@thomasnield sorry for dropping out of discussion. As expected, a lot of urgent things to do. I am still thinking about percentiles and completing the work on mpp for kotlin-statistics, but did not have opportunity to actually finish it. Meanwhile, there were some private discussions about this feature:
https://github.com/altavir/kmath/issues/42. An implementation will have some similarities with statistics package. I am inclined to try to implement streaming approach wherever it is possible. Meaning that statistics and operation will be
Sequence<T> -> Sequence<T>
rather than
Array<T> -> Array<T>
. I am not sure it is possible to do in all cases, but I will have to try it first (when I have time).