mirror of https://github.com/yandex/odyssey.git
84 lines
2.2 KiB
C
84 lines
2.2 KiB
C
#ifndef ODYSSEY_TDIGEST_H
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#define ODYSSEY_TDIGEST_H
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////////////////////////////////////////////////////////////////////////////////
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// tdigest
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//
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// Copyright (c) 2018 Andrew Werner, All rights reserved.
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//
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// tdigest is an implementation of Ted Dunning's streaming quantile estimation
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// data structure.
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// This implementation is intended to be like the new MergingHistogram.
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// It focuses on being in portable C that should be easy to integrate into other
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// languages. In particular it provides mechanisms to preallocate all memory
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// at construction time.
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//
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// The implementation is a direct descendent of
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// https://github.com/tdunning/t-digest/
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//
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// TODO: add a Ted Dunning Copyright notice.
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//
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////////////////////////////////////////////////////////////////////////////////
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#include <stdlib.h>
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typedef struct td_histogram td_histogram_t;
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// td_new allocates a new histogram.
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// It is similar to init but assumes that it can use malloc.
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td_histogram_t *
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td_new(double compression);
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// clear histogram in-place
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void
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td_safe_free(td_histogram_t *h);
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// copy histogram to another memory
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void
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td_copy(td_histogram_t *dst, td_histogram_t *src);
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// td_free frees the memory associated with h.
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void
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td_free(td_histogram_t *h);
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// td_add adds val to h with the specified count.
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void
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td_add(td_histogram_t *h, double val, double count);
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// td_merge merges the data from from into into.
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void
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td_merge(td_histogram_t *into, td_histogram_t *from);
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// td_reset resets a histogram.
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void
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td_reset(td_histogram_t *h);
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// td_value_at queries h for the value at q.
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// If q is not in [0, 1], NAN will be returned.
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double
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td_value_at(td_histogram_t *h, double q);
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// td_value_at queries h for the quantile of val.
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// The returned value will be in [0, 1].
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double
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td_quantile_of(td_histogram_t *h, double val);
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// td_trimmed_mean returns the mean of data from the lo quantile to the
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// hi quantile.
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double
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td_trimmed_mean(td_histogram_t *h, double lo, double hi);
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// td_total_count returns the total count contained in h.
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double
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td_total_count(td_histogram_t *h);
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// td_total_sum returns the sum of all the data added to h.
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double
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td_total_sum(td_histogram_t *h);
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// td_decay multiplies all countes by factor.
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void
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td_decay(td_histogram_t *h, double factor);
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#endif /* ODYSSEY_TDIGEST_H */
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