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Article #596

90%ile rolling code

#596
From: Karl Funk
Date: Fri, 13 Nov 1992 13:40
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Hi,
	I need to generate a rolling 90%ile distribution figure for a (large)
	series of numbers as they arrive at the program. i.e after every say
	100 numbers it spits out the 90% so far.
	The value can be interpolated, but the code must be fast and have a
	minimal overhead i.e I am happy to accept small errors for speed.

	Code in any langauge (pref C) or an algorithm will be great...., or
	even some hints (but go easy on me I am a computer scientist - not a
	statistician!).

	Cheers
	Karl Funk.
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Path: arc1-ca.pugleaf.net!sparky!uunet!mcsun!uknet!dsbc!ozz!kpf
From: kpf@oasis.icl.co.uk (Karl Funk)
Newsgroups: sci.math.stat
Subject: 90%ile rolling code
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Date: 13 Nov 92 13:40:08 GMT
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