TDIGEST.CREATE key compression
Available in: Redis Stack
Time complexity: O(1)
Allocate the memory and initialize the t-digest.
Parameters:
- key: The name of the sketch.
- compression: The compression parameter. 100 is a common value for normal uses. 1000 is extremely large. See the further notes bellow.
Further notes on compression vs accuracy: Constructing a T-Digest requires a compression parameter which determines the size of the digest and accuracy of quantile estimation. The scaling of accuracy versus the compression parameter is illustrated in the following figure retrieved from "Ted Dunning, The t-digest: Efficient estimates of distributions, Software Impacts,Volume 7,2021".

Return
[] otherwise.
Examples
redis> TDIGEST.CREATE t-digest 100
OK