diff options
Diffstat (limited to 'vendor/github.com/beorn7/perks')
| -rw-r--r-- | vendor/github.com/beorn7/perks/LICENSE | 20 | ||||
| -rw-r--r-- | vendor/github.com/beorn7/perks/quantile/exampledata.txt | 2388 | ||||
| -rw-r--r-- | vendor/github.com/beorn7/perks/quantile/stream.go | 316 |
3 files changed, 2724 insertions, 0 deletions
diff --git a/vendor/github.com/beorn7/perks/LICENSE b/vendor/github.com/beorn7/perks/LICENSE new file mode 100644 index 000000000..339177be6 --- /dev/null +++ b/vendor/github.com/beorn7/perks/LICENSE @@ -0,0 +1,20 @@ +Copyright (C) 2013 Blake Mizerany + +Permission is hereby granted, free of charge, to any person obtaining +a copy of this software and associated documentation files (the +"Software"), to deal in the Software without restriction, including +without limitation the rights to use, copy, modify, merge, publish, +distribute, sublicense, and/or sell copies of the Software, and to +permit persons to whom the Software is furnished to do so, subject to +the following conditions: + +The above copyright notice and this permission notice shall be +included in all copies or substantial portions of the Software. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND +NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE +LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION +OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION +WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. diff --git a/vendor/github.com/beorn7/perks/quantile/exampledata.txt b/vendor/github.com/beorn7/perks/quantile/exampledata.txt new file mode 100644 index 000000000..1602287d7 --- /dev/null +++ b/vendor/github.com/beorn7/perks/quantile/exampledata.txt @@ -0,0 +1,2388 @@ +8 +5 +26 +12 +5 +235 +13 +6 +28 +30 +3 +3 +3 +3 +5 +2 +33 +7 +2 +4 +7 +12 +14 +5 +8 +3 +10 +4 +5 +3 +6 +6 +209 +20 +3 +10 +14 +3 +4 +6 +8 +5 +11 +7 +3 +2 +3 +3 +212 +5 +222 +4 +10 +10 +5 +6 +3 +8 +3 +10 +254 +220 +2 +3 +5 +24 +5 +4 +222 +7 +3 +3 +223 +8 +15 +12 +14 +14 +3 +2 +2 +3 +13 +3 +11 +4 +4 +6 +5 +7 +13 +5 +3 +5 +2 +5 +3 +5 +2 +7 +15 +17 +14 +3 +6 +6 +3 +17 +5 +4 +7 +6 +4 +4 +8 +6 +8 +3 +9 +3 +6 +3 +4 +5 +3 +3 +660 +4 +6 +10 +3 +6 +3 +2 +5 +13 +2 +4 +4 +10 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+11 +2 +3 +6 +25 +2 +3 +6 +7 +6 +6 +4 +4 +6 +3 +17 +9 +7 +6 +4 +3 +10 +7 +2 +3 +3 +3 +11 +8 +3 +7 +6 +4 +14 +36 +3 +4 +3 +3 +22 +13 +21 +4 +2 +7 +4 +4 +17 +15 +3 +7 +11 +2 +4 +7 +6 +209 +6 +3 +2 +2 +24 +4 +9 +4 +3 +3 +3 +29 +2 +2 +4 +3 +3 +5 +4 +6 +3 +3 +2 +4 diff --git a/vendor/github.com/beorn7/perks/quantile/stream.go b/vendor/github.com/beorn7/perks/quantile/stream.go new file mode 100644 index 000000000..d7d14f8eb --- /dev/null +++ b/vendor/github.com/beorn7/perks/quantile/stream.go @@ -0,0 +1,316 @@ +// 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 +} |