com.tdunning.math.stats

Class ArrayDigest

java.lang.Object

com.tdunning.math.stats.TDigest

com.tdunning.math.stats.AbstractTDigest

com.tdunning.math.stats.ArrayDigest

public class ArrayDigest
extends AbstractTDigest

Array based implementation of a TDigest.

This implementation is essentially a one-level b-tree in which nodes are collected into pages typically with 32 values per page. Commonly, an ArrayDigest contains 500-3000 centroids. With 32 values per page, we have about 32 values per page and about 30 pages which seems to give a nice balance for speed. Sizes from 4 to 100 are plausible, however.

Field Summary

Fields

Modifier and Type	Field and Description
static int	SMALL_ARRAY_DIGEST
static int	SMALL_ENCODING
static int	VERBOSE_ARRAY_DIGEST
static int	VERBOSE_ENCODING

Fields inherited from class com.tdunning.math.stats.AbstractTDigest

gen, recordAllData

Constructor Summary

Constructors

Constructor and Description
ArrayDigest(int pageSize, double compression)

Method Summary

Methods

Modifier and Type	Method and Description
void	add(double x, int w) Adds a sample to a histogram.
Iterator<com.tdunning.math.stats.ArrayDigest.Index>	allAfter(double x)
Iterator<com.tdunning.math.stats.ArrayDigest.Index>	allBefore(double x) Returns an iterator which will give each element <= to x in non-increasing order.
void	asBytes(ByteBuffer buf) Outputs a histogram as bytes using a particularly cheesy encoding.
void	asSmallBytes(ByteBuffer buf) Serialize this TDigest into a byte buffer.
int	byteSize() Returns an upper bound on the number bytes that will be required to represent this histogram.
double	cdf(double x) Returns the fraction of all points added which are <= x.
com.tdunning.math.stats.ArrayDigest.Index	ceiling(double x)
Collection<Centroid>	centroids() A Collection that lets you go through the centroids in ascending order by mean.
void	compress() Re-examines a t-digest to determine whether some centroids are redundant.
double	compression() Returns the current compression factor.
int	count(com.tdunning.math.stats.ArrayDigest.Index index)
com.tdunning.math.stats.ArrayDigest.Index	floor(double x) Returns a cursor pointing to the first element <= x.
static ArrayDigest	fromBytes(ByteBuffer buf) Reads a histogram from a byte buffer
long	headSum(com.tdunning.math.stats.ArrayDigest.Index limit)
com.tdunning.math.stats.ArrayDigest.Index	increment(com.tdunning.math.stats.ArrayDigest.Index x, int delta)
double	mean(com.tdunning.math.stats.ArrayDigest.Index index)
double	quantile(double q) Returns an estimate of the cutoff such that a specified fraction of the data added to this TDigest would be less than or equal to the cutoff.
long	size() Returns the number of points that have been added to this TDigest.
int	smallByteSize() Returns an upper bound on the number of bytes that will be required to represent this histogram in the tighter representation.

Methods inherited from class com.tdunning.math.stats.AbstractTDigest

add, add, createCentroid, decode, encode, interpolate, isRecording, merge, recordAllData, weightedAverage, weightedAverageSorted

Methods inherited from class com.tdunning.math.stats.TDigest

checkValue, createArrayDigest, createArrayDigest, createAvlTreeDigest, createDigest, createTreeDigest

Methods inherited from class java.lang.Object

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

Field Detail

VERBOSE_ENCODING

public static final int VERBOSE_ENCODING

See Also:

Constant Field Values

SMALL_ENCODING

public static final int SMALL_ENCODING

See Also:

Constant Field Values

VERBOSE_ARRAY_DIGEST

public static final int VERBOSE_ARRAY_DIGEST

See Also:

Constant Field Values

SMALL_ARRAY_DIGEST

public static final int SMALL_ARRAY_DIGEST

See Also:

Constant Field Values

Constructor Detail

ArrayDigest

public ArrayDigest(int pageSize,
           double compression)

Method Detail

add

public void add(double x,
       int w)

Description copied from class: TDigest

Adds a sample to a histogram.

Specified by:

add in class TDigest

Parameters:

x - The value to add.

w - The weight of this point.

headSum

public long headSum(com.tdunning.math.stats.ArrayDigest.Index limit)

mean

public double mean(com.tdunning.math.stats.ArrayDigest.Index index)

count

public int count(com.tdunning.math.stats.ArrayDigest.Index index)

compress

public void compress()

Description copied from class: TDigest

Re-examines a t-digest to determine whether some centroids are redundant. If your data are perversely ordered, this may be a good idea. Even if not, this may save 20% or so in space.

The cost is roughly the same as adding as many data points as there are centroids. This is typically < 10 * compression, but could be as high as 100 * compression.

This is a destructive operation that is not thread-safe.

Specified by:

compress in class TDigest

size

public long size()

Description copied from class: TDigest

Returns the number of points that have been added to this TDigest.

Specified by:

size in class TDigest

Returns:

The sum of the weights on all centroids.

cdf

public double cdf(double x)

Description copied from class: TDigest

Returns the fraction of all points added which are <= x.

Specified by:

cdf in class TDigest

quantile

public double quantile(double q)

Description copied from class: TDigest

Returns an estimate of the cutoff such that a specified fraction of the data added to this TDigest would be less than or equal to the cutoff.

Specified by:

quantile in class TDigest

Parameters:

q - The desired fraction

Returns:

The value x such that cdf(x) == q

centroids

public Collection<Centroid> centroids()

Description copied from class: TDigest

A Collection that lets you go through the centroids in ascending order by mean. Centroids returned will not be re-used, but may or may not share storage with this TDigest.

Specified by:

centroids in class TDigest

Returns:

The centroids in the form of a Collection.

allAfter

public Iterator<com.tdunning.math.stats.ArrayDigest.Index> allAfter(double x)

floor

public com.tdunning.math.stats.ArrayDigest.Index floor(double x)

Returns a cursor pointing to the first element <= x. Exposed only for testing.

Parameters:

x - The value used to find the cursor.

Returns:

The cursor.

ceiling

public com.tdunning.math.stats.ArrayDigest.Index ceiling(double x)

allBefore

public Iterator<com.tdunning.math.stats.ArrayDigest.Index> allBefore(double x)

Returns an iterator which will give each element <= to x in non-increasing order.

Parameters:

x - The upper bound of all returned elements

Returns:

An iterator that returns elements in non-increasing order.

increment

public com.tdunning.math.stats.ArrayDigest.Index increment(com.tdunning.math.stats.ArrayDigest.Index x,
                                                  int delta)

compression

public double compression()

Description copied from class: TDigest

Returns the current compression factor.

Specified by:

compression in class TDigest

Returns:

The compression factor originally used to set up the TDigest.

byteSize

public int byteSize()

Returns an upper bound on the number bytes that will be required to represent this histogram.

Specified by:

byteSize in class TDigest

Returns:

The number of bytes required.

smallByteSize

public int smallByteSize()

Returns an upper bound on the number of bytes that will be required to represent this histogram in the tighter representation.

Specified by:

smallByteSize in class TDigest

Returns:

The number of bytes required.

asBytes

public void asBytes(ByteBuffer buf)

Outputs a histogram as bytes using a particularly cheesy encoding.

Specified by:

asBytes in class TDigest

Parameters:

buf - The byte buffer into which the TDigest should be serialized.

asSmallBytes

public void asSmallBytes(ByteBuffer buf)

Description copied from class: TDigest

Serialize this TDigest into a byte buffer. Some simple compression is used such as using variable byte representation to store the centroid weights and using delta-encoding on the centroid means so that floats can be reasonably used to store the centroid means.

Specified by:

asSmallBytes in class TDigest

Parameters:

buf - The byte buffer into which the TDigest should be serialized.

fromBytes

public static ArrayDigest fromBytes(ByteBuffer buf)

Reads a histogram from a byte buffer

Returns:

The new histogram structure