[Nelson-numerical-software]

Add tdigest class and associated methods for efficient quantile estimation.

[Copilot]

Pull Request Overview

This PR introduces a complete t-digest implementation for efficient quantile estimation in the statistics module. The t-digest is a data structure designed for accurate on-line accumulation of rank-based statistics such as quantiles and cumulative distribution functions, particularly effective for large datasets and extreme quantile estimation.

• Implementation of a tdigest class with configurable compression parameters
• Support for percentile and quantile methods with streaming data updates via the + operator
• Comprehensive test coverage and documentation including examples and benchmarks

Reviewed Changes

Copilot reviewed 21 out of 21 changed files in this pull request and generated 3 comments.

Show a summary per file

File	Description
modules/statistics/functions/@tdigest/*.m	Core tdigest class implementation with methods for quantile estimation, compression, and data addition
modules/statistics/tests/test_tdigest.m	Test suite covering various scenarios including edge cases with NaN values
modules/statistics/tests/bench_tdigest.m	Performance benchmark for tdigest operations
modules/statistics/help/en_US/xml/tdigest.xml	Complete documentation with usage examples and method descriptions
modules/statistics/module.iss	Installation configuration for tdigest class files
modules/statistics/CMakeLists.txt	Build system configuration for tdigest installation
CHANGELOG.md	Documentation of the new tdigest feature

Comments suppressed due to low confidence (2)

modules/statistics/tests/bench_tdigest.m:1

• [nitpick] Missing space after assignment operator. Should be 'a = 1:5000;' for consistency with coding style.

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modules/statistics/tests/bench_tdigest.m:1

• [nitpick] Missing space after assignment operator. Should be 'a = 5000:-1:1;' for consistency with coding style.

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