quantile accuracy issue

[pchalasani]

The example below computes quantiles for randomly shuffled numbers in the range 0..1000. The 10% and 90% quantiles don't look good. By contrast the this Java library https://github.com/mayconbordin/streaminer gives reasonably good results (using the Frugal2U class).

(ns ... 
...
 (:require 
            [skream.core :as sk]))


  (def sk
    (-> (sk/create-skream)
        (sk/track-quantile-ish 0.10)
        (sk/track-quantile-ish 0.25)
        (sk/track-quantile-ish 0.50)
        (sk/track-quantile-ish 0.90)))

  (let
      [sk  (apply (partial sk/add-num sk ) (shuffle (range 1000)))]
    (map #(get-in sk [[:quantile %] :quantile] )
         [0.10 0.25 0.50 0.90]))

==> (252.27943 252.27943 496.22464 750.6505)