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

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