The following repository contains an implementation of the t-digest algorithm.

Clone this repository:

git clone https://github.com/gpichot/cpp-tdigest.git

Then, in the newly created folder cpp-tdigest create a new directory build:

cd cpp-tdigest && mkdir build && cd build

Run cmake and make:

cmake .. && make

If you want to run the tests and generate a coverage report use (from the build repository):

../coverage.sh

The coverage report will be available in the coverage directory (build/coverage).