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#pragma clang system_header
// Licensed to the Apache Software Foundation (ASF) under one
// or more contributor license agreements. See the NOTICE file
// distributed with this work for additional information
// regarding copyright ownership. The ASF licenses this file
// to you under the Apache License, Version 2.0 (the
// "License"); you may not use this file except in compliance
// with the License. You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing,
// software distributed under the License is distributed on an
// "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
// KIND, either express or implied. See the License for the
// specific language governing permissions and limitations
// under the License.
// approximate quantiles from arbitrary length dataset with O(1) space
// based on 'Computing Extremely Accurate Quantiles Using t-Digests' from Dunning & Ertl
// - https://arxiv.org/abs/1902.04023
// - https://github.com/tdunning/t-digest
#pragma once
#include <cmath>
#include <memory>
#include <vector>
#include "contrib/libs/apache/arrow_next/cpp/src/arrow/util/logging.h"
#include "contrib/libs/apache/arrow_next/cpp/src/arrow/util/macros.h"
#include "contrib/libs/apache/arrow_next/cpp/src/arrow/util/visibility.h"
namespace arrow20 {
class Status;
namespace internal {
class ARROW_EXPORT TDigest {
public:
explicit TDigest(uint32_t delta = 100, uint32_t buffer_size = 500);
~TDigest();
TDigest(TDigest&&);
TDigest& operator=(TDigest&&);
// reset and re-use this tdigest
void Reset();
// validate data integrity
Status Validate() const;
// dump internal data, only for debug
void Dump() const;
// buffer a single data point, consume internal buffer if full
// this function is intensively called and performance critical
// call it only if you are sure no NAN exists in input data
void Add(double value) {
ARROW_DCHECK(!std::isnan(value)) << "cannot add NAN";
if (ARROW_PREDICT_FALSE(input_.size() == input_.capacity())) {
MergeInput();
}
input_.push_back(value);
}
// skip NAN on adding
template <typename T>
typename std::enable_if<std::is_floating_point<T>::value>::type NanAdd(T value) {
if (!std::isnan(value)) Add(value);
}
template <typename T>
typename std::enable_if<std::is_integral<T>::value>::type NanAdd(T value) {
Add(static_cast<double>(value));
}
// merge with other t-digests, called infrequently
void Merge(const std::vector<TDigest>& others);
void Merge(const TDigest& other);
// calculate quantile
double Quantile(double q) const;
double Min() const { return Quantile(0); }
double Max() const { return Quantile(1); }
double Mean() const;
// check if this tdigest contains no valid data points
bool is_empty() const;
private:
// merge input data with current tdigest
void MergeInput() const;
// input buffer, size = buffer_size * sizeof(double)
mutable std::vector<double> input_;
// hide other members with pimpl
class TDigestImpl;
std::unique_ptr<TDigestImpl> impl_;
};
} // namespace internal
} // namespace arrow20
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