2 Commits

Author	SHA1	Message	Date
Miroslav Lichvar	df80274644	quantiles: add function to get minimum k	2022-07-21 15:33:35 +02:00
Miroslav Lichvar	b428f901c7	quantiles: add support for quantile estimation ... Add estimation of quantiles using the Frugal-2U streaming algorithm (https://arxiv.org/pdf/1407.1121v1.pdf). It does not need to save previous samples and adapts to changes in the distribution. Allow multiple estimates of the same quantile and select the median for better stability.	2022-06-09 16:01:19 +02:00