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Description
The MergingDigest in the java reference implementation is considerably fast than the AVL tree implementation and has a number of accuracy tweaks that really help.
Some of the major wins include:
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no dynamic allocation at all.
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stratified merging gives 5-10x better accuracy
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better interpolation makes accuracy better again
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multiple scale functions improve accuracy and speed, all uniform accuracy mode
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firm bounds on digest size for all scale functions. Bounds are also nearly consistent across different scale functions.
I can help with the upgrades if you like.
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