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Author SHA1 Message Date
Andy Bristol b8280ea7cc
median absolute deviation agg (#34482)
This commit adds a new single value metric aggregation that calculates
the statistic called median absolute deviation, which is a measure of
variability that works on more types of data than standard deviation

Our calculation of MAD is approximated using t-digests. In the collect
phase, we collect each value visited into a t-digest. In the reduce
phase, we merge all value t-digests, then create a t-digest of
deviations using the first t-digest's median and centroids
2018-10-30 07:22:52 -07:00