Implement q-digest algorithm #9
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Implement quantile query, inverse quantile query and interval (range) query.
Actually, there is no sense to support non-integers (at least by hashing them) since all quantile queries are senseless for their values (we unlikely know which integer is associated with non-integer to make a useful query). This also solve the issue on merging of two digests.
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Quantile Digest, or q-digest, is a tree-based stream summary algorithm
that was proposed by Nisheeth Shrivastava, Subhash Suri et al. in
2004 in the context of monitoring distributed data
from sensors.
References
[1] Shrivastava, N., et al
Medians and Beyond: New Aggregation Techniques for Sensor Networks.
Proceedings of the 2nd International Conference on Embedded Networked Sensor Systems,
Baltimore, MD, USA - November 03–05, 2004, pp. 58–66, ACM New York, NY (2004)
https://www.inf.fu-berlin.de/lehre/WS11/Wireless/papers/AgrQdigest.pdf