smile.sort

Class IQAgent

java.lang.Object

smile.sort.IQAgent

public class IQAgent
extends Object

This class provide a robust and extremely fast algorithm to estimate arbitary quantile values from a continuing stream of data values. Basically, the data values fly by in a stream. We look at each value only once and do a constant-time process on it. From time to time, we can use this class to report any arbitary p-quantile value of the data that we have seen thus far.

Author:

Haifeng Li

Constructor Summary

Constructors

Constructor and Description
IQAgent() Constructor.
IQAgent(int nbuf) Constructor.

Method Summary

Methods

Modifier and Type	Method and Description
void	add(double datum) Assimilate a new value from the stream.
double	quantile(double p) Returns the estimated p-quantile for the data seen so far.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

IQAgent

public IQAgent()

Constructor. The batch size is set to 1000.

IQAgent

public IQAgent(int nbuf)

Constructor.

Parameters:

nbuf - batch size. You may use 10000 if you expected > 10⁶ data values. Otherwise, 1000 should be fine.

Method Detail

add

public void add(double datum)

Assimilate a new value from the stream.

quantile

public double quantile(double p)

Returns the estimated p-quantile for the data seen so far. For example, p = 0.5 for median.