Class KnownDoubleQuantileEstimator

java.lang.Object
cern.colt.PersistentObject
cern.jet.stat.quantile.DoubleQuantileEstimator
cern.jet.stat.quantile.KnownDoubleQuantileEstimator
All Implemented Interfaces:
DoubleQuantileFinder, Serializable, Cloneable
class KnownDoubleQuantileEstimator extends DoubleQuantileEstimator
Approximate quantile finding algorithm for known N requiring only one pass and little main memory; computes quantiles over a sequence of double elements.

Needs as input the following parameters:

1. N - the number of values of the data sequence over which quantiles are to be determined.
2. quantiles - the number of quantiles to be computed.
3. epsilon - the allowed approximation error on quantiles. The approximation guarantee of this algorithm is explicit.

It is also possible to couple the approximation algorithm with random sampling to further reduce memory requirements. With sampling, the approximation guarantees are explicit but probabilistic, i.e. they apply with respect to a (user controlled) confidence parameter "delta".

4. delta - the probability allowed that the approximation error fails to be smaller than epsilon. Set delta to zero for explicit non probabilistic guarantees. You usually don't instantiate quantile finders by using the constructor. Instead use the factory QuantileFinderFactor to do so. It will set up the right parametrization for you.

After Gurmeet Singh Manku, Sridhar Rajagopalan and Bruce G. Lindsay, Approximate Medians and other Quantiles in One Pass and with Limited Memory, Proc. of the 1998 ACM SIGMOD Int. Conf. on Management of Data, Paper available here.

Version:
1.0, 09/24/99
See Also:

  • Field Details

    • beta

      protected double beta

    • weHadMoreThanOneEmptyBuffer

      protected boolean weHadMoreThanOneEmptyBuffer

    • samplingAssistant

      protected RandomSamplingAssistant samplingAssistant

    • samplingRate

      protected double samplingRate

    • N

      protected long N

  • Constructor Details

    • KnownDoubleQuantileEstimator

      public KnownDoubleQuantileEstimator(int b, int k, long N, double samplingRate, RandomEngine generator)
      Constructs an approximate quantile finder with b buffers, each having k elements.
      Parameters:
      b - the number of buffers
      k - the number of elements per buffer
      N - the total number of elements over which quantiles are to be computed.
      samplingRate - 1.0 --> all elements are consumed. 10.0 --> Consumes one random element from successive blocks of 10 elements each. Etc.
      generator - a uniform random number generator.

  • Method Details

    • addInfinities

      protected void addInfinities(int missingInfinities, DoubleBuffer buffer)
      Parameters:
      buffer - the buffer into which the infinities shall be filled.
      infinities - the number of infinities to fill.

    • buffersToCollapse

      protected DoubleBuffer[] buffersToCollapse()
      Not yet commented.
      Overrides:
      buffersToCollapse in class DoubleQuantileEstimator

    • clear

      public void clear()
      Removes all elements from the receiver. The receiver will be empty after this call returns, and its memory requirements will be close to zero.
      Specified by:
      clear in interface DoubleQuantileFinder
      Overrides:
      clear in class DoubleQuantileEstimator

    • clone

      public Object clone()
      Returns a deep copy of the receiver.
      Specified by:
      clone in interface DoubleQuantileFinder
      Overrides:
      clone in class DoubleQuantileEstimator
      Returns:
      a deep copy of the receiver.

    • newBuffer

      protected void newBuffer()
      Not yet commented.
      Specified by:
      newBuffer in class DoubleQuantileEstimator

    • postCollapse

      protected void postCollapse(DoubleBuffer[] toCollapse)
      Not yet commented.
      Specified by:
      postCollapse in class DoubleQuantileEstimator

    • preProcessPhis

      protected DoubleArrayList preProcessPhis(DoubleArrayList phis)
      Description copied from class: DoubleQuantileEstimator
      Default implementation does nothing.
      Overrides:
      preProcessPhis in class DoubleQuantileEstimator

    • quantileElements

      public DoubleArrayList quantileElements(DoubleArrayList phis)
      Computes the specified quantile elements over the values previously added.
      Specified by:
      quantileElements in interface DoubleQuantileFinder
      Overrides:
      quantileElements in class DoubleQuantileEstimator
      Parameters:
      phis - the quantiles for which elements are to be computed. Each phi must be in the interval [0.0,1.0]. phis must be sorted ascending.
      Returns:
      the approximate quantile elements.

    • removeInfinitiesFrom

      protected void removeInfinitiesFrom(int infinities, DoubleBuffer buffer)
      Reading off quantiles requires to fill some +infinity, -infinity values to make a partial buffer become full. This method removes the infinities which were previously temporarily added to a partial buffer. Removing them is necessary if we want to continue filling more elements. Precondition: the buffer is sorted ascending.
      Parameters:
      infinities - the number of infinities previously filled.
      buffer - the buffer into which the infinities were filled.

    • sampleNextElement

      protected boolean sampleNextElement()
      Not yet commented.
      Specified by:
      sampleNextElement in class DoubleQuantileEstimator