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  <h1>Package quantile</h1>


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			<dd><code>import "github.com/beorn7/perks/quantile"</code></dd>
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				<p>
Package quantile computes approximate quantiles over an unbounded data
stream within low memory and CPU bounds.
</p>
<p>
A small amount of accuracy is traded to achieve the above properties.
</p>
<p>
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.
</p>
<p>
For more detailed information about the algorithm used, see:
</p>
<h3 id="hdr-Effective_Computation_of_Biased_Quantiles_over_Data_Streams">Effective Computation of Biased Quantiles over Data Streams</h3>
<p>
<a href="http://www.cs.rutgers.edu/~muthu/bquant.pdf">http://www.cs.rutgers.edu/~muthu/bquant.pdf</a>
</p>

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		<div id="example__mergeMultipleStreams" class="toggle">
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		<p class="exampleHeading toggleButton">▹ <span class="text">Example (MergeMultipleStreams)</span></p>
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		<p class="exampleHeading toggleButton">▾ <span class="text">Example (MergeMultipleStreams)</span></p>
		
		
			<p>Code:</p>
			<pre class="code">
<span class="comment">// Scenario:</span>
<span class="comment">// We have multiple database shards. On each shard, there is a process</span>
<span class="comment">// collecting query response times from the database logs and inserting</span>
<span class="comment">// them into a Stream (created via NewTargeted(0.90)), much like the</span>
<span class="comment">// Simple example. These processes expose a network interface for us to</span>
<span class="comment">// ask them to serialize and send us the results of their</span>
<span class="comment">// Stream.Samples so we may Merge and Query them.</span>
<span class="comment">//</span>
<span class="comment">// NOTES:</span>
<span class="comment">// * These sample sets are small, allowing us to get them</span>
<span class="comment">// across the network much faster than sending the entire list of data</span>
<span class="comment">// points.</span>
<span class="comment">//</span>
<span class="comment">// * For this to work correctly, we must supply the same quantiles</span>
<span class="comment">// a priori the process collecting the samples supplied to NewTargeted,</span>
<span class="comment">// even if we do not plan to query them all here.</span>
ch := make(chan quantile.Samples)
getDBQuerySamples(ch)
q := quantile.NewTargeted(map[float64]float64{0.90: 0.001})
for samples := range ch {
    q.Merge(samples)
}
fmt.Println(&#34;perc90:&#34;, q.Query(0.90))
</pre>
			
		
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			<p>Code:</p>
			<pre class="code">ch := make(chan float64)
go sendFloats(ch)

<span class="comment">// Compute the 50th, 90th, and 99th percentile.</span>
q := quantile.NewTargeted(map[float64]float64{
    0.50: 0.005,
    0.90: 0.001,
    0.99: 0.0001,
})
for v := range ch {
    q.Insert(v)
}

fmt.Println(&#34;perc50:&#34;, q.Query(0.50))
fmt.Println(&#34;perc90:&#34;, q.Query(0.90))
fmt.Println(&#34;perc99:&#34;, q.Query(0.99))
fmt.Println(&#34;count:&#34;, q.Count())
<span class="comment"></pre>
			
			<p>Output:</p>
			<pre class="output">perc50: 5
perc90: 16
perc99: 223
count: 2388
</pre>
			
		
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			<p>Code:</p>
			<pre class="code">
<span class="comment">// Scenario: We want the 90th, 95th, and 99th percentiles for each</span>
<span class="comment">// minute.</span>

ch := make(chan float64)
go sendStreamValues(ch)

tick := time.NewTicker(1 * time.Minute)
q := quantile.NewTargeted(map[float64]float64{
    0.90: 0.001,
    0.95: 0.0005,
    0.99: 0.0001,
})
for {
    select {
    case t := &lt;-tick.C:
        flushToDB(t, q.Samples())
        q.Reset()
    case v := &lt;-ch:
        q.Insert(v)
    }
}
</pre>
			
		
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				<dd><a href="index.html#Sample">type Sample</a></dd>
				
				
				<dd><a href="index.html#Samples">type Samples</a></dd>
				
				
					<dd>&nbsp; &nbsp; <a href="index.html#Samples.Len">func (a Samples) Len() int</a></dd>
				
					
					<dd>&nbsp; &nbsp; <a href="index.html#Samples.Less">func (a Samples) Less(i, j int) bool</a></dd>
				
					
					<dd>&nbsp; &nbsp; <a href="index.html#Samples.Swap">func (a Samples) Swap(i, j int)</a></dd>
				
			
				<dd><a href="index.html#Stream">type Stream</a></dd>
				
					
					<dd>&nbsp; &nbsp; <a href="index.html#NewHighBiased">func NewHighBiased(epsilon float64) *Stream</a></dd>
				
					
					<dd>&nbsp; &nbsp; <a href="index.html#NewLowBiased">func NewLowBiased(epsilon float64) *Stream</a></dd>
				
					
					<dd>&nbsp; &nbsp; <a href="index.html#NewTargeted">func NewTargeted(targets map[float64]float64) *Stream</a></dd>
				
				
					<dd>&nbsp; &nbsp; <a href="index.html#Stream.Count">func (s *Stream) Count() int</a></dd>
				
					
					<dd>&nbsp; &nbsp; <a href="index.html#Stream.Insert">func (s *Stream) Insert(v float64)</a></dd>
				
					
					<dd>&nbsp; &nbsp; <a href="index.html#Stream.Merge">func (s *Stream) Merge(samples Samples)</a></dd>
				
					
					<dd>&nbsp; &nbsp; <a href="index.html#Stream.Query">func (s *Stream) Query(q float64) float64</a></dd>
				
					
					<dd>&nbsp; &nbsp; <a href="index.html#Stream.Reset">func (s *Stream) Reset()</a></dd>
				
					
					<dd>&nbsp; &nbsp; <a href="index.html#Stream.Samples">func (s *Stream) Samples() Samples</a></dd>
				
			
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			<h4>Package files</h4>
			<p>
			<span style="font-size:90%">
			
				<a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go">stream.go</a>
			
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			  In the call graph viewer below, each node
			  is a function belonging to this package
			  and its children are the functions it
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			  The root nodes are the entry points of the
			  package: functions that may be called from
			  outside the package.
			  There may be non-exported or anonymous
			  functions among them if they are called
			  dynamically from another package.
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			  Click a node to visit that function's source code.
			  From there you can visit its callers by
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			<h2 id="Sample">type <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=734:852#L14">Sample</a></h2>
			<pre>type Sample struct {
    Value <a href="../../../../builtin/index.html#float64">float64</a> `json:&#34;,string&#34;`
    Width <a href="../../../../builtin/index.html#float64">float64</a> `json:&#34;,string&#34;`
    Delta <a href="../../../../builtin/index.html#float64">float64</a> `json:&#34;,string&#34;`
}</pre>
			<p>
Sample holds an observed value and meta information for compression. JSON
tags have been added for convenience.
</p>


			<h2 id="Samples">type <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=926:947#L21">Samples</a></h2>
			<pre>type Samples []<a href="index.html#Sample">Sample</a></pre>
			<p>
Samples represents a slice of samples. It implements sort.Interface.
</p>


				<h3 id="Samples.Len">func (Samples) <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=949:975#L23">Len</a></h3>
				<pre>func (a <a href="index.html#Samples">Samples</a>) Len() <a href="../../../../builtin/index.html#int">int</a></pre>
				
				
				<h3 id="Samples.Less">func (Samples) <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=1004:1040#L24">Less</a></h3>
				<pre>func (a <a href="index.html#Samples">Samples</a>) Less(i, j <a href="../../../../builtin/index.html#int">int</a>) <a href="../../../../builtin/index.html#bool">bool</a></pre>
				
				
				<h3 id="Samples.Swap">func (Samples) <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=1076:1107#L25">Swap</a></h3>
				<pre>func (a <a href="index.html#Samples">Samples</a>) Swap(i, j <a href="../../../../builtin/index.html#int">int</a>)</pre>
				
				
			<h2 id="Stream">type <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=3472:3532#L91">Stream</a></h2>
			<pre>type Stream struct {
    <span class="comment">// contains filtered or unexported fields</span>
}</pre>
			<p>
Stream computes quantiles for a stream of float64s. It is not thread-safe by
design. Take care when using across multiple goroutines.
</p>


				<h3 id="NewHighBiased">func <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=2334:2377#L56">NewHighBiased</a></h3>
				<pre>func NewHighBiased(epsilon <a href="../../../../builtin/index.html#float64">float64</a>) *<a href="index.html#Stream">Stream</a></pre>
				<p>
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.
</p>
<p>
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).
</p>
<p>
See <a href="http://www.cs.rutgers.edu/~muthu/bquant.pdf">http://www.cs.rutgers.edu/~muthu/bquant.pdf</a> for time, space, and error
properties.
</p>

				
				<h3 id="NewLowBiased">func <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=1688:1730#L39">NewLowBiased</a></h3>
				<pre>func NewLowBiased(epsilon <a href="../../../../builtin/index.html#float64">float64</a>) *<a href="index.html#Stream">Stream</a></pre>
				<p>
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.
</p>
<p>
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.
</p>
<p>
See <a href="http://www.cs.rutgers.edu/~muthu/bquant.pdf">http://www.cs.rutgers.edu/~muthu/bquant.pdf</a> for time, space, and error
properties.
</p>

				
				<h3 id="NewTargeted">func <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=2944:2997#L70">NewTargeted</a></h3>
				<pre>func NewTargeted(targets map[<a href="../../../../builtin/index.html#float64">float64</a>]<a href="../../../../builtin/index.html#float64">float64</a>) *<a href="index.html#Stream">Stream</a></pre>
				<p>
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).
</p>
<p>
See <a href="http://www.cs.rutgers.edu/~muthu/bquant.pdf">http://www.cs.rutgers.edu/~muthu/bquant.pdf</a> for time, space, and error properties.
</p>

				
				<h3 id="Stream.Count">func (*Stream) <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=5246:5274#L164">Count</a></h3>
				<pre>func (s *<a href="index.html#Stream">Stream</a>) Count() <a href="../../../../builtin/index.html#int">int</a></pre>
				<p>
Count returns the total number of samples observed in the stream
since initialization.
</p>

				
				<h3 id="Stream.Insert">func (*Stream) <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=3683:3717#L103">Insert</a></h3>
				<pre>func (s *<a href="index.html#Stream">Stream</a>) Insert(v <a href="../../../../builtin/index.html#float64">float64</a>)</pre>
				<p>
Insert inserts v into the stream.
</p>

				
				<h3 id="Stream.Merge">func (*Stream) <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=4764:4803#L142">Merge</a></h3>
				<pre>func (s *<a href="index.html#Stream">Stream</a>) Merge(samples <a href="index.html#Samples">Samples</a>)</pre>
				<p>
Merge merges samples into the underlying streams samples. This is handy when
merging multiple streams from separate threads, database shards, etc.
</p>
<p>
ATTENTION: This method is broken and does not yield correct results. The
underlying algorithm is not capable of merging streams correctly.
</p>

				
				<h3 id="Stream.Query">func (*Stream) <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=4083:4124#L118">Query</a></h3>
				<pre>func (s *<a href="index.html#Stream">Stream</a>) Query(q <a href="../../../../builtin/index.html#float64">float64</a>) <a href="../../../../builtin/index.html#float64">float64</a></pre>
				<p>
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.
</p>

				
				<h3 id="Stream.Reset">func (*Stream) <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=4932:4956#L148">Reset</a></h3>
				<pre>func (s *<a href="index.html#Stream">Stream</a>) Reset()</pre>
				<p>
Reset reinitializes and clears the list reusing the samples buffer memory.
</p>

				
				<h3 id="Stream.Samples">func (*Stream) <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=5040:5074#L154">Samples</a></h3>
				<pre>func (s *<a href="index.html#Stream">Stream</a>) Samples() <a href="index.html#Samples">Samples</a></pre>
				<p>
Samples returns stream samples held by s.
</p>

				
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