collections/stream_quantile_utils library

Exact streaming quantile over a retained sample — roadmap #453.

Classes

StreamQuantileUtils

Computes an EXACT percentile over every value fed in. This retains all values (memory grows O(n)); it is NOT an approximate, fixed-memory P² estimator despite the roadmap title. Use it when exactness matters and the stream is bounded; for unbounded streams with a memory cap, downsample before feeding values in.