Quantile Estimation Python Packages

quantile-estimator

Python Implementation of Graham Cormode and S. Muthukrishnan's Effective Computation of Biased Quantiles over Data Streams in ICDE’05

prometheus-summary

Prometheus summary with quantiles

distogram

A library to compute histograms on distributed environments, on streaming data

tdigest-cffi

A data structure for accurate on-line accumulation of rank-based statistics.

mqboost

[Mach. Learn. 2026] Official implementation of "Monotone Composite Quantile Regression via Second-Order Gradient Boosting Framework"

aioprometheus-summary

Aioprometheus summary with quantiles over configurable sliding time window

quantile-tree

Monotone quantile regressor

pdsa

Probabilistic Data Structures and Algorithms in Python