Add base Percentile interface and tests

stats/percentile_test.go

@@ -0,0 +1,30 @@
+package stats
+
+import (
+	"testing"
+	"math/rand"
+)
+
+func TestPercentiles(t *testing.T) {
+	testInRange(t, 1, 0.5)
+	testInRange(t, 1, 0.9)
+	testInRange(t, 1, 0.95)
+	testInRange(t, 10000, 0.5)
+	testInRange(t, 10000, 0.9)
+	testInRange(t, 10000, 0.95)
+}
+
+func testInRange(t *testing.T, max, percentile float64) {
+	p := NewPercentile(percentile, 10)
+
+	for i := 0; i < 1000; i++ {
+		p.AddSample(rand.Float64() * max)
+	}
+
+	got := p.Value()
+	expected := percentile * max
+
+	if got < expected * (1 - 0.02) || got > expected * (1 + 0.02) {
+		t.Errorf("Percentile out of range\n  actual: %f\nexpected: %f", got, expected)
+	}
+}