[Boost.Accumulator] retrieve percentage corresponding to a value

Previous Topic Next Topic
classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view

[Boost.Accumulator] retrieve percentage corresponding to a value

Boost - Users mailing list


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?



Boost-users mailing list
[hidden email]