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Support for T-Digest data structure #23

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@filipecosta90

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@filipecosta90

Given RedisBloom/RedisBloom#285 there is the following set of commands we should enable:

  • TDIGEST.CREATE: Allocate a new histogram
  • TDIGEST.RESET: Empty out a histogram and re-initialize it
  • TDIGEST.ADD: Add a value to the t-Digest with the specified count
  • TDIGEST.MERGE: Merge one t-Digest into another
  • TDIGEST.CDF: Returns the fraction of all points added which are ≤ x.
  • TDIGEST.QUANTILE: Returns an estimate of the cutoff such that a specified fraction of the data added to the t-Digest would be less than or equal to the cutoff.
  • TDIGEST.MIN: Get the minimum value from the histogram. Will return DBL_MAX if the histogram is empty
  • TDIGEST.MAX: Get the maximum value from the histogram. Will return DBL_MIN if the histogram is empty
  • TDIGEST.INFO : Returns compression, capacity, total merged and unmerged nodes, the total compressions
    made up to date on that key, and merged and unmerged weight.

With the in-depth params in https://oss.redislabs.com/redisbloom/master/TDigest_Commands/

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