[Boost.Accumulator] retrieve percentage corresponding to a value

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[Boost.Accumulator] retrieve percentage corresponding to a value

Boost - Users mailing list

Hi,

Boost offers convenient methods in the accumulator library to get e.g. a value (let's say 1234) corresponding to a certain quantile (let's say 0.995).

For my specific use-case I wonder if the opposite (value input=1234, output=0.995) is also possible.

Is there an elegant way to calculate/estimate the percentile of value in an online fashion (=while accumulating) and without storing all values?

One thing I came up with is using extended_p_square_quantile with many probabilities and then do a binary search over the values output by the quantile() function.

Is there an easier way to directly get the percentile from the value that I am missing?

Best,

Timo


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