On Sat, 22 Sep 2018 at 19:21, Lakshay Garg
I rolled up my custom implementation of the algorithm and used it for my project. I wanted to check if people on this list might be interested in such an implementation for Boost.Accumulators in which case I can try to adapt my implementation and send a PR.
Performance characteristics: For a stream of n numbers, the memory required is O(n). Median can be queried at any point of time in O(1) and adding all the elements costs O(nlog(n))
I looked up the problem of computing median of a stream on SO and found a few more approaches which are efficient in a rolling window scenario. https://stackoverflow.com/questions/10657503/find-running-median-from-a-stre... I can try and implement one of those if we decide to have this in the accumulators library.