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Clarify limitations of quantile algorithm

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Refs #10.
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Vinzent Steinberg 2018-03-01 01:33:39 +01:00
parent e4345f5046
commit 8b5fb44500
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src/quantile.rs
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@ -7,6 +7,11 @@ use quickersort::sort_floats;
use super::Estimate; use super::Estimate;
/// Estimate the p-quantile of a sequence of numbers ("population"). /// Estimate the p-quantile of a sequence of numbers ("population").
///
/// The algorithm uses constant space but does not provide any upper bound on
/// the error. For algorithms that use variable space with bounded error, see
/// the [`quantiles`](https://crates.io/crates/quantiles) crate. They are
/// recommended over this algorithm for small samples.
// This uses the P² algorithm introduced here: // This uses the P² algorithm introduced here:
// http://www.cs.wustl.edu/~jain/papers/ftp/psqr.pdf // http://www.cs.wustl.edu/~jain/papers/ftp/psqr.pdf
#[derive(Debug, Clone)] #[derive(Debug, Clone)]