Consider selection algorithm for quartiles

[jpmckinney]

Selection algorithm is O(n) https://en.wikipedia.org/wiki/Selection_algorithm

It's what statrs uses.

https://github.com/statrs-dev/statrs/blob/5411ba74b427b992dd1410d699052a0b41dc2b5c/src/statistics/slice_statistics.rs#L37-L102

[jqnatividad]

Thanks @jpmckinney ... will dig into this...

BTW, while I have your attention, I've been looking for an algorithm to calculate kurtosis on a streaming basis... would you know of one?

[jpmckinney]

Hmm, I'm not familiar with kurtosis, but from a quick glance at its calculation, I'm not sure you can stream it – unless you use an approximation. (Of course, there may be a very ingenious solution!)

[jqnatividad]

On using a selection algorithm, is there a particular reason the current algorithm needs to be replaced?

[jpmckinney]

Selection algorithm is faster – O(n).

rust-stats currently sorts first, which is O(n log n).

[jqnatividad]

Got it. Will look into using selection algorithm... in the meantime, qsv-stats now uses rayon for parallel sorting, so it should be markedly faster.

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