package quantile

import "github.com/theupdateframework/notary/Godeps/_workspace/src/github.com/beorn7/perks/quantile"

Package quantile computes approximate quantiles over an unbounded data stream within low memory and CPU bounds.

A small amount of accuracy is traded to achieve the above properties.

Multiple streams can be merged before calling Query to generate a single set of results. This is meaningful when the streams represent the same type of data. See Merge and Samples.

For more detailed information about the algorithm used, see:

Effective Computation of Biased Quantiles over Data Streams

http://www.cs.rutgers.edu/~muthu/bquant.pdf

Index ¶

• type Sample
• type Samples
• func (a Samples) Len() int
• func (a Samples) Less(i, j int) bool
• func (a Samples) Swap(i, j int)
• type Stream
• func NewHighBiased(epsilon float64) *Stream
• func NewLowBiased(epsilon float64) *Stream
• func NewTargeted(targets map[float64]float64) *Stream
• func (s *Stream) Count() int
• func (s *Stream) Insert(v float64)
• func (s *Stream) Merge(samples Samples)
• func (s *Stream) Query(q float64) float64
• func (s *Stream) Reset()
• func (s *Stream) Samples() Samples

Types ¶

type Sample ¶

type Sample struct {
	Value float64 `json:",string"`
	Width float64 `json:",string"`
	Delta float64 `json:",string"`
}

Sample holds an observed value and meta information for compression. JSON tags have been added for convenience.

type Samples ¶

type Samples []Sample

Samples represents a slice of samples. It implements sort.Interface.

func (Samples) Len ¶

func (a Samples) Len() int

func (Samples) Less ¶

func (a Samples) Less(i, j int) bool

func (Samples) Swap ¶

func (a Samples) Swap(i, j int)

type Stream ¶

type Stream struct {
	// contains filtered or unexported fields
}

Stream computes quantiles for a stream of float64s. It is not thread-safe by design. Take care when using across multiple goroutines.

func NewHighBiased ¶

func NewHighBiased(epsilon float64) *Stream

NewHighBiased returns an initialized Stream for high-biased quantiles (e.g. 0.01, 0.1, 0.5) where the needed quantiles are not known a priori, but error guarantees can still be given even for the higher ranks of the data distribution.

The provided epsilon is a relative error, i.e. the true quantile of a value returned by a query is guaranteed to be within 1-(1±Epsilon)*(1-Quantile).

See http://www.cs.rutgers.edu/~muthu/bquant.pdf for time, space, and error properties.

func NewLowBiased ¶

func NewLowBiased(epsilon float64) *Stream

NewLowBiased returns an initialized Stream for low-biased quantiles (e.g. 0.01, 0.1, 0.5) where the needed quantiles are not known a priori, but error guarantees can still be given even for the lower ranks of the data distribution.

The provided epsilon is a relative error, i.e. the true quantile of a value returned by a query is guaranteed to be within (1±Epsilon)*Quantile.

See http://www.cs.rutgers.edu/~muthu/bquant.pdf for time, space, and error properties.

func NewTargeted ¶

func NewTargeted(targets map[float64]float64) *Stream

NewTargeted returns an initialized Stream concerned with a particular set of quantile values that are supplied a priori. Knowing these a priori reduces space and computation time. The targets map maps the desired quantiles to their absolute errors, i.e. the true quantile of a value returned by a query is guaranteed to be within (Quantile±Epsilon).

See http://www.cs.rutgers.edu/~muthu/bquant.pdf for time, space, and error properties.

func (*Stream) Count ¶

func (s *Stream) Count() int

Count returns the total number of samples observed in the stream since initialization.

func (*Stream) Insert ¶

func (s *Stream) Insert(v float64)

Insert inserts v into the stream.

func (*Stream) Merge ¶

func (s *Stream) Merge(samples Samples)

Merge merges samples into the underlying streams samples. This is handy when merging multiple streams from separate threads, database shards, etc.

ATTENTION: This method is broken and does not yield correct results. The underlying algorithm is not capable of merging streams correctly.

func (*Stream) Query ¶

func (s *Stream) Query(q float64) float64

Query returns the computed qth percentiles value. If s was created with NewTargeted, and q is not in the set of quantiles provided a priori, Query will return an unspecified result.

func (*Stream) Reset ¶

func (s *Stream) Reset()

Reset reinitializes and clears the list reusing the samples buffer memory.

func (*Stream) Samples ¶

func (s *Stream) Samples() Samples

Samples returns stream samples held by s.

Source Files ¶

stream.go