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, 31 insertions, 0 deletions

diff --git a/tests/016/arith.tl b/tests/016/arith.tl
index be0d512b..34a82c7f 100644
--- a/tests/016/arith.tl
+++ b/tests/016/arith.tl
@@ -222,3 +222,34 @@
   (< '(1 2 3) #(1 2 3.0)) nil
   (< '(1 2 3) #(1 2 3 4)) t
   (< '(1 2 3) #(1 2 4)) t)
+
+(test
+  (let ((q (quantile 0.5)))
+    [q 0.02 0.5 0.74 3.39 0.83]
+    [mapcar q '(22.37 10.15 15.43 38.62 15.92
+                34.60 10.28 1.47 0.40 0.05 11.39
+                0.27 0.42 0.09 11.37)])
+  (0.73999999999999999 0.73999999999999999 2.0616666666666665
+   4.5517592592592591 4.5517592592592591 9.1519618055555547
+   9.1519618055555547 9.1519618055555547 9.1519618055555547
+   6.1797614914021164 6.1797614914021164 6.1797614914021164
+   6.1797614914021164 4.2462394088036444 4.2462394088036444))
+
+(test
+  (let ((q (quantile 0)))
+    (cons [q] [mapcar q '(1 2 3 4 5)]))
+  (0.0 1.0 1.5 2.0 2.5 3.0))
+
+(test
+  (let ((q (quantile 0 5 0.5)))
+    [mapcar q '(1.0 2.0 3.0 4.0 5.0
+                0.0 0.0 0.0 0.0 0.0)])
+  (1.0 1.5 2.0 2.5 3.0
+   1.5 0.75 0.375 0.1875 0.09375))
+
+(test
+  (let ((q (quantile 0 5 0.5)))
+    [mapcar q '(0.0 0.0 0.0 0.0 0.0
+                3.0 3.0 3.0 3.0 3.0)])
+  (0.0 0.0 0.0 0.0 0.0
+   1.5 2.25 2.625 2.8125 2.90625))