@@ -160,14 +160,6 @@ quantile(Phi, Invariant, [Next = #group{g = Gi, delta = Deltai}|DataStructure],
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quantile (Phi , Invariant , DataStructure , N , Rank + Gi , Next )
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end .
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- floor (X ) ->
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- T = erlang :trunc (X ),
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- case (X - T ) of
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- Neg when Neg < 0 -> T - 1 ;
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- Pos when Pos > 0 -> T ;
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- _ -> T
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- end .
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-
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clamp (X ) when X >= 0 -> X ;
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clamp (X ) when X < 0 -> 0 .
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@@ -273,7 +265,7 @@ test_quantile() ->
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% we create a set of 1000 random values and test if the guarantees are met
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Invariant = f_biased (0.001 ),
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N = 1000 ,
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- Samples = [random :uniform ()||_ <- lists :seq (1 , N )],
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+ Samples = [rand :uniform ()||_ <- lists :seq (1 , N )],
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Data = lists :foldl (fun (Sample , Stats ) -> insert (Sample , Stats ) end , quantile_estimator :new (Invariant ), Samples ),
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% error_logger:info_msg("D:~p\n", [D]),
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validate (Samples , Invariant , Data ),
@@ -288,7 +280,7 @@ test_compression_biased() ->
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% we create a set of 1000 random values and test if the guarantees are met
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Invariant = f_biased (0.01 ),
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N = 2000 ,
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- Samples = [random :uniform ()||_ <- lists :seq (1 , N )],
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+ Samples = [rand :uniform ()||_ <- lists :seq (1 , N )],
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Data = lists :foldl (fun (Sample , Stats ) -> insert (Sample , Stats ) end , quantile_estimator :new (Invariant ), Samples ),
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DL = Data # quantile_estimator .data ,
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validate (Samples , Invariant , Data ),
@@ -298,7 +290,7 @@ test_comression_targeted() ->
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% we create a set of 1000 random values and test if the guarantees are met
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Invariant = quantile_estimator :f_targeted ([{0.05 , 0.005 }, {0.5 , 0.02 }, {0.95 , 0.005 }]),
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N = 2000 ,
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- Samples = [random :uniform ()||_ <- lists :seq (1 , N )],
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+ Samples = [rand :uniform ()||_ <- lists :seq (1 , N )],
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Data = lists :foldl (fun (Sample , Stats ) -> insert (Sample , Stats ) end , quantile_estimator :new (Invariant ), Samples ),
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DL = Data # quantile_estimator .data ,
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validate (Samples , Invariant , Data ),
@@ -339,7 +331,7 @@ validate(Samples, Invariant, Estimate = #quantile_estimator{samples_count = N, d
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Index (quantile :quantile (Q , SamplesSort ), SamplesSort ),
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Index (quantile (Q , Estimate ), SamplesSort ),
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abs (Index (quantile :quantile (Q , SamplesSort ), SamplesSort ) - Index (quantile (Q , Estimate ), SamplesSort )),
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- quantile : ceil (Invariant (Index (quantile (Q , Estimate ), SamplesSort ), N ))
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+ ceil (Invariant (Index (quantile (Q , Estimate ), SamplesSort ), N ))
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} || Q <- Quantiles ],
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% [error_logger:info_msg("QReal:~p,~p,~p\n", [Q, N, quantile:quantile(Q, SamplesSort)]) || Q <- [0.0, 1.0]],
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% [error_logger:info_msg("QEst:~p,~p,~p\n", [Q, N, quantile(Q, Invariant, Estimate)]) || Q <- [0.0, 1.0]],
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