Data.TDigest.Internal

Internals of TDigest.

Tree implementation is based on Adams’ Trees Revisited by Milan Straka http://fox.ucw.cz/papers/bbtree/bbtree.pdf

Documentation

assert :: Bool -> String -> a -> a

type Mean = Double

type Weight = Double

type Centroid = (Mean, Weight)

type Size = Int

data TDigest compression

TDigest is a tree of centroids.

compression is a 1/δ. The greater the value of compression the less likely value merging will happen.

Constructors

Node !Size !Mean !Weight !Weight !(TDigest compression) !(TDigest compression)

Tree node

Nil

Empty tree

Instances

KnownNat comp => Reducer Double (TDigest comp)

Both cons and snoc are insert

Methods

unit :: Double -> TDigest comp

snoc :: TDigest comp -> Double -> TDigest comp

cons :: Double -> TDigest comp -> TDigest comp

Show (TDigest compression)

Methods

showsPrec :: Int -> TDigest compression -> ShowS

show :: TDigest compression -> String

showList :: [TDigest compression] -> ShowS

KnownNat comp => Semigroup (TDigest comp)

Methods

(<>) :: TDigest comp -> TDigest comp -> TDigest comp

sconcat :: NonEmpty (TDigest comp) -> TDigest comp

stimes :: Integral b => b -> TDigest comp -> TDigest comp

KnownNat comp => Monoid (TDigest comp)

Methods

mempty :: TDigest comp

mappend :: TDigest comp -> TDigest comp -> TDigest comp

mconcat :: [TDigest comp] -> TDigest comp

KnownNat comp => Binary (TDigest comp)

TDigest isn't compressed after de-serialisation, but it can be still smaller.

Methods

put :: TDigest comp -> Put

get :: Get (TDigest comp)

putList :: [TDigest comp] -> Put

NFData (TDigest comp)

TDigest has only strict fields.

Methods

rnf :: TDigest comp -> ()

But*, the benefit vs. code explosion is not yet worth.

getCentroids :: TDigest comp -> [Centroid]

totalWeight :: TDigest comp -> Weight

Total count of samples.

>>> totalWeight (tdigest [1..100] :: TDigest 5)
100.0

size :: TDigest comp -> Int

minimumValue :: TDigest comp -> Mean

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

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

maximumValue :: TDigest comp -> Mean

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

>>> maximumValue (tdigest [1..100] :: TDigest 3)
99.0

emptyTDigest :: TDigest comp

combineDigest :: KnownNat comp => TDigest comp -> TDigest comp -> TDigest comp

insertCentroid :: forall comp. KnownNat comp => Centroid -> TDigest comp -> TDigest comp

node :: Mean -> Weight -> TDigest comp -> TDigest comp -> TDigest comp

Constructor which calculates size and total weight.

balanceR :: Mean -> Weight -> TDigest comp -> TDigest comp -> TDigest comp

Balance after right insertion.

balanceL :: Mean -> Weight -> TDigest comp -> TDigest comp -> TDigest comp

Balance after left insertion.

node' :: Int -> Mean -> Weight -> Weight -> TDigest comp -> TDigest comp -> TDigest comp

Alias to Node

singNode :: Mean -> Weight -> TDigest comp

Create singular node.

combinedCentroid :: Mean -> Weight -> Mean -> Weight -> Centroid

Add two weighted means together.

threshold

Arguments

:: Double

total weight

-> Double

quantile

-> Double

compression (1/δ)

-> Double

Calculate the threshold, i.e. maximum weight of centroid.

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

Compress TDigest.

Reinsert the centroids in "better" order (in original paper: in random) so they have opportunity to merge.

Compression will happen only if size is both: bigger than relMaxSize * comp and bigger than absMaxSize.

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

Perform compression, even if current size says it's not necessary.

toMVector

Arguments

:: KnownNat comp

=> TDigest comp

t-Digest

-> ST s (MVector s (Centroid, Double))

return also a "space left in the centroid" value for "shuffling"

relMaxSize :: Int

Relative size parameter. Hard-coded value: 25.

absMaxSize :: Int

Absolute size parameter. Hard-coded value: 1000.

balOmega :: Int

balAlpha :: Int

debugPrint :: TDigest comp -> IO ()

Output the TDigest tree.

valid :: TDigest comp -> Bool

isRight . validate

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

Check various invariants in the TDigest tree.

eq :: Double -> Double -> Bool

negInf :: Double

posInf :: Double

insert

Arguments

:: KnownNat comp

=> Double

element

-> TDigest comp

-> TDigest comp

Insert single value into TDigest.

insert'

Arguments

:: KnownNat comp

=> Double

element

-> TDigest comp

-> TDigest comp

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

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

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

Make a TDigest of a single data point.

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

Strict foldl' over Foldable structure.

>>> :set -XDataKinds