The Circllhist algorithm is interesting, but I get an uneasy feeling from the use of a _relative error_ measure to evaluate the performance of quantile estimation. Note that other authors don't use this measure. Dunning…
The Circllhist algorithm is interesting, but I get an uneasy feeling from the use of a _relative error_ measure to evaluate the performance of quantile estimation. Note that other authors don't use this measure. Dunning…