Common Lisp implementation of Graham Cormode and S. Muthukrishnan's Effective Computation of Biased Quantiles over Data Streams in ICDE’05
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README.md

Quantile estimator for streams Build Status Coverage Status

Common Lisp Implementation of Graham Cormode and S. Muthukrishnan's Effective Computation of Biased Quantiles over Data Streams in ICDE’05.

Based on Ruby Implementation.

(let ((estimator (make-estimator)))
  (estimator.observe estimator 0.8)
  (estimator.observe estimator 0.4)
  (estimator.observe estimator 0.9)
  (estimator.observe estimator 0.6)

  (is (estimator.query estimator 0.5) 0.6)
  (is (estimator.query estimator 0.9) 0.8)
  (is (estimator.query estimator 0.99) 0.8))

License

MIT