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(parent: 09b7f77) | patch
quantiles: add support for quantile estimation
authorMiroslav Lichvar <mlichvar@redhat.com>
Wed, 18 May 2022 10:16:33 +0000 (12:16 +0200)
committerMiroslav Lichvar <mlichvar@redhat.com>
Thu, 9 Jun 2022 14:01:19 +0000 (16:01 +0200)
commitb428f901c7574df1a26304461a0eadf825955972
tree393471b2c5967ee1311619b6fddaea327ea62ae6tree | snapshot
parent09b7f77f9a61a3906ad621737ecafd429fe64a99commit | diff
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.
quantiles.c [new file with mode: 0644] blob
quantiles.h [new file with mode: 0644] blob
test/unit/quantiles.c [new file with mode: 0644] blob
Mirror of https://git.tuxfamily.org/chrony/chrony.git