Laplace and/or Cauchy

[yakir12]

Adding more distributions would be great!

[gdkrmr]

I don't have time to implement this at the moment, a PR would be welcome.

If you want to implement this or need a quick fix for yourself:

• Looking at the code in WeightedOnlineStats.jl, it does not seem to be too complicated. You can get quantiles from WeightedHist.
• The Laplace distribution is not implemented in OnlineStats.jl you would have to figure out that one yourself.
• There is also a generic way to estimate parameters for any distribution from histograms here.