Quantile Python Packages

ddsketch

Python implementations of the distributed quantile sketch algorithm DDSketch

tdigest

t-Digest data structure in Python. Useful for percentiles and quantiles, including distributed enviroments like PySpark

wquantiles

weighted quantiles with Python

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

aioprometheus-summary

Aioprometheus summary with quantiles

larzstats

Descriptive statistics, correlation, linear regression, and the normal distribution in pure Python. No numpy/scipy, zero dependencies.

distimate

Distributions visualized