GitHub - absmall/p2: This program implements the P^2 algorithm as documented in "The P-Square Algorithm for Dynamic Calculation of Percentiles and Histograms without Storing Observations," Communications of the ACM, October 1985 by R. Jain and I. Chlamtac. Both the point method and histogram method are implemented.

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This program implements the P^2 algorithm as documented in "The P-Square Algorithm for Dynamic Calculation of Percentiles and Histograms without Storing Observations," Communications of the ACM, October 1985 by R. Jain and I. Chlamtac. Both the point method and histogram method are implemented.

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.gitignore		.gitignore
LICENSE		LICENSE
Makefile		Makefile
README		README
data.txt		data.txt
main.cc		main.cc
p2.cc		p2.cc
p2.h		p2.h

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This program implements the P^2 algorithm as documented in "The P-Square Algorithm for Dynamic Calculation of Percentiles and Histograms without Storing Observations," Communications of the ACM, October 1985 by R. Jain and I. Chlamtac.

Both the point method and histogram method are implemented.

p2.cc implements the algorithm. main.cc is a test driver program. data.txt provides sample data to test the algorithm. It is sampled from a normal distribution with mean=0, standard deviation=1.
It was generated using R (http://www.r-project.org/) with the function "runif(200)".