math: quantile estimator using P-Squared algorithm.

* Makefile (psquare.o): New object file.

* arith.c (psq_ops): New static structure.
(quant_fun): New static function.
(quantile): New function.
(arith_init): Register quantile intrinsic.

* arith.h (quantile): Declared.

* psquare.c, psquare.h: New files.

* tests/016/arith.tl: New tests.

* txr.1: Documented.

* stdlib/doc-syms.tl: Updated.

1 files changed, 54 insertions, 0 deletions

diff --git a/psquare.h b/psquare.h
new file mode 100644
index 00000000..77580e02
--- /dev/null
+++ b/psquare.h
@@ -0,0 +1,54 @@
+/* Copyright 2021
+ * Kaz Kylheku <kaz@kylheku.com>
+ * Vancouver, Canada
+ * All rights reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions are met:
+ *
+ * 1. Redistributions of source code must retain the above copyright notice,
+ *    this list of conditions and the following disclaimer.
+ *
+ * 2. Redistributions in binary form must reproduce the above copyright notice,
+ *    this list of conditions and the following disclaimer in the documentation
+ *    and/or other materials provided with the distribution.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+ * AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+ * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+ * ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
+ * LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+ * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+ * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+ * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+ * CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+ * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+ * POSSIBILITY OF SUCH DAMAGE.
+ */
+
+enum psq_type {
+  psq_regular,
+  psq_grouped
+};
+
+struct psquare {
+  enum psq_type type;
+  double p;
+  double q[5];
+  double wn[5];
+  double dn[5];
+  cnum n[5];
+  ucnum count;
+  /* psq_grouped fields */
+  ucnum grsize;
+  double prev;
+  double rate;
+  double blend;
+  int blending;
+};
+
+void psq_init(struct psquare *, double p);
+void psq_init_grouped(struct psquare *, double p,
+                      ucnum grsize, double rate);
+void psq_add_sample(struct psquare *, double s, val self);
+double psq_get_estimate(struct psquare *);