feat(core): even-distribution histogram quantile via order-statistic interpolation - #2275
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sherali42 wants to merge 4 commits into
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feat(core): even-distribution histogram quantile via order-statistic interpolation#2275sherali42 wants to merge 4 commits into
sherali42 wants to merge 4 commits into
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…interpolation Extend Histogram.quantile's evenDistribution mode to use the order-statistic percentile convention instead of the Prometheus q*N rank: - rank = (N-1)*q + 1 - reconstruct evenly-spaced samples within each bucket at j*width/(s+1) and interpolate between the two samples straddling rank; the two neighbours may live in different buckets, so interpolation can cross a bucket boundary - the top fractional sample snaps toward `max` once its index reaches the total observation count The default (Prometheus, linear/exponential) path is unchanged. Adds a value-pinned HistogramTest covering interior, tail max-snap, and cross-bucket-boundary quantiles. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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Pull Request checklist
Extend Histogram.quantile's evenDistribution mode to use the order-statistic percentile convention instead of the Prometheus q*N rank:
maxonce its index reaches the total observation countThe default (Prometheus, linear/exponential) path is unchanged. Adds a value-pinned HistogramTest covering interior, tail max-snap, and cross-bucket-boundary quantiles.