https://github.com/deadtrickster/quantile-estimator.cl.git
git clone 'https://github.com/deadtrickster/quantile-estimator.cl.git'
(ql:quickload :quantile-estimator.cl)
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))MIT