percentile_summary

#!/usr/bin/env ruby
require "optparse"

DEFAULT_QUANTILES = [0.25, 0.50, 0.75, 0.90, 0.95, 0.99, 0.999]

def quantile(values, p, presorted = false)
  return values.first if values.size == 1
  values = values.sort unless presorted
  hh = (values.size - 1) * p + 1
  h = hh.floor
  v = values[h - 1]
  e = hh - h
  if e then v + e * (values[h] - v) else v end
end

options = {}
OptionParser.new do |opts|
  opts.banner = "Usage: #{File.basename __FILE__} [options]"
  opts.on "-p", "--percentiles percentiles", "percentiles" do |v|
    percentiles = v.split(",").map &:to_f
    options[:quantiles] = percentiles.map {|i| i / 100.0}
  end
end.parse!

stream = STDIN.read
values = stream.split("\n").map &:to_f
values.sort!

quantiles = options.fetch :quantiles, DEFAULT_QUANTILES

summary = {"min" => values.min}
quantiles.each do |q|
  label = "#{q * 100}%"
  summary[label] = quantile(values, q, true)
end
summary["max"] = values.max

puts summary.keys.map {|i| i.rjust 6}.join "\t"
puts summary.values.map {|i| i.round(4).to_s.rjust 6}.join "\t"