[bmizerany]

There may be a way to implement this in perks/quantiles by adding another piece of metadata for the timestamp. There is a space cost for this, but it may be okay or even opt-in. Maybe I'll look into this soon.

Edit:

I do agree that if you're working with datasets that fit in memory, you're probably better off keeping all the samples to find your percentile and not using this package. In fact, perks will not compress for datasets under 500 values.