization using methods asBytes and fromBytes is supported. Also the full original suite of Unit tests is included. (Technically the tests are still in Java, but they run on the library code converted to kotlin)

Another difference from the original code is that AVLTreeDigest class has experimental support for updating already added samples with method updateSample. Support for updating samples in MergeDigest is not yet implemented.

Supported platforms

Supported platforms are JVM and JS (including Node).

Kotlin Native could be also supported with a small effort (need to implement something equivalent to Java ByteBuffer, or use a library like kotlinx.io)

Using the library with Typescript

Type definitions for the main TDigest classes are included, see here There is also some basic typescript test code you can look at here. before running this test you need to run npm install in the typescript_tests directory and run the tests with node.js

Using the library in Node.js environment

In theory, all you need to do is to install the library with

npm i tdigest-kt

and also its peer dependency from kotlin runtime

npm i kotlin@1.3.60

Because of issues with releases of the kotlinx-atomicfu dependency, it is recommended to install kotlinx-atomicfu as a local npm package, like it is done in typescript tests. In other words, copy the content of this directory to your libs directory and define the dependency from it in your package.json as

{
  "dependencies": {
    "tdigest-kt": "file:./libs/tdigest-kt"
  }
}

(see the example here)

License

Copyright 2019 by Dario Elyasy

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License here

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.