Java Code Examples for com.tdunning.math.stats.TDigest#compress()

The following examples show how to use com.tdunning.math.stats.TDigest#compress() . You can vote up the ones you like or vote down the ones you don't like, and go to the original project or source file by following the links above each example. You may check out the related API usage on the sidebar.
Example 1
Source File: ComparisonTest.java    From t-digest with Apache License 2.0 6 votes vote down vote up 
private void compareQD(PrintWriter out, AbstractContinousDistribution gen, String tag, long scale) {
    for (double compression : new double[]{10, 20, 50, 100, 200, 500, 1000, 2000}) {
        QDigest qd = new QDigest(compression);
        TDigest dist = new MergingDigest(compression);
        double[] data = new double[100000];
        for (int i = 0; i < 100000; i++) {
            double x = gen.nextDouble();
            dist.add(x);
            qd.offer((long) (x * scale));
            data[i] = x;
        }
        dist.compress();
        Arrays.sort(data);

        for (double q : new double[]{1e-5, 1e-4, 0.001, 0.01, 0.1, 0.5, 0.9, 0.99, 0.999, 0.9999, 0.99999}) {
            double x1 = dist.quantile(q);
            double x2 = (double) qd.getQuantile(q) / scale;
            double e1 = Dist.cdf(x1, data) - q;
            double e2 = Dist.cdf(x2, data) - q;
            out.printf("%s,%.0f,%.8f,%.10g,%.10g,%d,%d\n", tag, compression, q, e1, e2, dist.smallByteSize(), QDigest.serialize(qd).length);
        }
    }
}
Example 2
Source File: ComparisonTest.java    From t-digest with Apache License 2.0 5 votes vote down vote up 
private void compareSQ(PrintWriter out, AbstractContinousDistribution gen, String tag) {
    double[] quantiles = {0.001, 0.01, 0.1, 0.2, 0.3, 0.5, 0.7, 0.8, 0.9, 0.99, 0.999};
    for (double compression : new double[]{10, 20, 50, 100, 200, 500, 1000, 2000}) {
        QuantileEstimator sq = new QuantileEstimator(1001);
        TDigest dist = new MergingDigest(compression);
        double[] data = new double[100000];
        for (int i = 0; i < 100000; i++) {
            double x = gen.nextDouble();
            dist.add(x);
            sq.add(x);
            data[i] = x;
        }
        dist.compress();
        Arrays.sort(data);

        List<Double> qz = sq.getQuantiles();
        for (double q : quantiles) {
            double x1 = dist.quantile(q);
            double x2 = qz.get((int) (q * 1000 + 0.5));
            double e1 = Dist.cdf(x1, data) - q;
            double e2 = Dist.cdf(x2, data) - q;
            out.printf("%s,%.0f,%.8f,%.10g,%.10g,%d,%d\n",
                    tag, compression, q, e1, e2, dist.smallByteSize(), sq.serializedSize());

        }
    }
}