An OCaml implementation of histogram-sketching algorithm described in
A Streaming Parallel Decision Tree
Algorithm
by Yael Ben-Haim and Elad Tom-Tov. Included is a command-line utility
bt, which can read a file (or stdin) containing numbers, one per
line, and output a representation of the approximated distribution.
For example, to approximate 10 quantiles of 1M data in U(0,1):
echo "" | awk '{ for ( i=0 ; i < 1e6 ; i++ ) { print rand() } }' | bt -n 20 -u 10In this example, the size of the approximating histogram is 20. For
additional details, bt --help .
To install:
opam install bentovSee https://barko.github.io/bentov
BSD