implement percentile sketches

[anwarfg]

Is this the right issue type?

• Yes, I'm planning work for this project team.

Summary

Blocked by #7.

Implement sketches to calculate percentiles. This will include median and quartiles.

There is at least one python library implementation: https://pypi.org/project/tdigest/

See the preprint paper for details:
https://arxiv.org/pdf/1902.04023

Acceptance Criteria

• Sketch based method for percentiles is added to python container.
• Tests pass.
• Documentation added.

Tasks

• Filtered data is converted to a t-digest (this should be available in a python lib)
• Aggregator is capable of aggregating multiple t-digests
• New method is added to both researcher side and TRE side, so that the TES messages can be handled.
• Unit tests.
• Documentation.

Confirm creation

• Ready to create this deliverable?

[anwarfg]

This was actually implemented a while ago, but there's been no end to end testing of it. Unit tests pass, though.