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) 2020-2024 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 final 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.
    final String
    toString()

    Methods inherited from class java.lang.Object

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

  • Field Details

    • DEFAULT_COMPRESSION

      public static final int DEFAULT_COMPRESSION
      The compression used by the parameter-less constructor.
      See Also:

  • Constructor Details

    • 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 Details

    • 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