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I have a large file (~20 GB) and I want to quickly make an (approximate) estimate of how well it can compress. I want an program which can provide an immediate guess at the compressed filesize, and possibly increasing accuracy of the estimate the longer I leave it to analyse.

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Without sifting through all the data, there is no way to know how compressible it is. Feel free to look at this page for lists of compression tools and speeds, but what you are asking for is basically impossible.

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I think it's possible to guess the compressability looking at some random fragments looking for possible patterns or measuring the entropy. Of course it will be coarse, but as the OP says, it's a series of successive estimates. –  clabacchio May 8 '12 at 7:29
    
It does not have to be perfect, just a guess - some GUI tools such as winrar provide a running guess of the output filesize as it's compressing. I'm looking for a linux based program. –  wim May 8 '12 at 7:53
    
Winrar does not provide a guess. It tells you the compression ratio for the data that it has compressed already. –  soandos May 8 '12 at 15:18

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