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<h1>Package quantile</h1>
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Copyright 2009 The Go Authors. All rights reserved.
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Use of this source code is governed by a BSD-style
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license that can be found in the LICENSE file.
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</script>
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<div id="short-nav">
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<dl>
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<dd><code>import "github.com/beorn7/perks/quantile"</code></dd>
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</dl>
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<dl>
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<dd><a href="index.html#pkg-overview" class="overviewLink">Overview</a></dd>
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<dd><a href="index.html#pkg-index" class="indexLink">Index</a></dd>
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<dd><a href="index.html#pkg-examples" class="examplesLink">Examples</a></dd>
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<!-- The package's Name is printed as title by the top-level template -->
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<div id="pkg-overview" class="toggleVisible">
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<h2 class="toggleButton" title="Click to show Overview section">Overview ▹</h2>
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</div>
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<div class="expanded">
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<h2 class="toggleButton" title="Click to hide Overview section">Overview ▾</h2>
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<p>
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Package quantile computes approximate quantiles over an unbounded data
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stream within low memory and CPU bounds.
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</p>
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<p>
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A small amount of accuracy is traded to achieve the above properties.
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</p>
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<p>
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Multiple streams can be merged before calling Query to generate a single set
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of results. This is meaningful when the streams represent the same type of
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data. See Merge and Samples.
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</p>
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<p>
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For more detailed information about the algorithm used, see:
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</p>
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<h3 id="hdr-Effective_Computation_of_Biased_Quantiles_over_Data_Streams">Effective Computation of Biased Quantiles over Data Streams</h3>
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<p>
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<a href="http://www.cs.rutgers.edu/~muthu/bquant.pdf">http://www.cs.rutgers.edu/~muthu/bquant.pdf</a>
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</p>
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</div>
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</div>
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<div id="example__mergeMultipleStreams" class="toggle">
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<div class="collapsed">
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<p class="exampleHeading toggleButton">▹ <span class="text">Example (MergeMultipleStreams)</span></p>
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</div>
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<div class="expanded">
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<p class="exampleHeading toggleButton">▾ <span class="text">Example (MergeMultipleStreams)</span></p>
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<p>Code:</p>
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<pre class="code">
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<span class="comment">// Scenario:</span>
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<span class="comment">// We have multiple database shards. On each shard, there is a process</span>
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<span class="comment">// collecting query response times from the database logs and inserting</span>
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<span class="comment">// them into a Stream (created via NewTargeted(0.90)), much like the</span>
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<span class="comment">// Simple example. These processes expose a network interface for us to</span>
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<span class="comment">// ask them to serialize and send us the results of their</span>
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<span class="comment">// Stream.Samples so we may Merge and Query them.</span>
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<span class="comment">//</span>
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<span class="comment">// NOTES:</span>
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<span class="comment">// * These sample sets are small, allowing us to get them</span>
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<span class="comment">// across the network much faster than sending the entire list of data</span>
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<span class="comment">// points.</span>
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<span class="comment">//</span>
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<span class="comment">// * For this to work correctly, we must supply the same quantiles</span>
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<span class="comment">// a priori the process collecting the samples supplied to NewTargeted,</span>
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<span class="comment">// even if we do not plan to query them all here.</span>
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ch := make(chan quantile.Samples)
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getDBQuerySamples(ch)
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q := quantile.NewTargeted(map[float64]float64{0.90: 0.001})
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for samples := range ch {
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q.Merge(samples)
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}
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fmt.Println("perc90:", q.Query(0.90))
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</pre>
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</div>
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</div>
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<div id="example__simple" class="toggle">
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<div class="collapsed">
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<p class="exampleHeading toggleButton">▹ <span class="text">Example (Simple)</span></p>
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</div>
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<div class="expanded">
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<p class="exampleHeading toggleButton">▾ <span class="text">Example (Simple)</span></p>
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<p>Code:</p>
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<pre class="code">ch := make(chan float64)
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go sendFloats(ch)
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<span class="comment">// Compute the 50th, 90th, and 99th percentile.</span>
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q := quantile.NewTargeted(map[float64]float64{
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0.50: 0.005,
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0.90: 0.001,
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0.99: 0.0001,
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})
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for v := range ch {
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q.Insert(v)
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}
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fmt.Println("perc50:", q.Query(0.50))
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fmt.Println("perc90:", q.Query(0.90))
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fmt.Println("perc99:", q.Query(0.99))
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fmt.Println("count:", q.Count())
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<span class="comment"></pre>
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<p>Output:</p>
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<pre class="output">perc50: 5
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perc90: 16
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perc99: 223
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count: 2388
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</pre>
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</div>
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</div>
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<div id="example__window" class="toggle">
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<div class="collapsed">
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<p class="exampleHeading toggleButton">▹ <span class="text">Example (Window)</span></p>
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</div>
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<div class="expanded">
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<p class="exampleHeading toggleButton">▾ <span class="text">Example (Window)</span></p>
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<p>Code:</p>
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<pre class="code">
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<span class="comment">// Scenario: We want the 90th, 95th, and 99th percentiles for each</span>
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<span class="comment">// minute.</span>
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ch := make(chan float64)
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go sendStreamValues(ch)
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tick := time.NewTicker(1 * time.Minute)
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q := quantile.NewTargeted(map[float64]float64{
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0.90: 0.001,
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0.95: 0.0005,
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0.99: 0.0001,
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})
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for {
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select {
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case t := <-tick.C:
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flushToDB(t, q.Samples())
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q.Reset()
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case v := <-ch:
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q.Insert(v)
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}
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}
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</pre>
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</div>
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</div>
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<h2 class="toggleButton" title="Click to show Index section">Index ▹</h2>
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<div class="expanded">
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<h2 class="toggleButton" title="Click to hide Index section">Index ▾</h2>
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<!-- Table of contents for API; must be named manual-nav to turn off auto nav. -->
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<div id="manual-nav">
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<dl>
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<dd><a href="index.html#Sample">type Sample</a></dd>
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<dd><a href="index.html#Samples">type Samples</a></dd>
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<dd> <a href="index.html#Samples.Len">func (a Samples) Len() int</a></dd>
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<dd> <a href="index.html#Samples.Less">func (a Samples) Less(i, j int) bool</a></dd>
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<dd> <a href="index.html#Samples.Swap">func (a Samples) Swap(i, j int)</a></dd>
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<dd><a href="index.html#Stream">type Stream</a></dd>
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<dd> <a href="index.html#NewHighBiased">func NewHighBiased(epsilon float64) *Stream</a></dd>
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<dd> <a href="index.html#NewLowBiased">func NewLowBiased(epsilon float64) *Stream</a></dd>
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<dd> <a href="index.html#NewTargeted">func NewTargeted(targets map[float64]float64) *Stream</a></dd>
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<dd> <a href="index.html#Stream.Count">func (s *Stream) Count() int</a></dd>
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<dd> <a href="index.html#Stream.Insert">func (s *Stream) Insert(v float64)</a></dd>
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<dd> <a href="index.html#Stream.Merge">func (s *Stream) Merge(samples Samples)</a></dd>
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<dd> <a href="index.html#Stream.Query">func (s *Stream) Query(q float64) float64</a></dd>
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<dd> <a href="index.html#Stream.Reset">func (s *Stream) Reset()</a></dd>
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<dd> <a href="index.html#Stream.Samples">func (s *Stream) Samples() Samples</a></dd>
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</dl>
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</div><!-- #manual-nav -->
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<div id="pkg-examples">
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<h4>Examples</h4>
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<dl>
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<dd><a class="exampleLink" href="index.html#example__mergeMultipleStreams">Package (MergeMultipleStreams)</a></dd>
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<dd><a class="exampleLink" href="index.html#example__simple">Package (Simple)</a></dd>
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<dd><a class="exampleLink" href="index.html#example__window">Package (Window)</a></dd>
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</dl>
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</div>
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<h4>Package files</h4>
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<p>
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<span style="font-size:90%">
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<a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go">stream.go</a>
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</span>
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</p>
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</div><!-- .expanded -->
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</div><!-- #pkg-index -->
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<div id="pkg-callgraph" class="toggle" style="display: none">
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<div class="collapsed">
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<h2 class="toggleButton" title="Click to show Internal Call Graph section">Internal call graph ▹</h2>
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</div> <!-- .expanded -->
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<div class="expanded">
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<h2 class="toggleButton" title="Click to hide Internal Call Graph section">Internal call graph ▾</h2>
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<p>
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In the call graph viewer below, each node
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is a function belonging to this package
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and its children are the functions it
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calls—perhaps dynamically.
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</p>
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<p>
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The root nodes are the entry points of the
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package: functions that may be called from
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outside the package.
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There may be non-exported or anonymous
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functions among them if they are called
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dynamically from another package.
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</p>
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<p>
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Click a node to visit that function's source code.
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From there you can visit its callers by
|
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clicking its declaring <code>func</code>
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token.
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</p>
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<p>
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Functions may be omitted if they were
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determined to be unreachable in the
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particular programs or tests that were
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analyzed.
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</p>
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<!-- Zero means show all package entry points. -->
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<ul style="margin-left: 0.5in" id="callgraph-0" class="treeview"></ul>
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</div>
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</div> <!-- #pkg-callgraph -->
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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>
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<pre>type Sample struct {
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Value <a href="../../../../builtin/index.html#float64">float64</a> `json:",string"`
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Width <a href="../../../../builtin/index.html#float64">float64</a> `json:",string"`
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Delta <a href="../../../../builtin/index.html#float64">float64</a> `json:",string"`
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}</pre>
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<p>
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Sample holds an observed value and meta information for compression. JSON
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tags have been added for convenience.
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</p>
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<h2 id="Samples">type <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=926:947#L21">Samples</a></h2>
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<pre>type Samples []<a href="index.html#Sample">Sample</a></pre>
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<p>
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Samples represents a slice of samples. It implements sort.Interface.
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</p>
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<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>
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<pre>func (a <a href="index.html#Samples">Samples</a>) Len() <a href="../../../../builtin/index.html#int">int</a></pre>
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<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>
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<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>
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<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>
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<pre>func (a <a href="index.html#Samples">Samples</a>) Swap(i, j <a href="../../../../builtin/index.html#int">int</a>)</pre>
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<h2 id="Stream">type <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=3472:3532#L91">Stream</a></h2>
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<pre>type Stream struct {
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<span class="comment">// contains filtered or unexported fields</span>
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}</pre>
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<p>
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Stream computes quantiles for a stream of float64s. It is not thread-safe by
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design. Take care when using across multiple goroutines.
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</p>
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<h3 id="NewHighBiased">func <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=2334:2377#L56">NewHighBiased</a></h3>
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<pre>func NewHighBiased(epsilon <a href="../../../../builtin/index.html#float64">float64</a>) *<a href="index.html#Stream">Stream</a></pre>
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<p>
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NewHighBiased returns an initialized Stream for high-biased quantiles
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(e.g. 0.01, 0.1, 0.5) where the needed quantiles are not known a priori, but
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error guarantees can still be given even for the higher ranks of the data
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distribution.
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</p>
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<p>
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The provided epsilon is a relative error, i.e. the true quantile of a value
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returned by a query is guaranteed to be within 1-(1±Epsilon)*(1-Quantile).
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</p>
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<p>
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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
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properties.
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</p>
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<h3 id="NewLowBiased">func <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=1688:1730#L39">NewLowBiased</a></h3>
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<pre>func NewLowBiased(epsilon <a href="../../../../builtin/index.html#float64">float64</a>) *<a href="index.html#Stream">Stream</a></pre>
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<p>
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NewLowBiased returns an initialized Stream for low-biased quantiles
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(e.g. 0.01, 0.1, 0.5) where the needed quantiles are not known a priori, but
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error guarantees can still be given even for the lower ranks of the data
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distribution.
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</p>
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<p>
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The provided epsilon is a relative error, i.e. the true quantile of a value
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returned by a query is guaranteed to be within (1±Epsilon)*Quantile.
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</p>
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<p>
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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
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properties.
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</p>
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<h3 id="NewTargeted">func <a href="http://localhost:6060/src/github.com/beorn7/perks/quantile/stream.go?s=2944:2997#L70">NewTargeted</a></h3>
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<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>
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<p>
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NewTargeted returns an initialized Stream concerned with a particular set of
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quantile values that are supplied a priori. Knowing these a priori reduces
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space and computation time. The targets map maps the desired quantiles to
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their absolute errors, i.e. the true quantile of a value returned by a query
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is guaranteed to be within (Quantile±Epsilon).
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</p>
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<p>
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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.
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</p>
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<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>
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<pre>func (s *<a href="index.html#Stream">Stream</a>) Count() <a href="../../../../builtin/index.html#int">int</a></pre>
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<p>
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Count returns the total number of samples observed in the stream
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since initialization.
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</p>
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<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>
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<pre>func (s *<a href="index.html#Stream">Stream</a>) Insert(v <a href="../../../../builtin/index.html#float64">float64</a>)</pre>
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<p>
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Insert inserts v into the stream.
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</p>
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<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>
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<pre>func (s *<a href="index.html#Stream">Stream</a>) Merge(samples <a href="index.html#Samples">Samples</a>)</pre>
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<p>
|
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Merge merges samples into the underlying streams samples. This is handy when
|
|
merging multiple streams from separate threads, database shards, etc.
|
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</p>
|
|
<p>
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ATTENTION: This method is broken and does not yield correct results. The
|
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underlying algorithm is not capable of merging streams correctly.
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</p>
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<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>
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<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>
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<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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<div id="footer">
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Build version go1.6.<br>
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Except as <a href="https://developers.google.com/site-policies#restrictions">noted</a>,
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the content of this page is licensed under the
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Creative Commons Attribution 3.0 License,
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and code is licensed under a <a href="http://localhost:6060/LICENSE">BSD license</a>.<br>
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<a href="http://localhost:6060/doc/tos.html">Terms of Service</a> |
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</div>
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</div><!-- .container -->
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</div><!-- #page -->
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