GNU Scientific Library – Reference Manual: Running Statistics References and Further Reading

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### 22.6 References and Further Reading

The algorithm used to dynamically estimate p-quantiles is described in the paper,

- R. Jain and I. Chlamtac. The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085.