Struct P2QuantileEstimator 

pub struct P2QuantileEstimator { /* private fields */ }

Online running estimator for an arbitrary quantile using the P² algorithm.

Tracks 5 marker positions to estimate the p-quantile without storing all observations. Only valid after n ≥ 5 samples have been fed (warmup guard).

Implementations

impl P2QuantileEstimator

pub fn new(p: f64) -> Self

Create a new estimator for quantile p (0 < p < 1).

pub fn update(&mut self, x: f64)

Feed a new observation.

pub fn estimate(&self) -> Option<f64>

Return the current quantile estimate.

Returns None when fewer than 5 observations have been fed (warmup guard).

pub fn count(&self) -> u64

Total number of observations seen.

Trait Implementations

impl Clone for P2QuantileEstimator

fn clone(&self) -> P2QuantileEstimator

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for P2QuantileEstimator

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.