(Also feel free to suggest a better approach if you know one).
The new class can be named MovQuantile or MovPercentile. Interface should be similar to core::MovStats class, which implements moving minimum, maximum, and variance.
We also need unit tests, you can find example here.
Add a class that implements moving percentile algorithm based on these excellent articles:
(Also feel free to suggest a better approach if you know one).
The new class can be named MovQuantile or MovPercentile. Interface should be similar to core::MovStats class, which implements moving minimum, maximum, and variance.
We also need unit tests, you can find example here.
This task is needed for #712.