Tags: IterativeStatistics/BasicIterativeStatistics
Tags
13 quantile (#17) * First implementation of a Robbins-Monro iterative algorithm for estimating quantiles -- This algorithm needs to know a priori the number of samples that will be received. -- A better strategy to fix the constant C is probably possible, which would accelerate the convergence. -- I have performed testing by using a Jupyter notebook. Based on this, two unitary tests are implemented, they generate a random sample from a normal distribution. -- I have introduced basic documentation. If necessary, it can be extended after the first merge is performed. * update test * correct tests --------- Co-authored-by: Alejandro RIBES CORTES <[email protected]>