QuantileDigest (stats 0.91 API)

java.lang.Object
- io.airlift.stats.QuantileDigest

```
@NotThreadSafe
public class QuantileDigest
extends Object
```
Implements http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.132.7343, a data structure for approximating quantiles by trading off error with memory requirements.

The size of the digest is adjusted dynamically to achieve the error bound and requires O(log2(U) / maxError) space, where U is the number of bits needed to represent the domain of the values added to the digest. The error is defined as the discrepancy between the real rank of the value returned in a quantile query and the rank corresponding to the queried quantile.

Thus, for a query for quantile q that returns value v, the error is |rank(v) - q * N| / N, where N is the number of elements added to the digest and rank(v) is the real rank of v

This class also supports exponential decay. The implementation is based on the ideas laid out in http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.159.3978

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class QuantileDigest.Bucket

Nested Classes
Modifier and Type	Class and Description
`static class`	`QuantileDigest.Bucket`

Constructor Summary

Constructors
Constructor and Description
`QuantileDigest(double maxError)` Create a QuantileDigest with a maximum error guarantee of "maxError" and no decay.
`QuantileDigest(double maxError, double alpha)` Create a QuantileDigest with a maximum error guarantee of "maxError" and exponential decay with factor "alpha".
`QuantileDigest(QuantileDigest quantileDigest)`

Method Summary

Methods
Modifier and Type	Method and Description
`void`	`add(long value)`
`void`	`add(long value, long count)` Adds a value to this digest.
`static QuantileDigest`	`deserialize(DataInput input)`
`boolean`	`equivalent(QuantileDigest other)`
`int`	`estimatedInMemorySizeInBytes()`
`int`	`estimatedSerializedSizeInBytes()`
`double`	`getAlpha()`
`double`	`getConfidenceFactor()` Computes the maximum error of the current digest
`double`	`getCount()` Number (decayed) of elements added to this quantile digest
`List<QuantileDigest.Bucket>`	`getHistogram(List<Long> bucketUpperBounds)`
`long`	`getMax()`
`double`	`getMaxError()`
`long`	`getMin()`
`long`	`getQuantile(double quantile)` Gets the value at the specified quantile +/- maxError.
`List<Long>`	`getQuantiles(List<Double> quantiles)` Gets the values at the specified quantiles +/- maxError.
`void`	`merge(QuantileDigest other)`
`void`	`serialize(DataOutput output)`
`String`	`toGraphviz()`

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - QuantileDigest
```
public QuantileDigest(double maxError)
```
    Create a QuantileDigest with a maximum error guarantee of "maxError" and no decay.
    
    Parameters:
    maxError - the max error tolerance
  - QuantileDigest
```
public QuantileDigest(double maxError,
              double alpha)
```
    Create a QuantileDigest with a maximum error guarantee of "maxError" and exponential decay with factor "alpha".
    
    Parameters:
    maxError - the max error tolerance
    alpha - the exponential decay factor
  - QuantileDigest
```
public QuantileDigest(QuantileDigest quantileDigest)
```
- Method Detail
  - getMaxError
```
public double getMaxError()
```
  - getAlpha
```
public double getAlpha()
```
  - add
```
public void add(long value)
```
  - add
```
public void add(long value,
       long count)
```
    Adds a value to this digest. The value must be >= 0
  - merge
```
public void merge(QuantileDigest other)
```
  - getQuantiles
```
public List<Long> getQuantiles(List<Double> quantiles)
```
    Gets the values at the specified quantiles +/- maxError. The list of quantiles must be sorted in increasing order, and each value must be in the range [0, 1]
  - getQuantile
```
public long getQuantile(double quantile)
```
    Gets the value at the specified quantile +/- maxError. The quantile must be in the range [0, 1]
  - getCount
```
public double getCount()
```
    Number (decayed) of elements added to this quantile digest
  - getHistogram
```
public List<QuantileDigest.Bucket> getHistogram(List<Long> bucketUpperBounds)
```
  - getMin
```
public long getMin()
```
  - getMax
```
public long getMax()
```
  - estimatedInMemorySizeInBytes
```
public int estimatedInMemorySizeInBytes()
```
  - estimatedSerializedSizeInBytes
```
public int estimatedSerializedSizeInBytes()
```
  - serialize
```
public void serialize(DataOutput output)
```
  - deserialize
```
public static QuantileDigest deserialize(DataInput input)
```
  - getConfidenceFactor
```
public double getConfidenceFactor()
```
    Computes the maximum error of the current digest
  - equivalent
```
public boolean equivalent(QuantileDigest other)
```
  - toGraphviz
```
public String toGraphviz()
```

Class QuantileDigest

Nested Class Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

QuantileDigest

QuantileDigest

QuantileDigest

Method Detail

getMaxError

getAlpha

add

add

merge

getQuantiles

getQuantile

getCount

getHistogram

getMin

getMax

estimatedInMemorySizeInBytes

estimatedSerializedSizeInBytes

serialize

deserialize

getConfidenceFactor

equivalent

toGraphviz