Module org.elasticsearch.tdigest
Package org.elasticsearch.tdigest

Class SortingDigest

java.lang.Object
org.elasticsearch.tdigest.TDigest
org.elasticsearch.tdigest.AbstractTDigest
org.elasticsearch.tdigest.SortingDigest
All Implemented Interfaces:
Closeable, AutoCloseable, org.apache.lucene.util.Accountable, Releasable
public class SortingDigest extends AbstractTDigest
Simple implementation of the TDigest interface that stores internally and sorts all samples to calculate quantiles and CDFs. It provides perfect quantile and cdf calculations and matches or exceeds the performance of MergingDigest at least for millions of samples, at the expense of allocating much more memory.

  • Method Details

    • ramBytesUsed

      public long ramBytesUsed()

    • add

      public void add(double x, long w)
      Description copied from class: TDigest
      Adds a sample to a histogram.
      Specified by:
      add in class TDigest
      Parameters:
      x - The value to add.
      w - The weight of this point.

    • compress

      public void compress()
      Description copied from class: TDigest
      Re-examines a t-digest to determine whether some centroids are redundant. If your data are perversely ordered, this may be a good idea. Even if not, this may save 20% or so in space. The cost is roughly the same as adding as many data points as there are centroids. This is typically < 10 * compression, but could be as high as 100 * compression. This is a destructive operation that is not thread-safe.
      Specified by:
      compress in class TDigest

    • size

      public long size()
      Description copied from class: TDigest
      Returns the number of points that have been added to this TDigest.
      Specified by:
      size in class TDigest
      Returns:
      The sum of the weights on all centroids.

    • cdf

      public double cdf(double x)
      Description copied from class: TDigest
      Returns the fraction of all points added which are ≤ x. Points that are exactly equal get half credit (i.e. we use the mid-point rule)
      Specified by:
      cdf in class TDigest
      Parameters:
      x - The cutoff for the cdf.
      Returns:
      The fraction of all data which is less or equal to x.

    • quantile

      public double quantile(double q)
      Description copied from class: TDigest
      Returns an estimate of a cutoff such that a specified fraction of the data added to this TDigest would be less than or equal to the cutoff.
      Specified by:
      quantile in class TDigest
      Parameters:
      q - The desired fraction
      Returns:
      The smallest value x such that cdf(x) ≥ q

    • centroids

      public Collection<Centroid> centroids()
      Description copied from class: TDigest
      A Collection that lets you go through the centroids in ascending order by mean. Centroids returned will not be re-used, but may or may not share storage with this TDigest.
      Specified by:
      centroids in class TDigest
      Returns:
      The centroids in the form of a Collection.

    • compression

      public double compression()
      Description copied from class: TDigest
      Returns the current compression factor.
      Specified by:
      compression in class TDigest
      Returns:
      The compression factor originally used to set up the TDigest.

    • centroidCount

      public int centroidCount()
      Specified by:
      centroidCount in class TDigest

    • reserve

      public void reserve(long size)
      Description copied from class: TDigest
      Prepare internal structure for loading the requested number of samples.
      Overrides:
      reserve in class TDigest
      Parameters:
      size - number of samples to be loaded

    • byteSize

      public int byteSize()
      Returns an upper bound on the number bytes that will be required to represent this histogram.
      Specified by:
      byteSize in class TDigest
      Returns:
      The number of bytes required.

    • close

      public void close()