Files changed (2)
Very accurate. If you run livestats.py as a script with a numeric argument, it'll run some tests with that many data points. As soon as you start to get over 10,000 elements, accuracy to the actual quantiles is well below 1%. At 10,000,000, it's this:
That's percent error for the cumulative moving average, variance, and the average percent error for four different random distributions at three quantiules, 25th, 50th, and 75th. Pretty good.