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-rw-r--r--vendor/github.com/beorn7/perks/quantile/stream.go316
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diff --git a/vendor/github.com/beorn7/perks/quantile/stream.go b/vendor/github.com/beorn7/perks/quantile/stream.go
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--- a/vendor/github.com/beorn7/perks/quantile/stream.go
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@@ -1,316 +0,0 @@
-// Package quantile computes approximate quantiles over an unbounded data
-// stream within low memory and CPU bounds.
-//
-// A small amount of accuracy is traded to achieve the above properties.
-//
-// Multiple streams can be merged before calling Query to generate a single set
-// of results. This is meaningful when the streams represent the same type of
-// data. See Merge and Samples.
-//
-// For more detailed information about the algorithm used, see:
-//
-// Effective Computation of Biased Quantiles over Data Streams
-//
-// http://www.cs.rutgers.edu/~muthu/bquant.pdf
-package quantile
-
-import (
- "math"
- "sort"
-)
-
-// Sample holds an observed value and meta information for compression. JSON
-// tags have been added for convenience.
-type Sample struct {
- Value float64 `json:",string"`
- Width float64 `json:",string"`
- Delta float64 `json:",string"`
-}
-
-// Samples represents a slice of samples. It implements sort.Interface.
-type Samples []Sample
-
-func (a Samples) Len() int { return len(a) }
-func (a Samples) Less(i, j int) bool { return a[i].Value < a[j].Value }
-func (a Samples) Swap(i, j int) { a[i], a[j] = a[j], a[i] }
-
-type invariant func(s *stream, r float64) float64
-
-// NewLowBiased returns an initialized Stream for low-biased quantiles
-// (e.g. 0.01, 0.1, 0.5) where the needed quantiles are not known a priori, but
-// error guarantees can still be given even for the lower ranks of the data
-// distribution.
-//
-// The provided epsilon is a relative error, i.e. the true quantile of a value
-// returned by a query is guaranteed to be within (1±Epsilon)*Quantile.
-//
-// See http://www.cs.rutgers.edu/~muthu/bquant.pdf for time, space, and error
-// properties.
-func NewLowBiased(epsilon float64) *Stream {
- ƒ := func(s *stream, r float64) float64 {
- return 2 * epsilon * r
- }
- return newStream(ƒ)
-}
-
-// NewHighBiased returns an initialized Stream for high-biased quantiles
-// (e.g. 0.01, 0.1, 0.5) where the needed quantiles are not known a priori, but
-// error guarantees can still be given even for the higher ranks of the data
-// distribution.
-//
-// The provided epsilon is a relative error, i.e. the true quantile of a value
-// returned by a query is guaranteed to be within 1-(1±Epsilon)*(1-Quantile).
-//
-// See http://www.cs.rutgers.edu/~muthu/bquant.pdf for time, space, and error
-// properties.
-func NewHighBiased(epsilon float64) *Stream {
- ƒ := func(s *stream, r float64) float64 {
- return 2 * epsilon * (s.n - r)
- }
- return newStream(ƒ)
-}
-
-// NewTargeted returns an initialized Stream concerned with a particular set of
-// quantile values that are supplied a priori. Knowing these a priori reduces
-// space and computation time. The targets map maps the desired quantiles to
-// their absolute errors, i.e. the true quantile of a value returned by a query
-// is guaranteed to be within (Quantile±Epsilon).
-//
-// See http://www.cs.rutgers.edu/~muthu/bquant.pdf for time, space, and error properties.
-func NewTargeted(targetMap map[float64]float64) *Stream {
- // Convert map to slice to avoid slow iterations on a map.
- // ƒ is called on the hot path, so converting the map to a slice
- // beforehand results in significant CPU savings.
- targets := targetMapToSlice(targetMap)
-
- ƒ := func(s *stream, r float64) float64 {
- var m = math.MaxFloat64
- var f float64
- for _, t := range targets {
- if t.quantile*s.n <= r {
- f = (2 * t.epsilon * r) / t.quantile
- } else {
- f = (2 * t.epsilon * (s.n - r)) / (1 - t.quantile)
- }
- if f < m {
- m = f
- }
- }
- return m
- }
- return newStream(ƒ)
-}
-
-type target struct {
- quantile float64
- epsilon float64
-}
-
-func targetMapToSlice(targetMap map[float64]float64) []target {
- targets := make([]target, 0, len(targetMap))
-
- for quantile, epsilon := range targetMap {
- t := target{
- quantile: quantile,
- epsilon: epsilon,
- }
- targets = append(targets, t)
- }
-
- return targets
-}
-
-// Stream computes quantiles for a stream of float64s. It is not thread-safe by
-// design. Take care when using across multiple goroutines.
-type Stream struct {
- *stream
- b Samples
- sorted bool
-}
-
-func newStream(ƒ invariant) *Stream {
- x := &stream{ƒ: ƒ}
- return &Stream{x, make(Samples, 0, 500), true}
-}
-
-// Insert inserts v into the stream.
-func (s *Stream) Insert(v float64) {
- s.insert(Sample{Value: v, Width: 1})
-}
-
-func (s *Stream) insert(sample Sample) {
- s.b = append(s.b, sample)
- s.sorted = false
- if len(s.b) == cap(s.b) {
- s.flush()
- }
-}
-
-// Query returns the computed qth percentiles value. If s was created with
-// NewTargeted, and q is not in the set of quantiles provided a priori, Query
-// will return an unspecified result.
-func (s *Stream) Query(q float64) float64 {
- if !s.flushed() {
- // Fast path when there hasn't been enough data for a flush;
- // this also yields better accuracy for small sets of data.
- l := len(s.b)
- if l == 0 {
- return 0
- }
- i := int(math.Ceil(float64(l) * q))
- if i > 0 {
- i -= 1
- }
- s.maybeSort()
- return s.b[i].Value
- }
- s.flush()
- return s.stream.query(q)
-}
-
-// Merge merges samples into the underlying streams samples. This is handy when
-// merging multiple streams from separate threads, database shards, etc.
-//
-// ATTENTION: This method is broken and does not yield correct results. The
-// underlying algorithm is not capable of merging streams correctly.
-func (s *Stream) Merge(samples Samples) {
- sort.Sort(samples)
- s.stream.merge(samples)
-}
-
-// Reset reinitializes and clears the list reusing the samples buffer memory.
-func (s *Stream) Reset() {
- s.stream.reset()
- s.b = s.b[:0]
-}
-
-// Samples returns stream samples held by s.
-func (s *Stream) Samples() Samples {
- if !s.flushed() {
- return s.b
- }
- s.flush()
- return s.stream.samples()
-}
-
-// Count returns the total number of samples observed in the stream
-// since initialization.
-func (s *Stream) Count() int {
- return len(s.b) + s.stream.count()
-}
-
-func (s *Stream) flush() {
- s.maybeSort()
- s.stream.merge(s.b)
- s.b = s.b[:0]
-}
-
-func (s *Stream) maybeSort() {
- if !s.sorted {
- s.sorted = true
- sort.Sort(s.b)
- }
-}
-
-func (s *Stream) flushed() bool {
- return len(s.stream.l) > 0
-}
-
-type stream struct {
- n float64
- l []Sample
- ƒ invariant
-}
-
-func (s *stream) reset() {
- s.l = s.l[:0]
- s.n = 0
-}
-
-func (s *stream) insert(v float64) {
- s.merge(Samples{{v, 1, 0}})
-}
-
-func (s *stream) merge(samples Samples) {
- // TODO(beorn7): This tries to merge not only individual samples, but
- // whole summaries. The paper doesn't mention merging summaries at
- // all. Unittests show that the merging is inaccurate. Find out how to
- // do merges properly.
- var r float64
- i := 0
- for _, sample := range samples {
- for ; i < len(s.l); i++ {
- c := s.l[i]
- if c.Value > sample.Value {
- // Insert at position i.
- s.l = append(s.l, Sample{})
- copy(s.l[i+1:], s.l[i:])
- s.l[i] = Sample{
- sample.Value,
- sample.Width,
- math.Max(sample.Delta, math.Floor(s.ƒ(s, r))-1),
- // TODO(beorn7): How to calculate delta correctly?
- }
- i++
- goto inserted
- }
- r += c.Width
- }
- s.l = append(s.l, Sample{sample.Value, sample.Width, 0})
- i++
- inserted:
- s.n += sample.Width
- r += sample.Width
- }
- s.compress()
-}
-
-func (s *stream) count() int {
- return int(s.n)
-}
-
-func (s *stream) query(q float64) float64 {
- t := math.Ceil(q * s.n)
- t += math.Ceil(s.ƒ(s, t) / 2)
- p := s.l[0]
- var r float64
- for _, c := range s.l[1:] {
- r += p.Width
- if r+c.Width+c.Delta > t {
- return p.Value
- }
- p = c
- }
- return p.Value
-}
-
-func (s *stream) compress() {
- if len(s.l) < 2 {
- return
- }
- x := s.l[len(s.l)-1]
- xi := len(s.l) - 1
- r := s.n - 1 - x.Width
-
- for i := len(s.l) - 2; i >= 0; i-- {
- c := s.l[i]
- if c.Width+x.Width+x.Delta <= s.ƒ(s, r) {
- x.Width += c.Width
- s.l[xi] = x
- // Remove element at i.
- copy(s.l[i:], s.l[i+1:])
- s.l = s.l[:len(s.l)-1]
- xi -= 1
- } else {
- x = c
- xi = i
- }
- r -= c.Width
- }
-}
-
-func (s *stream) samples() Samples {
- samples := make(Samples, len(s.l))
- copy(samples, s.l)
- return samples
-}