com.eignex.kumulant/schema/spec/FrugalQuantile

FrugalQuantile

@Serializable

@SerialName(value = "FrugalQuantile")

data class FrugalQuantile(val q: Double, val stepSize: Double = StatDefaults.FRUGAL_QUANTILE_STEP_SIZE, val initialEstimate: Double = StatDefaults.FRUGAL_QUANTILE_INITIAL_ESTIMATE) : SeriesStatSpec<QuantileResult> (source)

Spec for FrugalQuantileStat: O(1)-memory single-quantile estimator.

Constructors

FrugalQuantile

constructor(q: Double, stepSize: Double = StatDefaults.FRUGAL_QUANTILE_STEP_SIZE, initialEstimate: Double = StatDefaults.FRUGAL_QUANTILE_INITIAL_ESTIMATE)(source)

Properties

initialEstimate

val initialEstimate: Double(source)

Initial estimate seeding the random walk.

q

val q: Double(source)

Target quantile probability in (0, 1).

stepSize

val stepSize: Double(source)

Adaptive step size used to chase the quantile.