Quantiles

Data Structures
struct	mirml_nr_spqntl_t_
	Structure for single-pass estimation of arbitrary quantiles. More...

Typedefs
typedef struct mirml_nr_spqntl_t_	mirml_nr_spqntl_t
	Structure for single-pass estimation of arbitrary quantiles.

Functions
void	mirml_nr_spqntl_init_default (mirml_nr_spqntl_t *spqntl)
	Initialize parameters for single-pass algorithm to default values.
mirkl_error_t *	mirml_nr_spqntl_alloc (mirml_nr_spqntl_t *spqntl)
	Allocate required buffers.
void	mirml_nr_spqntl_free (mirml_nr_spqntl_t *spqntl)
	Free allocated buffers.
mirkl_error_t *	mirml_nr_spqntl_add (mirml_nr_spqntl_t *spqntl, double datum)
	Feed single-pass algorithm with a data point.
mirkl_error_t *	mirml_nr_spqntl_report (mirml_nr_spqntl_t *spqntl, double p, double *q)
	Calculate estimated p-quantile for the data seen so far.

Detailed Description

Function Documentation

mirml_nr_spqntl_report()

mirkl_error_t * mirml_nr_spqntl_report	(	mirml_nr_spqntl_t *	spqntl,
		double	p,
		double *	q
	)

Calculate estimated p-quantile for the data seen so far.

Parameters

[in]	p	p-value, for example 0.5 for median.
[out]	q	Estimated p-quantile