It has two constants, n, c : sample size and cache size.
The purpose of this library, if I'm not mistaken, that the stats are computed for c << n.
However, this code yields nans and fails the test.
When the cache size is set equal to a sample size c = n; the test passes.
You cache 10000 samples among 100000, so if my understanding is correct, you cannot estimate past the 90th quantile (resp. before the 10th quantile) by design, see tail_quantile.hpp.
This code is a slightly modified example from the Boost.Accumualators documentation, https://scicomp.ethz.ch/public/manual/Boost/1.55.0/accumulators.pdf , p.50.
It has two constants,
n
,c
: sample size and cache size. The purpose of this library, if I'm not mistaken, that the stats are computed forc << n
. However, this code yields nans and fails the test. When the cache size is set equal to a sample sizec = n;
the test passes.The output: