Moduletdigest-0.3Haskell2010

Data.TDigest.Vector.Internal

1 type
20 values

Packagetdigest-0.3
Exports21
LanguageHaskell2010
LicenceBSD-3-Clause
SourceInternal.hs

datadata TDigest (compression :: Nat)

TDigest is a vector of centroids plus not yet merged elements.

The size of structure is dictated by compression, *𝛿*. And is *O(𝛿)*.

Constructors

TDigest
- tdigestTotalWeight :: !Size
  sum of vector and buffer size
- tdigestData :: !Vector Centroid
  actual data. *Invariants:* sorted by mean; length <= 2 𝛿 (soft)
- tdigestBufferSize :: !Size
- tdigestBuffer :: [Double]
  addition buffer, elements with weight 1. *Invariants:* length 2 <= 𝛿
- tdigestDirection :: !Bool
  direction is a hack, so we merge from left and right. *TODO* remove?

Instances6Reducer, Show, Semigroup, Monoid, NFData, HasHistogram

KnownNat comp => Reducer Double (TDigest comp)Defined in tdigest-0.3 · Data.TDigest.Vector.Internal
Both cons and snoc are insert
Show (TDigest compression)Defined in tdigest-0.3 · Data.TDigest.Vector.Internal
KnownNat comp => Semigroup (TDigest comp)Defined in tdigest-0.3 · Data.TDigest.Vector.Internal
KnownNat comp => Monoid (TDigest comp)Defined in tdigest-0.3 · Data.TDigest.Vector.Internal
NFData (TDigest comp)Defined in tdigest-0.3 · Data.TDigest.Vector.Internal
KnownNat comp => HasHistogram (TDigest comp) MaybeDefined in tdigest-0.3 · Data.TDigest.Vector.Internal

valuesize :: TDigest comp -> Int

Size of structure

valuetotalWeight :: TDigest comp -> Weight

valueminimumValue :: KnownNat comp => TDigest comp -> Mean

Center of left-most centroid. Note: may be different than min element inserted.

Example1 expression

>>> minimumValue (tdigest [1..100] :: TDigest 3)1.0

valuemaximumValue :: KnownNat comp => TDigest comp -> Mean

Center of right-most centroid. Note: may be different than max element inserted.

Example1 expression

>>> maximumValue (tdigest [1..100] :: TDigest 3)100.0

valueksize

:: Double
compression parameter, 𝛿
-> Double
quantile, q
-> Double
notional index, k

Mapping from quantile *q* to notional index *k* with compression parameter *𝛿*.

Example1 expression

>>> ksize 42 00.0

Example1 expression

>>> ksize 42 142.0

q@ is clamped.:

Example1 expression

>>> ksize 42 242.0

valueclamp :: Double -> Double

valueksizeInv

:: Double
compression parameter, 𝛿
-> Double
notional index, k
-> Double
quantile, q

Inverse of ksize.

Example1 expression

>>> ksizeInv 42 00.0

Example1 expression

>>> ksizeInv 42 421.0

Example1 expression

>>> ksizeInv 42 (ksize 42 0.3)0.3

valuemerge :: Int -> Double -> [(Mean, Weight)] -> [(Mean, Weight)]

valueemptyTDigest :: TDigest comp

valuecombineTDigest

:: KnownNat comp
=> TDigest comp
-> TDigest comp
-> TDigest comp

valuefinalize :: KnownNat comp => TDigest comp -> TDigest comp

Flush insertion buffer

valueforceCompress :: KnownNat comp => TDigest comp -> TDigest comp

valuecompress :: KnownNat comp => TDigest comp -> TDigest comp

valuesizeCoefficient :: Num a => a

valuevalid :: TDigest comp -> Bool

isRight . validate

valuevalidate :: TDigest comp -> Either String (TDigest comp)

Check various invariants in the TDigest structure.

valueinsert

:: KnownNat comp
=> Double
element
-> TDigest comp
-> TDigest comp

Insert single value into TDigest.

valueinsert'

:: KnownNat comp
=> Double
element
-> TDigest comp
-> TDigest comp

Insert single value, don't compress TDigest even if needed.

This may violate the insertion buffer size invariant.

For sensibly bounded input, it makes sense to let TDigest grow (it might grow linearly in size), and after that compress it once.

valuesingleton :: Double -> TDigest comp

Make a TDigest of a single data point.

valuetdigest :: (Foldable f, KnownNat comp) => f Double -> TDigest comp

Strict foldl' over Foldable structure.

Example1 expression

>>> :set -XDataKinds