Quantile multiyear (part 1)

[Rlamboll]

Pull request

Please confirm that this pull request has done the following:

• Tests added
• Documentation added (where applicable)
• Example added (either to an existing notebook or as a new notebook, where applicable)
• Description in CHANGELOG.rst added

Adding to CHANGELOG.rst

Please add a single line in the changelog notes similar to one of the following:

- (`#XX <https://github.com/znicholls/silicone/pull/XX>`_) Added feature which does something
- (`#XX <https://github.com/znicholls/silicone/pull/XX>`_) Fixed bug identified in (`#YY <https://github.com/znicholls/silicone/issues/YY>`_)

[Rlamboll]

Sorry, another mathsy fiddly one that I'm only doing to make the function slightly more intuitive. Part 2, where I actually add the wrapper to this, is coming soon.

[znicholls]

All good will take a look Monday (under the pump at the moment)

[znicholls]

Indeed a fiddly one, which docs or examples should I be looking at to understand this?

[znicholls]

Looks good in general. Longer suggestions in #90

One other question, is it possible to eliminate the code duplication between QuantileRollingWindows and rolling_window_find_quantiles?

[Rlamboll]

Interesting question. We could, but it's currently being used as a check to ensure that nothing untoward happens to the data in a test for the QRW cruncher. Although they were originally designed for different datatypes, they've pretty much drifted into being the same code now.

[znicholls]

I’d rewrite the test and remove the duplication. Better practice and makes long term maintenance easier