Quantile Estimation Python Packages

distogram

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

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

tdigest-cffi

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

mqboost

Multiple quantiles estimation model maintaining non-crossing condition (or monotone quantile condition) and preventing quantile crossing using LightGBM and XGBoost

aioprometheus-summary

Aioprometheus summary with quantiles

quantile-tree

Monotone quantile regressor

pdsa

Probabilistic Data Structures and Algorithms in Python