Algorithm to mimic analog device - algorithm

Analog device provides instant result as you can see at this simplified picture. Is there known algorithm that solves the same problem when I have similar situation in digital world, with arrays of ranges? Or at least something fast, with least number of loops. It should print out available ranges that are not used in any other array.
Pseudo code or Python or PHP would be great.

So you only want the gaps? I noticed my comment with binary tree is way too complicated. Here is a simple algorithm:
Flatten the ranges, so you end up with a single array/list with all the ranges inside.
Sort the ranges by their min, i.e. left point.
For each range do the following:
Save the min and max of the current range.
While the min of the next range is smaller or equal to the max: Set current to the next range (this range has to be skipped in the outer loop now, so it's easiest to have a loop with index) and if its max is bigger update max.
Add a new range [min, max] to the result array/list
Now you have ranges with the covered areas in order and there is a gap between each range. So you also have all non-covered ranges in order, the result just needs to be interpreted differently: the min of a range becomes the max of the gap range and the max becomes the min of the next gap range, gap ranges that are missing min or max are open ranges (like this ranges are inclusive and gap ranges exclusive otherwise we need to add/subtract one from the max/min).

Related

How to detect partitions (clusters) of sparse data in linear time, and (hopefully) sublinear space?

Let's say I have m integers from n disjoint integer intervals, which are in some sense "far" apart.
n is not known beforehand, but it is known to be small (see assumptions below).
For example, for n = 3, I might have been given randomly distributed integers from the intervals 105-2400, 58030-571290, 1000000-1000100.
Finding the minimum (105) and maximum (1000100) is clearly trivial.
But is there any way to efficiently (in O(m) time and hopefully o(m) space) find the intervals' boundary points, so that I can quickly partition the data for separate processing?
If there is no efficient way to do this exactly, is there an efficient way to approximate the partitions, to within a small constant factor (like 2)?
(For example, 4000 would be an acceptable approximation of the upper bound of the smaller interval, and 30000 would be an acceptable approximation of the lower bound of the middle interval.)
Assumptions:
Everything is nonnegative
n is very small (say, < 10)
The max value is comparatively large (say, on the order of 226)
The intervals are dense (i.e. there exists an integer in the array for most values inside that interval)
Two clusters are far apart if their closest boundaries are at least a constant factor c apart.
(Edit: It makes sense for c to be relative to the cluster size rather than relative to the bound. So a cluster of 1 element at 1000000 should not be approximated as originating from the interval 500000-2000000.)
The integers are not sorted, and this is crucial. In fact sorting them in O(m) time is impossible without radix sort, but radix sort could have O(max value) complexity, and there is no guarantee the max value is anywhere close to m.
Again, speed is the most important factor here; inaccuracy is tolerated as long as it's within a reasonable factor.
I say move to a logarithmic scale of factor c to search for the intervals, since you know them being at least c factor apart. Then, make an array of counters, each counter counts numbers in intervals (0.5X .. 0.5X+0.5) logarithmic scale, where X is the index of selected counter.
Say, c is 2, and you know the maximum upper bound of 226, so you create 52 counters, then calculate floor(2*log<sub>2</sub>i) where i is the current integer, and increment that counter. After you parse all of m integers, walk through that array, and each sequence of zeroes in there will mean that the corresponding logarithmic interval is empty.
So the output of this will be the sequence of occupied intervals, logarithmically aligned to halves of power of c, aka 128, 181, 256, 363, 512 etc. This satisfies your requirements on precision for intervals' boundaries.
Update: You can also store lowest and highest number out of those that hit the interval. Once you do, the intervals' boundaries are calculated as follows:
Find the first nonzero counter from current position in the counters array. Take its lowest number as lower bound.
Progress through the counters array until you find a zero in the counter or hit the array's end. Take the last nonzero counter's highest number. This will be your upper bound for the current interval.
Proceed until full traversal of the array.
Return the set of intervals found. The boundaries will be strict.
An example: (abstract language code)
counters=[];
lowest=[];
highest=[];
for (i=0;i<m;i++) {
x=getNextInteger();
n=Math.floor(2.0*logByBase(c,x));
counters[n]++;
if (counters[n]==1) {
lowest[n]=x;
highest[n]=x;
} else {
if (lowest[n]>x) lowest[n]=x;
if (highest[n]<x) highest[n]=x;
}
}
zeroflag=true; /// are we in mode of finding a zero or a nonzero
intervals=[];
currentLow=0;
currentHigh=0;
for (i=0;i<counters.length;i++) {
if (zeroflag) {
// we search for nonzero
if (counters[i]>0) {
currentLow=lowest[i]; // there's a value
zeroflag=false;
} // else skip
} else {
if (counters[i]==0) {
currentHigh=highest[i-1]; // previous was nonzero, get its highest
intervals.push([currentLow,currentHigh]); // store interval
zeroflag=true;
}
}
if (!zeroflag) { // unfinished interval
currentHigh=highest[counters.length-1];
intervals.push([currentLow,currentHigh]); // store last interval
}
You may want to look at aproximate median finding.
These methods can often be generalized to finding arbitrary quantiles with a reasonable precision; and quantiles are good for distributing your work load.
Here's my take, using two passes over the data set.
sample 10000 objects from your data set.
Solve your problem for the sample objects.
Re-scan your data set, assigning each object to the nearest interval from your sample, and tracking the minimum and maximum of each interval.
If your gaps are prominent enough, they should still be visible in the sample. The second pass is only to refine the interval boundaries.
Split the total range into buckets. The bucket boundaries X_i should be spaced in an appropriate way, like e.g. linearly X_i=16*i. Other options would be quadratic spacing like X_i=4*i*i or logarithmic X_i=2^(i/16), here the total number of buckets would be smaller but finding the right bucket for a given number would be more effort. Each bucket is empty or non-empty, so one bit would be sufficient.
You iterate over the set of numbers, and for each number you mark its bucket as non-empty. Then the gaps between your intervals are represented by series of empty buckets. So now you find all sufficiently long series of empty buckets, and you have the interval gaps. The accuracy of the interval boundary will be determined by the bucket size, so assuming a bucket size of 16 you interval border is off by at most 15. If the max number is 226 and buckets are size 16 and you use one bit for each bucket you need 219 byte, or 512kB of memory.
Actually I think I was wrong when I posted the question -- the answer does seem to be radix sort.
The number of buckets is arbitrary, it doesn't have to correlate with the sizes of the intervals.
It might even be 2, if I go bit-by-bit.
Thus radix sort could help me sort the data in O(m log(max value)) ≈ O(m) time (since log(max value) is essentially a constant factor of 26 according to the assumptions), at which point the problem becomes trivial.

Incremental median computation with max memory efficiency

I have a process that generates values and that I observe. When the process terminates, I want to compute the median of those values.
If I had to compute the mean, I could just store the sum and the number of generated values and thus have O(1) memory requirement. How about the median? Is there a way to save on the obvious O(n) coming from storing all the values?
Edit: Interested in 2 cases: 1) the stream length is known, 2) it's not.
You are going to need to store at least ceil(n/2) points, because any one of the first n/2 points could be the median. It is probably simplest to just store the points and find the median. If saving ceil(n/2) points is of value, then read in the first n/2 points into a sorted list (a binary tree is probably best), then as new points are added throw out the low or high points and keep track of the number of points on either end thrown out.
Edit:
If the stream length is unknown, then obviously, as Stephen observed in the comments, then we have no choice but to remember everything. If duplicate items are likely, we could possibly save a bit of memory using Dolphins idea of storing values and counts.
I had the same problem and got a way that has not been posted here. Hopefully my answer can help someone in the future.
If you know your value range and don't care much about median value precision, you can incrementally create a histogram of quantized values using constant memory. Then it is easy to find median or any position of values, with your quantization error.
For example, suppose your data stream is image pixel values and you know these values are integers all falling within 0~255. To create the image histogram incrementally, just create 256 counters (bins) starting from zeros and count one on the bin corresponding to the pixel value while scanning through the input. Once the histogram is created, find the first cumulative count that is larger than half of the data size to get median.
For data that are real numbers, you can still compute histogram with each bin having quantized values (e.g. bins of 10's, 1's, or 0.1's etc.), depending on your expected data value range and precision you want.
If you don't know the value range of entire data sample, you can still estimate the possible value range of median and compute histogram within this range. This drops outliers by nature but is exactly what we want when computing median.
You can
Use statistics, if that's acceptable - for example, you could use sampling.
Use knowledge about your number stream
using a counting sort like approach: k distinct values means storing O(k) memory)
or toss out known outliers and keep a (high,low) counter.
If you know you have no duplicates, you could use a bitmap... but that's just a smaller constant for O(n).
If you have discrete values and lots of repetition you could store the values and counts, which would save a bit of space.
Possibly at stages through the computation you could discard the top 'n' and bottom 'n' values, as long as you are sure that the median is not in that top or bottom range.
e.g. Let's say you are expecting 100,000 values. Every time your stored number gets to (say) 12,000 you could discard the highest 1000 and lowest 1000, dropping storage back to 10,000.
If the distribution of values is fairly consistent, this would work well. However if there is a possibility that you will receive a large number of very high or very low values near the end, that might distort your computation. Basically if you discard a "high" value that is less than the (eventual) median or a "low" value that is equal or greater than the (eventual) median then your calculation is off.
Update
Bit of an example
Let's say that the data set is the numbers 1,2,3,4,5,6,7,8,9.
By inspection the median is 5.
Let's say that the first 5 numbers you get are 1,3,5,7,9.
To save space we discard the highest and lowest, leaving 3,5,7
Now get two more, 2,6 so our storage is 2,3,5,6,7
Discard the highest and lowest, leaving 3,5,6
Get the last two 4,8 and we have 3,4,5,6,8
Median is still 5 and the world is a good place.
However, lets say that the first five numbers we get are 1,2,3,4,5
Discard top and bottom leaving 2,3,4
Get two more 6,7 and we have 2,3,4,6,7
Discard top and bottom leaving 3,4,6
Get last two 8,9 and we have 3,4,6,8,9
With a median of 6 which is incorrect.
If our numbers are well distributed, we can keep trimming the extremities. If they might be bunched in lots of large or lots of small numbers, then discarding is risky.

Finding the Nth largest value in a group of numbers as they are generated

I'm writing a program than needs to find the Nth largest value in a group of numbers. These numbers are generated by the program, but I don't have enough memory to store N numbers. Is there a better upper bound than N that can be acheived for storage? The upper bound for the size of the group of numbers (and for N) is approximately 100,000,000.
Note: The numbers are decimals and the list can include duplicates.
[Edit]: My memory limit is 16 MB.
This is a multipass algorithm (therefore, you must be able to generate the same list multiple times, or store the list off to secondary storage).
First pass:
Find the highest value and the lowest value. That's your initial range.
Passes after the first:
Divide the range up into 10 equally spaced bins. We don't need to store any numbers in the bins. We're just going to count membership in the bins. So we just have an array of integers (or bigints--whatever can accurately hold our counts) Note that 10 is an arbitrary choice for the number of bins. Your sample size and distribution will determine the best choice.
Spin through each number in the data, incrementing the count of whichever bin holds the number you see.
Figure out which bin has your answer, and add how many numbers are above that bin to a count of numbers above the winning bin.
The winning bin's top and bottom range are your new range.
Loop through these steps again until you have enough memory to hold the numbers in the current bin.
Last pass:
You should know how many numbers are above the current bin by now.
You have enough storage to grab all the numbers within your range of the current bin, so you can spin through and grab the actual numbers. Just sort them and grab the correct number.
Example: if the range you see is 0.0 through 1000.0, your bins' ranges will be:
(- 0.0 - 100.0]
(100.0 - 200.0]
(200.0 - 300.0]
...
(900.0 - 1000.0)
If you find through the counts that your number is in the (100.0 - 2000.0] bin, your next set of bins will be:
(100.0 - 110.0]
(110.0 - 120.0]
etc.
Another multipass idea:
Simply do a binary search. Choose the midpoint of the range as the first guess. Your passes just need to do an above/below count to determine the next estimate (which can be weighted by the count, or a simple average for code simplicity).
Are you able to regenerate the same group of numbers from start? If you are, you could make multiple passes over the output: start by finding the largest value, restart the generator, find the largest number smaller than that, restart the generator, and repeat this until you have your result.
It's going to be a real performance killer, because you have a lot of numbers and a lot of passes will be required - but memory-wise, you will only need to store 2 elements (the current maximum and a "limit", the number you found during the last pass) and a pass counter.
You could speed it up by using your priority queue to find the M largest elements (choosing some M that you are able to fit in memory), allowing you to reduce the number of passes required to N/M.
If you need to find, say, the 10th largest element in a list of 15 numbers, you could save time by working the other way around. Since it is the 10th largest element, that means there are 15-10=5 elements smaller than this element - so you could look for the 6th smallest element instead.
This is similar to another question -- C Program to search n-th smallest element in array without sorting? -- where you may get some answers.
The logic will work for Nth largest/smallest search similarly.
Note: I am not saying this is a duplicate of that.
Since you have a lot (nearly 1 billion?) numbers, here is another way for space optimization.
Lets assume your numbers fit in 32-bit values, so about 1 billion would require sometime close to 32GB space. Now, if you can afford about 128MB of working memory, we can do this in one pass.
Imagine a 1 billion bit-vector stored as an array of 32-bit words
Let it be initialized to all zeros
Start running through your numbers and keep setting the correct bit position for the value of the number
When you are done with one pass, start counting from the start of this bit vector for the Nth set-bit
That bit's position gives you the value for your Nth largest number
You have actually sorted all the numbers in the process (however, count of duplicates is not tracked)
If I understood well, the upper bound memory usage for your program is O(N) (possibly N+1). You can maintain a list of the generated values that are greater than the current X (the Nth largest value so far) ordered by lowest first. As soon as a new greater value is generated, you can replace the current X by the first element of the list and insert the just generated value to its corresponding position in the list.
sort -n | uniq -c and the Nth should be the Nth row

Best item from list based on 3 variables

Say I have the following for a bunch of items.
item position
item size
item length
A smaller position is better, but a larger length and size are better.
I want to find the item that has the smallest position, largest length and size.
Can I simply calculate a value such as (total - position) * size * length for each item, and then find the item with the largest value? Would it be better to work off percentages?
Either add a fourth item, which is your calculated value of 'goodness', and sort by that OR if your language of choice allows, override the comparason operators for sorting to use your formula and then sort. Note that the latter approach means that the function to determine betterness will be applied multiple times per item in the list, but it has the advantage of ease of making a procedural comparason possible (eg first look at the position, then if that is equal, look at size then length) - athough this could also be expressed as a formula resulting in a single number to sort by.
As for your proposed formula, note that each item has the same numerical weight even though they are measured on completely unrelated scales. Furthermore, all items with either position=total, size=0 or length=0 evaluate to zero.
If what you want is that position is the most important thing, but given equal positions, size is the next most important thing, but given equal positions and sizes, then go by length, this can be formulated into a single number as follows:
(P-position)*(S*L) + size*L + length
where L is a magic number that is greater than the maximum possible length value, S is a number greater than the maximum possible size value, and P is a number greater than the maximum possible position value.
If, on the other hand, what you want is some scale where the items are of whatever relative importances, one possible formula looks like this:
((P-position)/P)*pScale * (size/S)*sScale * (length/L)*lScale
In this version, P, S and L have much the same definitions as before - but it is very inmportant that the values of P, S and L are meaningful in a compatible way, e.g all very close to expected maximum values. pScale, sScale and lScale are there so you can essentially specify the relative importance of each item. They could all be 1 if all atems are equally important, in which case you could leave them out entirely.
As previously answered, though, there are also a potentially infinite number of other ways you could choose to code this. As a random example, for large sizes, length could become less important; those possibilities would require much additional thought as to what is actually meant by such a vague statement.

How to calculate or approximate the median of a list without storing the list

I'm trying to calculate the median of a set of values, but I don't want to store all the values as that could blow memory requirements. Is there a way of calculating or approximating the median without storing and sorting all the individual values?
Ideally I would like to write my code a bit like the following
var medianCalculator = new MedianCalculator();
foreach (var value in SourceData)
{
medianCalculator.Add(value);
}
Console.WriteLine("The median is: {0}", medianCalculator.Median);
All I need is the actual MedianCalculator code!
Update: Some people have asked if the values I'm trying to calculate the median for have known properties. The answer is yes. One value is in 0.5 increments from about -25 to -0.5. The other is also in 0.5 increments from -120 to -60. I guess this means I can use some form of histogram for each value.
Thanks
Nick
If the values are discrete and the number of distinct values isn't too high, you could just accumulate the number of times each value occurs in a histogram, then find the median from the histogram counts (just add up counts from the top and bottom of the histogram until you reach the middle). Or if they're continuous values, you could distribute them into bins - that wouldn't tell you the exact median but it would give you a range, and if you need to know more precisely you could iterate over the list again, examining only the elements in the central bin.
There is the 'remedian' statistic. It works by first setting up k arrays, each of length b. Data values are fed in to the first array and, when this is full, the median is calculated and stored in the first pos of the next array, after which the first array is re-used. When the second array is full the median of its values is stored in the first pos of the third array, etc. etc. You get the idea :)
It's simple and pretty robust. The reference is here...
http://web.ipac.caltech.edu/staff/fmasci/home/astro_refs/Remedian.pdf
Hope this helps
Michael
I use these incremental/recursive mean and median estimators, which both use constant storage:
mean += eta * (sample - mean)
median += eta * sgn(sample - median)
where eta is a small learning rate parameter (e.g. 0.001), and sgn() is the signum function which returns one of {-1, 0, 1}. (Use a constant eta if the data is non-stationary and you want to track changes over time; otherwise, for stationary sources you can use something like eta=1/n for the mean estimator, where n is the number of samples seen so far... unfortunately, this does not appear to work for the median estimator.)
This type of incremental mean estimator seems to be used all over the place, e.g. in unsupervised neural network learning rules, but the median version seems much less common, despite its benefits (robustness to outliers). It seems that the median version could be used as a replacement for the mean estimator in many applications.
Also, I modified the incremental median estimator to estimate arbitrary quantiles. In general, a quantile function tells you the value that divides the data into two fractions: p and 1-p. The following estimates this value incrementally:
quantile += eta * (sgn(sample - quantile) + 2.0 * p - 1.0)
The value p should be within [0,1]. This essentially shifts the sgn() function's symmetrical output {-1,0,1} to lean toward one side, partitioning the data samples into two unequally-sized bins (fractions p and 1-p of the data are less than/greater than the quantile estimate, respectively). Note that for p=0.5, this reduces to the median estimator.
I would love to see an incremental mode estimator of a similar form...
(Note: I also posted this to a similar topic here: "On-line" (iterator) algorithms for estimating statistical median, mode, skewness, kurtosis?)
Here is a crazy approach that you might try. This is a classical problem in streaming algorithms. The rules are
You have limited memory, say O(log n) where n is the number of items you want
You can look at each item once and make a decision then and there what to do with it, if you store it, it costs memory, if you throw it away it is gone forever.
The idea for the finding a median is simple. Sample O(1 / a^2 * log(1 / p)) * log(n) elements from the list at random, you can do this via reservoir sampling (see a previous question). Now simply return the median from your sampled elements, using a classical method.
The guarantee is that the index of the item returned will be (1 +/- a) / 2 with probability at least 1-p. So there is a probability p of failing, you can choose it by sampling more elements. And it wont return the median or guarantee that the value of the item returned is anywhere close to the median, just that when you sort the list the item returned will be close to the half of the list.
This algorithm uses O(log n) additional space and runs in Linear time.
This is tricky to get right in general, especially to handle degenerate series that are already sorted, or have a bunch of values at the "start" of the list but the end of the list has values in a different range.
The basic idea of making a histogram is most promising. This lets you accumulate distribution information and answer queries (like median) from it. The median will be approximate since you obviously don't store all values. The storage space is fixed so it will work with whatever length sequence you have.
But you can't just build a histogram from say the first 100 values and use that histogram continually.. the changing data may make that histogram invalid. So you need a dynamic histogram that can change its range and bins on the fly.
Make a structure which has N bins. You'll store the X value of each slot transition (N+1 values total) as well as the population of the bin.
Stream in your data. Record the first N+1 values. If the stream ends before this, great, you have all the values loaded and you can find the exact median and return it. Else use the values to define your first histogram. Just sort the values and use those as bin definitions, each bin having a population of 1. It's OK to have dupes (0 width bins).
Now stream in new values. For each one, binary search to find the bin it belongs to.
In the common case, you just increment the population of that bin and continue.
If your sample is beyond the histogram's edges (highest or lowest), just extend the end bin's range to include it.
When your stream is done, you find the median sample value by finding the bin which has equal population on both sides of it, and linearly interpolating the remaining bin-width.
But that's not enough.. you still need to ADAPT the histogram to the data as it's being streamed in. When a bin gets over-full, you're losing information about that bin's sub distribution.
You can fix this by adapting based on some heuristic... The easiest and most robust one is if a bin reaches some certain threshold population (something like 10*v/N where v=# of values seen so far in the stream, and N is the number of bins), you SPLIT that overfull bin. Add a new value at the midpoint of the bin, give each side half of the original bin's population. But now you have too many bins, so you need to DELETE a bin. A good heuristic for that is to find the bin with the smallest product of population and width. Delete it and merge it with its left or right neighbor (whichever one of the neighbors itself has the smallest product of width and population.). Done!
Note that merging or splitting bins loses information, but that's unavoidable.. you only have fixed storage.
This algorithm is nice in that it will deal with all types of input streams and give good results. If you have the luxury of choosing sample order, a random sample is best, since that minimizes splits and merges.
The algorithm also allows you to query any percentile, not just median, since you have a complete distribution estimate.
I use this method in my own code in many places, mostly for debugging logs.. where some stats that you're recording have unknown distribution. With this algorithm you don't need to guess ahead of time.
The downside is the unequal bin widths means you have to do a binary search for each sample, so your net algorithm is O(NlogN).
David's suggestion seems like the most sensible approach for approximating the median.
A running mean for the same problem is a much easier to calculate:
Mn = Mn-1 + ((Vn - Mn-1) / n)
Where Mn is the mean of n values, Mn-1 is the previous mean, and Vn is the new value.
In other words, the new mean is the existing mean plus the difference between the new value and the mean, divided by the number of values.
In code this would look something like:
new_mean = prev_mean + ((value - prev_mean) / count)
though obviously you may want to consider language-specific stuff like floating-point rounding errors etc.
I don't think it is possible to do without having the list in memory. You can obviously approximate with
average if you know that the data is symmetrically distributed
or calculate a proper median of a small subset of data (that fits in memory) - if you know that your data has the same distribution across the sample (e.g. that the first item has the same distribution as the last one)
Find Min and Max of the list containing N items through linear search and name them as HighValue and LowValue
Let MedianIndex = (N+1)/2
1st Order Binary Search:
Repeat the following 4 steps until LowValue < HighValue.
Get MedianValue approximately = ( HighValue + LowValue ) / 2
Get NumberOfItemsWhichAreLessThanorEqualToMedianValue = K
is K = MedianIndex, then return MedianValue
is K > MedianIndex ? then HighValue = MedianValue Else LowValue = MedianValue
It will be faster without consuming memory
2nd Order Binary Search:
LowIndex=1
HighIndex=N
Repeat Following 5 Steps until (LowIndex < HighIndex)
Get Approximate DistrbutionPerUnit=(HighValue-LowValue)/(HighIndex-LowIndex)
Get Approximate MedianValue = LowValue + (MedianIndex-LowIndex) * DistributionPerUnit
Get NumberOfItemsWhichAreLessThanorEqualToMedianValue = K
is (K=MedianIndex) ? return MedianValue
is (K > MedianIndex) ? then HighIndex=K and HighValue=MedianValue Else LowIndex=K and LowValue=MedianValue
It will be faster than 1st order without consuming memory
We can also think of fitting HighValue, LowValue and MedianValue with HighIndex, LowIndex and MedianIndex to a Parabola, and can get ThirdOrder Binary Search which will be faster than 2nd order without consuming memory and so on...
Usually if the input is within a certain range, say 1 to 1 million, it's easy to create an array of counts: read the code for "quantile" and "ibucket" here: http://code.google.com/p/ea-utils/source/browse/trunk/clipper/sam-stats.cpp
This solution can be generalized as an approximation by coercing the input into an integer within some range using a function that you then reverse on the way out: IE: foo.push((int) input/1000000) and quantile(foo)*1000000.
If your input is an arbitrary double precision number, then you've got to autoscale your histogram as values come in that are out of range (see above).
Or you can use the median-triplets method described in this paper: http://web.cs.wpi.edu/~hofri/medsel.pdf
I picked up the idea of iterative quantile calculation. It is important to have a good value for starting point and eta, these may come from mean and sigma. So I programmed this:
Function QuantileIterative(Var x : Array of Double; n : Integer; p, mean, sigma : Double) : Double;
Var eta, quantile,q1, dq : Double;
i : Integer;
Begin
quantile:= mean + 1.25*sigma*(p-0.5);
q1:=quantile;
eta:=0.2*sigma/xy(1+n,0.75); // should not be too large! sets accuracy
For i:=1 to n Do
quantile := quantile + eta * (signum_smooth(x[i] - quantile,eta) + 2*p - 1);
dq:=abs(q1-quantile);
If dq>eta
then Begin
If dq<3*eta then eta:=eta/4;
For i:=1 to n Do
quantile := quantile + eta * (signum_smooth(x[i] - quantile,eta) + 2*p - 1);
end;
QuantileIterative:=quantile
end;
As the median for two elements would be the mean, I used a smoothed signum function, and xy() is x^y. Are there ideas to make it better? Of course if we have some more a-priori knowledge we can add code using min and max of the array, skew, etc. For big data you would not use an array perhaps, but for testing it is easier.
On homogeneous random ordered and for big enough list, this pseudo code can work:
# find min on the fly
if minDataPoint > dataPoint:
minDataPoint = dataPoint
# find max on the fly
if maxDataPoint < dataPoint:
maxDataPoint = dataPoint
# estimate median base on the current data
estimate_mid = (maxDataPoint + minDataPoint) / 2
#if **new** dataPoint is closer to the mid? stor it
if abs(midDataPoint - estimate_mid) > abs(dataPoint - estimate_mid):
midDataPoint = dataPoint
Inspired by #lakshmanaraj

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