Kth Largest Element in a Stream

The problem. Design a class KthLargest that finds the kth largest value in a stream of numbers. The constructor KthLargest(k, nums) receives k and the first values. Each call to add(val) adds a value to the stream and returns the kth largest value so far. (The kth largest means in sorted order — duplicates count — and there are always at least k values when you're asked.)

Example

KthLargest(3, [4, 5, 8, 2])
add(3)  -> 4      the values are 2 3 4 5 8: the 3rd largest is 4
add(5)  -> 5      2 3 4 5 5 8
add(10) -> 5      2 3 4 5 5 8 10
add(9)  -> 8      2 3 4 5 5 8 9 10
add(4)  -> 8