uk.ac.starlink.ttools.filter

Class GKQuantiler

java.lang.Object

uk.ac.starlink.ttools.filter.GKQuantiler

All Implemented Interfaces:

Quantiler

public class GKQuantiler
extends Object
implements Quantiler

Quantiler based on the method of Greenwald and Kanna, via the implementation in https://github.com/DataDog/sketches-java. It's not that fast and not that accurate, but it can cope with any number of samples.

Since:

3 Dec 2020

Author:

Mark Taylor

See Also:

Greenwald and Kanna paper

Field Summary

Fields

Modifier and Type	Field and Description
static double	DFLT_RANK_ACCURACY Default rank accuracy.

Constructor Summary

Constructors

Constructor and Description
GKQuantiler() Constructor with default accumulator.
GKQuantiler(GKArray gkArray) Constructor with custom accumulator.

Method Summary

Modifier and Type	Method and Description
void	acceptDatum(double value) Accepts a value to accumulate for quantile calculations.
void	addQuantiler(Quantiler other) Merges the state of another compatible accumulator into this one; the effect is as if all the Quantiler.acceptDatum(double) calls that were made on other had been made on this one.
double	getValueAtQuantile(double quantile) Returns the value at a given quantile.
void	ready() Call after all data has been accumulated and before quantiles are to be calculated.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DFLT_RANK_ACCURACY

public static final double DFLT_RANK_ACCURACY

Default rank accuracy.

See Also:

Constant Field Values

Constructor Detail

GKQuantiler

public GKQuantiler()

Constructor with default accumulator.

GKQuantiler

public GKQuantiler(GKArray gkArray)

Constructor with custom accumulator.

Method Detail

acceptDatum

public void acceptDatum(double value)

Description copied from interface: Quantiler

Accepts a value to accumulate for quantile calculations. NaN values are ignored.

Specified by:

acceptDatum in interface Quantiler

Parameters:

value - value to accumulate

addQuantiler

public void addQuantiler(Quantiler other)

Description copied from interface: Quantiler

Merges the state of another compatible accumulator into this one; the effect is as if all the Quantiler.acceptDatum(double) calls that were made on other had been made on this one.

Specified by:

addQuantiler in interface Quantiler

Parameters:

other - compatible quantiler to merge with this

ready

public void ready()

Description copied from interface: Quantiler

Call after all data has been accumulated and before quantiles are to be calculated.

Specified by:

ready in interface Quantiler

getValueAtQuantile

public double getValueAtQuantile(double quantile)

Description copied from interface: Quantiler

Returns the value at a given quantile.

Specified by:

getValueAtQuantile in interface Quantiler

Parameters:

quantile - value in the range 0..1

Returns:

value at quantile, or NaN if no data