Quantile estimator for streams

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