Package org.djutils.stats.summarizers.quantileaccumulator

Class TDigestAccumulator

java.lang.Object

org.djutils.stats.summarizers.quantileaccumulator.TDigestAccumulator

All Implemented Interfaces:

QuantileAccumulator

public class TDigestAccumulator
extends Object
implements QuantileAccumulator

TDigestAccumulator.java.

Copyright (c) 2020-2023 Delft University of Technology, Jaffalaan 5, 2628 BX Delft, the Netherlands. All rights reserved. See for project information https://djutils.org. The DJUTILS project is distributed under a three-clause BSD-style license, which can be found at https://djutils.org/docs/license.html.

Author:

Alexander Verbraeck, Peter Knoppers

Field Summary

Fields

Modifier and Type	Field	Description
static int	DEFAULT_COMPRESSION	The compression used by the parameter-less constructor.

Constructor Summary

Constructors

Constructor	Description
TDigestAccumulator()	Construct a new TDigestAccumulator with compression set to DEFAULT_COMPRESSION.
TDigestAccumulator(int compression)	Construct a new TDigestAccumulator.

Method Summary

Modifier and Type	Method	Description
double	getCumulativeProbability(Tally tally, double quantile)	Get, or estimate fraction of registered values between -infinity up to and including a given quantile.
double	getQuantile(Tally tally, double probability)	Compute (or approximate) the value that corresponds to the given fraction (percentile).
void	initialize()	Reset (clear all accumulated information).
double	register(double value)	Ingest one value with weight 1.
String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

DEFAULT_COMPRESSION

public static final int DEFAULT_COMPRESSION

The compression used by the parameter-less constructor.

See Also:

Constant Field Values

Constructor Detail

TDigestAccumulator

public TDigestAccumulator(int compression)

Construct a new TDigestAccumulator.

Parameters:

compression - int; the number of bins to compress the data into

TDigestAccumulator

public TDigestAccumulator()

Construct a new TDigestAccumulator with compression set to DEFAULT_COMPRESSION.

Method Detail

register

public double register(double value)

Ingest one value with weight 1. Should be called only from the Tally object and AFTER processing the value in the tally.

Specified by:

register in interface QuantileAccumulator

Parameters:

value - double; the value

Returns:

double; the registered value

getQuantile

public double getQuantile(Tally tally,
                          double probability)

Compute (or approximate) the value that corresponds to the given fraction (percentile).

Specified by:

getQuantile in interface QuantileAccumulator

Parameters:

tally - Tally; the tally object that accumulates mean, minimum, maximum, count, etc.

probability - double; value between 0.0 and 1.0 (both inclusive)

Returns:

double; the computed or approximated quantile value

getCumulativeProbability

public double getCumulativeProbability(Tally tally,
                                       double quantile)

Get, or estimate fraction of registered values between -infinity up to and including a given quantile.

Specified by:

getCumulativeProbability in interface QuantileAccumulator

Parameters:

tally - Tally; the tally object that accumulates mean, minimum, maximum, count, etc.

quantile - double; the given quantile

Returns:

double; the estimated or observed fraction of registered values between -infinity up to and including the given quantile. When this QuantileAccumulator has registered zero values; this method shall return NaN.

initialize

public void initialize()

Reset (clear all accumulated information).

Specified by:

initialize in interface QuantileAccumulator

toString

public final String toString()

Overrides:

toString in class Object