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Possible bug in quantiles?
Hey there, I'm using
td := tdigest.NewWithCompression(1000)
for _, x := range []float64{1, 2, 3, 4, 5, 5, 4, 3, 2, 1} {
td.Add(x, 1)
}
fmt.Println("Quantile Result")
for _, q := range []float64{0.1, 0.2, 0.5, 0.75, 0.9, 0.99, 0.999} {
fmt.Println(q, td.Quantile(q))
}
The results are:
Quantile Result
0.1 1
0.2 1.5
0.5 3.071428571428571
0.75 4.142857142857142
0.9 4.785714285714285
0.99 5.171428571428571
0.999 5.209999999999999
However, I think the results should be:
0.1 1
0.2 1.5
0.5 3
0.75 4
0.9 5
0.99 5
0.999 5