fix(tdigest): preserve stored min and max when merging

tdigest/include/tdigest_impl.hpp

@@ -70,6 +70,9 @@ void tdigest<T, A>::update(T value) {
 template<typename T, typename A>
 void tdigest<T, A>::merge(const tdigest& other) {
   if (other.is_empty()) return;
+  // Extreme centroid means are not the true min/max when those centroids have weight > 1.
+  min_ = std::min(min_, other.min_);
+  max_ = std::max(max_, other.max_);
   vector_centroid tmp(buffer_.get_allocator());
   tmp.reserve(buffer_.size() + centroids_.size() + other.buffer_.size() + other.centroids_.size());
   for (const T value: buffer_) tmp.push_back(centroid(value, 1));

tdigest/test/tdigest_test.cpp

@@ -168,6 +168,31 @@ TEST_CASE("merge small", "[tdigest]") {
   REQUIRE(td1.get_rank(3.01) == 1);
 }
 
+TEST_CASE("merge preserves deserialized min max with weighted tails", "[tdigest]") {
+  tdigest_double source(100);
+  source.update(0);
+  source.update(50);
+  source.update(90);
+  auto bytes = source.serialize();
+  write_bytes(bytes, min_offset, -1.0);
+  write_bytes(bytes, max_offset, 100.0);
+  auto other = tdigest_double::deserialize(bytes.data(), bytes.size());
+  REQUIRE(other.get_min_value() == -1.0);
+  REQUIRE(other.get_max_value() == 100.0);
+
+  tdigest_double empty(100);
+  empty.merge(other);
+  REQUIRE(empty.get_min_value() == -1.0);
+  REQUIRE(empty.get_max_value() == 100.0);
+
+  tdigest_double left(100);
+  left.update(10);
+  left.update(20);
+  left.merge(other);
+  REQUIRE(left.get_min_value() == -1.0);
+  REQUIRE(left.get_max_value() == 100.0);
+}
+
 TEST_CASE("merge large", "[tdigest]") {
   const size_t n = 10000;
   tdigest_double td1;