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DDSketch is mergeable, meaning that multiple sketches from distributed systems can be combined in a central node.\n\n## Installation\n\nThe package is under [@datadog/sketches-js](https://www.npmjs.com/package/@datadog/sketches-js) and can be installed through NPM or Yarn:\n\n```sh\n# NPM\nnpm install @datadog/sketches-js\n\n# Yarn\nyarn add @datadog/sketches-js\n```\n\nWhen using Protobuf serialization, the [protobufjs](https://www.npmjs.com/package/protobufjs) module must also be installed manually:\n\n```sh\n# NPM\nnpm install protobufjs\n\n# Yarn\nyarn add protobufjs\n```\n\n## Usage\n\n### Initialize a sketch\n\nTo initialize a sketch with the default parameters:\n\n```js\nimport { DDSketch } from '@datadog/sketches-js'; // or const { DDSketch } = require('@datadog/sketches-js');\nconst sketch = new DDSketch();\n```\n\n#### Modify the `relativeAccuracy`\n\nIf you want more granular control over how accurate the sketch's results will be, you can pass a `relativeAccuracy` parameter when initializing a sketch.\n\nWhereas other histograms use _rank error_ guarantees (i.e. retrieving the p99 of the histogram will give you a value between p98.9 and p99.1), DDSketch uses a _relative error_ guarantee (if the actual value at p99 is 100, the value will be between 99 and 101 for a `relativeAccuracy` of 0.01).\n\nThis property makes DDSketch especially useful for long-tailed distributions of data, like measurements of latency.\n\n```js\nimport { DDSketch } from '@datadog/sketches-js';\n\nconst sketch = new DDSketch({\n  relativeAccuracy: 0.01, // `relativeAccuracy` must be between 0 and 1\n});\n```\n\n### Add values to a sketch\n\nTo add a number to a sketch, call `sketch.accept(value)`. Both positive and negative numbers are supported.\n\n```js\nconst measurementOne = 1607374726;\nconst measurementTwo = 0;\nconst measurementThree = -3.1415;\n\nsketch.accept(measurementOne);\nsketch.accept(measurementTwo);\nsketch.accept(measurementThree);\n```\n\n### Retrieve measurements from the sketch\n\nTo retrieve measurements from a sketch, use `sketch.getValueAtQuantile(quantile)`. Any number between 0 and 1 (inclusive) can be used as a quantile.\n\nAdditionally, common summary statistics are available such as `sketch.min`, `sketch.max`, `sketch.sum`, and `sketch.count`:\n\n```js\nconst measurementOne = 1607374726;\nconst measurementTwo = 0;\nconst measurementThree = -3.1415;\n\nsketch.accept(measurementOne);\nsketch.accept(measurementTwo);\nsketch.accept(measurementThree);\n\nsketch.getValueAtQuantile(0)     // -3.1415\nsketch.getValueAtQuantile(0.5)   // 0\nsketch.getValueAtQuantile(0.99)  // 1607374726\nsketch.getValueAtQuantile(1)     // 1607374726\n\nsketch.min                       // -3.1415\nsketch.max                       // 1607374726\nsketch.count                     // 3\nsketch.sum                       // 1607374722.86\n```\n\n### Merge multiple sketches\n\nIndependent sketches can be merged together, provided that they were initialized with the same `relativeAccuracy`. This allows collecting and transmitting measurements in a distributed manner, and merging their results together while preserving the `relativeAccuracy` guarantee.\n\n```js\nimport { DDSketch } from '@datadog/sketches-js';\n\nconst sketch1 = new DDSketch();\nconst sketch2 = new DDSketch();\n\n[1,2,3,4,5].forEach(value => sketch1.accept(value));\n[6,7,8,9,10].forEach(value => sketch2.accept(value));\n\n// `sketch2` is merged into `sketch1`, without modifying `sketch2`\nsketch1.merge(sketch2);\n\nsketch1.getValueAtQuantile(1) // 10\n```\n\n## References\n* [DDSketch: A Fast and Fully-Mergeable Quantile Sketch with Relative-Error Guarantees](http://www.vldb.org/pvldb/vol12/p2195-masson.pdf). Charles Masson, Jee E. Rim and Homin K. Lee. 2019.\n* Java implementation: [https://github.com/DataDog/sketches-java](https://github.com/DataDog/sketches-java)\n* Go implementation: [https://github.com/DataDog/sketches-go](https://github.com/DataDog/sketches-go)\n* Python implementation: [https://github.com/DataDog/sketches-py](https://github.com/DataDog/sketches-py)\n","readmeFilename":"README.md"}