Documentation
¶
Overview ¶
Package tdigest provides an implementation of Ted Dunning's t-digest, an approximate histogram for online, distributed applications. For more details, refer to Dunning's paper and the reference implementations.
https://github.com/tdunning/t-digest/blob/master/docs/t-digest-paper/histo.pdf
https://github.com/tdunning/t-digest/blob/master/src/main/java/com/tdunning/math/stats/
Package tdigest is a generated protocol buffer package. It is generated from these files: tdigest/tdigest.proto It has these top-level messages: MergingDigestData Centroid
Index ¶
- Variables
- type Centroid
- func (*Centroid) Descriptor() ([]byte, []int)
- func (m *Centroid) GetMean() float64
- func (m *Centroid) GetSamples() []float64
- func (m *Centroid) GetWeight() float64
- func (m *Centroid) Marshal() (dAtA []byte, err error)
- func (m *Centroid) MarshalTo(dAtA []byte) (int, error)
- func (*Centroid) ProtoMessage()
- func (m *Centroid) Reset()
- func (m *Centroid) Size() (n int)
- func (m *Centroid) String() string
- func (m *Centroid) Unmarshal(dAtA []byte) error
- type MergingDigest
- func (td *MergingDigest) Add(value float64, weight float64)
- func (td *MergingDigest) CDF(value float64) float64
- func (td *MergingDigest) Centroids() []Centroid
- func (td *MergingDigest) Count() float64
- func (td *MergingDigest) Data() *MergingDigestData
- func (td *MergingDigest) GobDecode(b []byte) error
- func (td *MergingDigest) GobEncode() ([]byte, error)
- func (td *MergingDigest) Max() float64
- func (td *MergingDigest) Merge(other *MergingDigest)
- func (td *MergingDigest) Min() float64
- func (td *MergingDigest) Quantile(quantile float64) float64
- func (td *MergingDigest) ReciprocalSum() float64
- func (td *MergingDigest) Sum() float64
- type MergingDigestData
- func (*MergingDigestData) Descriptor() ([]byte, []int)
- func (m *MergingDigestData) GetCompression() float64
- func (m *MergingDigestData) GetMainCentroids() []Centroid
- func (m *MergingDigestData) GetMax() float64
- func (m *MergingDigestData) GetMin() float64
- func (m *MergingDigestData) GetReciprocalSum() float64
- func (m *MergingDigestData) Marshal() (dAtA []byte, err error)
- func (m *MergingDigestData) MarshalTo(dAtA []byte) (int, error)
- func (*MergingDigestData) ProtoMessage()
- func (m *MergingDigestData) Reset()
- func (m *MergingDigestData) Size() (n int)
- func (m *MergingDigestData) String() string
- func (m *MergingDigestData) Unmarshal(dAtA []byte) error
Constants ¶
This section is empty.
Variables ¶
var ( ErrInvalidLengthTdigest = fmt.Errorf("proto: negative length found during unmarshaling") ErrIntOverflowTdigest = fmt.Errorf("proto: integer overflow") )
Functions ¶
This section is empty.
Types ¶
type Centroid ¶
type Centroid struct {
Mean float64 `protobuf:"fixed64,1,opt,name=mean,proto3" json:"mean,omitempty"`
Weight float64 `protobuf:"fixed64,2,opt,name=weight,proto3" json:"weight,omitempty"`
Samples []float64 `protobuf:"fixed64,3,rep,packed,name=samples" json:"samples,omitempty"`
}
func (*Centroid) Descriptor ¶
func (*Centroid) GetSamples ¶
func (*Centroid) ProtoMessage ¶
func (*Centroid) ProtoMessage()
type MergingDigest ¶
type MergingDigest struct {
// contains filtered or unexported fields
}
A t-digest using the merging implementation. MergingDigest is not safe for use by multiple goroutines simultaneously, and its methods must not be invoked concurrently (including Quantile and CDF).
func NewMerging ¶
func NewMerging(compression float64, debug bool) *MergingDigest
Initializes a new merging t-digest using the given compression parameter. Lower compression values result in reduced memory consumption and less precision, especially at the median. Values from 20 to 1000 are recommended in Dunning's paper.
The debug flag adds a list to each centroid, which stores all the samples that have gone into that centroid. While this is useful for statistical analysis, it makes the t-digest significantly slower and requires it to store every sample. This defeats the purpose of using an approximating histogram at all, so this feature should only be used in tests.
func NewMergingFromData ¶
func NewMergingFromData(d *MergingDigestData) *MergingDigest
NewMergingFromData returns a MergingDigest with values initialized from MergingDigestData. This should be the way to generate a MergingDigest from a serialized protobuf.
func (*MergingDigest) Add ¶
func (td *MergingDigest) Add(value float64, weight float64)
Adds a new value to the t-digest, with a given weight that must be positive. Infinities and NaN cannot be added.
func (*MergingDigest) CDF ¶
func (td *MergingDigest) CDF(value float64) float64
Returns the approximate percentage of values in td that are below value (ie the cumulative distribution function). Returns NaN if the digest is empty.
func (*MergingDigest) Centroids ¶
func (td *MergingDigest) Centroids() []Centroid
This function provides direct access to the internal list of centroids in this t-digest. Having access to this list is very important for analyzing the t-digest's statistical properties. However, since it violates the encapsulation of the t-digest, it should be used sparingly. Mutating the returned slice can result in undefined behavior.
This function will panic if debug is not enabled for this t-digest.
func (*MergingDigest) Count ¶
func (td *MergingDigest) Count() float64
func (*MergingDigest) Data ¶
func (td *MergingDigest) Data() *MergingDigestData
Data returns a MergingDigestData based on the MergingDigest (which contains just a subset of the fields). This can be used with proto.Marshal to encode a MergingDigest as a protobuf.
func (*MergingDigest) GobDecode ¶
func (td *MergingDigest) GobDecode(b []byte) error
func (*MergingDigest) GobEncode ¶
func (td *MergingDigest) GobEncode() ([]byte, error)
func (*MergingDigest) Max ¶
func (td *MergingDigest) Max() float64
func (*MergingDigest) Merge ¶
func (td *MergingDigest) Merge(other *MergingDigest)
Merge another digest into this one. Neither td nor other can be shared concurrently during the execution of this method.
func (*MergingDigest) Min ¶
func (td *MergingDigest) Min() float64
func (*MergingDigest) Quantile ¶
func (td *MergingDigest) Quantile(quantile float64) float64
Returns a value such that the fraction of values in td below that value is approximately equal to quantile. Returns NaN if the digest is empty.
func (*MergingDigest) ReciprocalSum ¶
func (td *MergingDigest) ReciprocalSum() float64
func (*MergingDigest) Sum ¶
func (td *MergingDigest) Sum() float64
type MergingDigestData ¶
type MergingDigestData struct {
// Use values rather than pointers for the Centroid array. This avoids
// a ton of code changes and probably a lot of allocations as well.
MainCentroids []Centroid `protobuf:"bytes,1,rep,name=main_centroids,json=mainCentroids" json:"main_centroids"`
Compression float64 `protobuf:"fixed64,2,opt,name=compression,proto3" json:"compression,omitempty"`
Min float64 `protobuf:"fixed64,3,opt,name=min,proto3" json:"min,omitempty"`
Max float64 `protobuf:"fixed64,4,opt,name=max,proto3" json:"max,omitempty"`
ReciprocalSum float64 `protobuf:"fixed64,5,opt,name=reciprocalSum,proto3" json:"reciprocalSum,omitempty"`
}
MergingDigestData contains all fields necessary to generate a MergingDigest. This type should generally just be used when serializing MergingDigest's, and doesn't have much of a purpose on its own.
func (*MergingDigestData) Descriptor ¶
func (*MergingDigestData) Descriptor() ([]byte, []int)
func (*MergingDigestData) GetCompression ¶
func (m *MergingDigestData) GetCompression() float64
func (*MergingDigestData) GetMainCentroids ¶
func (m *MergingDigestData) GetMainCentroids() []Centroid
func (*MergingDigestData) GetMax ¶
func (m *MergingDigestData) GetMax() float64
func (*MergingDigestData) GetMin ¶
func (m *MergingDigestData) GetMin() float64
func (*MergingDigestData) GetReciprocalSum ¶
func (m *MergingDigestData) GetReciprocalSum() float64
func (*MergingDigestData) Marshal ¶
func (m *MergingDigestData) Marshal() (dAtA []byte, err error)
func (*MergingDigestData) MarshalTo ¶
func (m *MergingDigestData) MarshalTo(dAtA []byte) (int, error)
func (*MergingDigestData) ProtoMessage ¶
func (*MergingDigestData) ProtoMessage()
func (*MergingDigestData) Reset ¶
func (m *MergingDigestData) Reset()
func (*MergingDigestData) Size ¶
func (m *MergingDigestData) Size() (n int)
func (*MergingDigestData) String ¶
func (m *MergingDigestData) String() string
func (*MergingDigestData) Unmarshal ¶
func (m *MergingDigestData) Unmarshal(dAtA []byte) error
Source Files
Directories