Safe Haskell	Safe-Inferred
Language	Haskell2010

Data.TDigest.Vector.Internal

Synopsis

data TDigest (compression :: Nat) = TDigest {
- tdigestTotalWeight :: !Size
- tdigestData :: !(Vector Centroid)
- tdigestBufferSize :: !Size
- tdigestBuffer :: [Double]
- tdigestDirection :: !Bool
}
size :: TDigest comp -> Int
totalWeight :: TDigest comp -> Weight
minimumValue :: KnownNat comp => TDigest comp -> Mean
maximumValue :: KnownNat comp => TDigest comp -> Mean
ksize :: Double -> Double -> Double
clamp :: Double -> Double
ksizeInv :: Double -> Double -> Double
merge :: Int -> Double -> [(Mean, Weight)] -> [(Mean, Weight)]
emptyTDigest :: TDigest comp
combineTDigest :: forall comp. KnownNat comp => TDigest comp -> TDigest comp -> TDigest comp
finalize :: forall comp. KnownNat comp => TDigest comp -> TDigest comp
forceCompress :: forall comp. KnownNat comp => TDigest comp -> TDigest comp
compress :: forall comp. KnownNat comp => TDigest comp -> TDigest comp
sizeCoefficient :: Num a => a
valid :: TDigest comp -> Bool
validate :: TDigest comp -> Either String (TDigest comp)
insert :: KnownNat comp => Double -> TDigest comp -> TDigest comp
insert' :: KnownNat comp => Double -> TDigest comp -> TDigest comp
singleton :: Double -> TDigest comp
tdigest :: (Foldable f, KnownNat comp) => f Double -> TDigest comp

Documentation

data TDigest (compression :: Nat) Source #

TDigest is a vector of centroids plus not yet merged elements.

The size of structure is dictated by compression, *𝛿*. And is *O(𝛿)*.

Constructors

TDigest
Fields tdigestTotalWeight :: !Size sum of vector and buffer size tdigestData :: !(Vector Centroid) actual data. Invariants: sorted by mean; length <= 2 𝛿 (soft) tdigestBufferSize :: !Size tdigestBuffer :: [Double] addition buffer, elements with weight 1. Invariants: length 2 <= 𝛿 tdigestDirection :: !Bool direction is a hack, so we merge from left and right. TODO remove?

Instances

Instances details

KnownNat comp => Reducer Double (TDigest comp) Source #	Both `cons` and `snoc` are `insert`
Instance details Defined in Data.TDigest.Vector.Internal Methods unit :: Double -> TDigest comp # snoc :: TDigest comp -> Double -> TDigest comp # cons :: Double -> TDigest comp -> TDigest comp #
KnownNat comp => Monoid (TDigest comp) Source #
Instance details Defined in Data.TDigest.Vector.Internal Methods mempty :: TDigest comp # mappend :: TDigest comp -> TDigest comp -> TDigest comp # mconcat :: [TDigest comp] -> TDigest comp #
KnownNat comp => Semigroup (TDigest comp) Source #
Instance details Defined in Data.TDigest.Vector.Internal Methods (<>) :: TDigest comp -> TDigest comp -> TDigest comp # sconcat :: NonEmpty (TDigest comp) -> TDigest comp # stimes :: Integral b => b -> TDigest comp -> TDigest comp #
Show (TDigest compression) Source #
Instance details Defined in Data.TDigest.Vector.Internal Methods showsPrec :: Int -> TDigest compression -> ShowS # show :: TDigest compression -> String # showList :: [TDigest compression] -> ShowS #
NFData (TDigest comp) Source #
Instance details Defined in Data.TDigest.Vector.Internal Methods rnf :: TDigest comp -> () #
KnownNat comp => HasHistogram (TDigest comp) Maybe Source #
Instance details Defined in Data.TDigest.Vector.Internal Methods histogram :: TDigest comp -> Maybe (NonEmpty HistBin) Source # totalWeight :: TDigest comp -> Weight Source #

size :: TDigest comp -> Int Source #

Size of structure

totalWeight :: TDigest comp -> Weight Source #

minimumValue :: KnownNat comp => TDigest comp -> Mean Source #

Center of left-most centroid. Note: may be different than min element inserted.

>>> minimumValue (tdigest [1..100] :: TDigest 3)
1.0

maximumValue :: KnownNat comp => TDigest comp -> Mean Source #

Center of right-most centroid. Note: may be different than max element inserted.

>>> maximumValue (tdigest [1..100] :: TDigest 3)
100.0

ksize Source #

Arguments

:: Double	compression parameter, 𝛿
-> Double	quantile, q
-> Double	notional index, k

Mapping from quantile *q* to notional index *k* with compression parameter *𝛿*.

>>> ksize 42 0
0.0

>>> ksize 42 1
42.0

q@ is clamped.:

>>> ksize 42 2
42.0

clamp :: Double -> Double Source #

ksizeInv Source #

Arguments

:: Double	compression parameter, 𝛿
-> Double	notional index, k
-> Double	quantile, q

Inverse of ksize.

>>> ksizeInv 42 0
0.0

>>> ksizeInv 42 42
1.0

>>> ksizeInv 42 (ksize 42 0.3)
0.3

merge :: Int -> Double -> [(Mean, Weight)] -> [(Mean, Weight)] Source #

emptyTDigest :: TDigest comp Source #

combineTDigest :: forall comp. KnownNat comp => TDigest comp -> TDigest comp -> TDigest comp Source #

finalize :: forall comp. KnownNat comp => TDigest comp -> TDigest comp Source #

Flush insertion buffer

forceCompress :: forall comp. KnownNat comp => TDigest comp -> TDigest comp Source #

compress :: forall comp. KnownNat comp => TDigest comp -> TDigest comp Source #

sizeCoefficient :: Num a => a Source #

valid :: TDigest comp -> Bool Source #

isRight . validate

validate :: TDigest comp -> Either String (TDigest comp) Source #

Check various invariants in the TDigest structure.

insert Source #

Arguments

:: KnownNat comp
=> Double	element
-> TDigest comp
-> TDigest comp

Insert single value into TDigest.

insert' Source #

Arguments

:: KnownNat comp
=> Double	element
-> TDigest comp
-> TDigest comp

Insert single value, don't compress TDigest even if needed.

This may violate the insertion buffer size invariant.

For sensibly bounded input, it makes sense to let TDigest grow (it might grow linearly in size), and after that compress it once.

singleton :: Double -> TDigest comp Source #

Make a TDigest of a single data point.

tdigest :: (Foldable f, KnownNat comp) => f Double -> TDigest comp Source #

Strict foldl' over Foldable structure.

>>> :set -XDataKinds