Module canonical

ddsketch

Module canonical 

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Canonical implementation of DDSketch.

This module provides a DDSketch implementation that closely follows the official Datadog implementations of DDSketch, with configurable storage and index mappings.

§Quick Start

use ddsketch::canonical::DDSketch;

// Create a sketch with 1% relative accuracy
let mut sketch = DDSketch::with_relative_accuracy(0.01).unwrap();

// Add some values
sketch.add(1.5);
sketch.add(2.5);
sketch.add(3.5);

// Query quantiles
let p50 = sketch.quantile(0.5);
let p99 = sketch.quantile(0.99);

§Store Types

The canonical implementation supports multiple store types:

  • CollapsingLowestDenseStore: Collapses lowest bins when limit is reached. Best for when higher quantiles (p95, p99) matter most.
  • CollapsingHighestDenseStore: Collapses highest bins when limit is reached. Best for when lower quantiles (p1, p5) matter most.
  • DenseStore: Unbounded dense storage. Best when memory is not a concern.
  • SparseStore: Hash-based storage. Best for widely scattered values.

Re-exports§

pub use self::mapping::IndexMapping;
pub use self::store::Store;

Modules§

mapping
Index mapping.
store
Sketch storage.

Structs§

DDSketch
A fast and fully-mergeable quantile sketch with relative-error guarantees.

Enums§

ProtoConversionError
Errors that can occur during protobuf conversion.