/// <summary>
/// Merge two T-Digests
/// </summary>
/// <param name="a">The first T-Digest</param>
/// <param name="b">The second T-Digest</param>
/// <returns>A T-Digest created by merging the specified T-Digests</returns>
public static TDigest Merge(TDigest a, TDigest b)
{
TDigest merged = new TDigest();
Centroid[] combined = a._centroids.Values.Concat(b._centroids.Values).ToArray();
combined.Shuffle();
foreach (var c in combined)
{
merged.Add(c.Mean, c.Count);
}
merged._newAvg = ((a._newAvg * a._count) + (b._newAvg * b._count)) / (a.Count + b.Count);
merged._oldAvg = ((a._oldAvg * (a.Count - 1)) + (b._oldAvg * (b.Count - 1))) / (a._count + b._count - 2);
return(merged);
}
private bool Compress()
{
TDigest newTDigest = new TDigest(Accuracy, CompressionConstant);
List <Centroid> temp = _centroids.Values.ToList();
temp.Shuffle();
foreach (Centroid centroid in temp)
{
newTDigest.Add(centroid.Mean, centroid.Count);
}
_centroids = newTDigest._centroids;
return(true);
}