Quantile

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

Installation

gem install quantile

Usage

require 'quantile'

estimator = Quantile::Estimator.new

# Record any amount of Numeric values
10_000.times do
  estimator.observe(rand)
end

# Retrieve the value of a given quantile
estimator.query(0.5)

# Retrieve the number of observations
estimator.observations

# Get the sum of all observed values.
estimator.sum

Tests

# Install dependencies
gem install bundler
bundle install

# Run tests
rake test

Resources

• Paper: Effective Computation of Biased Quantiles over Data Streams

Author

Matt T. Proud <matt.proud@gmail.com>