Struct P2Quantile 

pub struct P2Quantile { /* private fields */ }

Online estimator of a single p-quantile using the P² algorithm.

Tracks five markers — the running minimum, the p/2, p, and (1+p)/2 quantiles, and the running maximum — and adjusts their heights with a piecewise-parabolic (hence “P²”) interpolation as each value arrives. It estimates the quantile in O(1) time and O(1) memory per update without storing or sorting the stream, trading a small approximation error for unbounded scalability.

Invariants

All state lives in fixed-length arrays (five markers), so size_of::<P2Quantile>() is constant regardless of how many values have been consumed — the bounded-memory guarantee.

Examples

use stats_claw::streaming::P2Quantile;

let mut q = P2Quantile::new(0.5);
for x in 1..=99 {
    q.update(f64::from(x));
}
// Median of 1..=99 is 50; P² lands within a couple of integers on this ramp.
assert!((q.value() - 50.0).abs() < 2.0);

Implementations

impl P2Quantile

pub fn new(p: f64) -> Self

Creates an estimator for the p-quantile.

Arguments

• p — the quantile probability, expected in [0, 1] (e.g. 0.5 for the median, 0.99 for the 99th percentile). Values outside the range are not rejected here — the estimate is simply meaningless, mirroring the panic-free convention of the rest of the crate.

Returns

A fresh estimator with no values consumed; Self::value is 0.0 until the first Self::update.

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

Folds one observation into the estimator.

Arguments

• x — the next value of the stream.

pub fn value(&self) -> f64

Returns the current quantile estimate: the middle marker height once five values are in, the largest seen value during warm-up, or 0.0 if empty.

pub const fn count(&self) -> u64

Returns the number of values consumed so far.

Trait Implementations

impl Clone for P2Quantile

fn clone(&self) -> P2Quantile

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for P2Quantile

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

Formats the value using the given formatter.