MergingDigest Constructor (Double, Int32)

If you know the size of the temporary buffer for incoming points, you can use this entry point.

Namespace: FinAnalysis.Histogram
Assembly: FinAnalysis (in FinAnalysis.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f

Syntax

public MergingDigest(
	double compression,
	int bufferSize
)

compression: Type: SystemDouble
Compression factor for t-digest. Same as 1/\delta in the paper.
bufferSize: Type: SystemInt32
How many samples to retain before merging.