offers convenient methods in the accumulator library to get e.g. a
value (let's say 1234) corresponding to a certain quantile (let's
For my specific use-case
I wonder if the opposite (value input=1234, output=0.995) is also
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()
Is there an easier way
to directly get the percentile from the value that I am missing?