module Data.TDigest.NonEmpty (
TDigest,
tdigest,
singleton,
insert,
insert',
compress,
forceCompress,
totalWeight,
minimumValue,
maximumValue,
histogram,
T.HistBin (..),
median,
quantile,
mean,
variance,
stddev,
cdf,
icdf,
) where
import Prelude ()
import Prelude.Compat
import Control.DeepSeq (NFData (..))
import Control.Monad (when)
import Data.Binary (Binary (..))
import Data.List.NonEmpty (NonEmpty)
import Data.Maybe (fromMaybe)
import Data.Semigroup (Semigroup (..))
import Data.Semigroup.Foldable (Foldable1)
import Data.Semigroup.Reducer (Reducer (..))
import GHC.TypeLits (KnownNat)
import qualified Data.TDigest as T
import qualified Data.TDigest.Internal as T
import qualified Data.TDigest.Postprocess as T
newtype TDigest comp = TDigest { unEmpty :: T.TDigest comp }
instance NFData (TDigest comp) where
rnf (TDigest t) = rnf t
instance Show (TDigest comp) where
showsPrec d (TDigest t) = showsPrec d t
instance KnownNat comp => Semigroup (TDigest comp) where
TDigest a <> TDigest b = TDigest (a <> b)
instance KnownNat comp => Reducer Double (TDigest comp) where
cons = insert
snoc = flip insert
unit = singleton
instance KnownNat comp => Binary (TDigest comp) where
get = do
t <- get
when (T.size t <= 0) $ fail "empty TDigest.NonEmpty"
return (TDigest t)
put (TDigest t) = put t
overTDigest :: (T.TDigest c -> T.TDigest c) -> TDigest c -> TDigest c
overTDigest f = TDigest . f . unEmpty
singleton :: KnownNat comp => Double -> TDigest comp
singleton = TDigest . T.singleton
insert :: KnownNat comp => Double -> TDigest comp -> TDigest comp
insert x = TDigest . T.insert x . unEmpty
insert' :: KnownNat comp => Double -> TDigest comp -> TDigest comp
insert' x = overTDigest $ T.insert' x
compress :: forall comp. KnownNat comp => TDigest comp -> TDigest comp
compress = overTDigest T.compress
forceCompress :: forall comp. KnownNat comp => TDigest comp -> TDigest comp
forceCompress = overTDigest T.forceCompress
minimumValue :: TDigest comp -> T.Mean
minimumValue = T.minimumValue . unEmpty
maximumValue :: TDigest comp -> T.Mean
maximumValue = T.maximumValue . unEmpty
totalWeight :: TDigest comp -> T.Weight
totalWeight = T.totalWeight . unEmpty
histogram :: TDigest comp -> NonEmpty T.HistBin
histogram = fromMaybe (error "NonEmpty.histogram") . T.histogram . unEmpty
median :: TDigest comp -> Double
median = quantile 0.5
quantile :: Double -> TDigest comp -> Double
quantile q td = T.quantile' q (totalWeight td) $ histogram td
mean :: TDigest comp -> Double
mean td = T.mean' $ histogram td
variance :: TDigest comp -> Double
variance td = T.variance' $ histogram td
stddev :: TDigest comp -> Double
stddev = sqrt . variance
icdf :: Double -> TDigest comp -> Double
icdf = quantile
cdf :: Double -> TDigest comp -> Double
cdf x = T.cdf x . unEmpty
tdigest :: (Foldable1 f, KnownNat comp) => f Double -> TDigest comp
tdigest = TDigest . T.tdigest