Struct TDigest

pub struct TDigest { /* private fields */ }

T-Digest to be operated on.

Implementations

impl TDigest

pub fn new(max_size: usize) -> Self

pub fn new_with_centroid(max_size: usize, centroid: Centroid) -> Self

pub fn count(&self) -> u64

pub fn max(&self) -> f64

pub fn min(&self) -> f64

pub fn max_size(&self) -> usize

pub fn size(&self) -> usize

Size in bytes including Self.

impl TDigest

pub fn merge_unsorted_f64(&self, unsorted_values: Vec<f64>) -> TDigest

pub fn merge_sorted_f64(&self, sorted_values: &[f64]) -> TDigest

pub fn merge_digests<'a>( digests: impl IntoIterator<Item = &'a TDigest>, ) -> TDigest

pub fn estimate_quantile(&self, q: f64) -> f64

To estimate the value located at q quantile

pub fn to_scalar_state(&self) -> Vec<ScalarValue>

This method decomposes the TDigest and its Centroid instances into a series of primitive scalar values.

First the values of the TDigest are packed, followed by the variable number of centroids packed into a ScalarValue::List of ScalarValue::Float64:

   ┌────────┬────────┬────────┬───────┬────────┬────────┐
   │max_size│  sum   │ count  │  max  │  min   │centroid│
   └────────┴────────┴────────┴───────┴────────┴────────┘
                                                    │
                              ┌─────────────────────┘
                              ▼
                         ┌ List ───┐
                         │┌ ─ ─ ─ ┐│
                         │  mean   │
                         │├ ─ ─ ─ ┼│─ ─ Centroid 1
                         │ weight  │
                         │└ ─ ─ ─ ┘│
                         │         │
                         │┌ ─ ─ ─ ┐│
                         │  mean   │
                         │├ ─ ─ ─ ┼│─ ─ Centroid 2
                         │ weight  │
                         │└ ─ ─ ─ ┘│
                         │         │
                             ...

The TDigest::from_scalar_state() method reverses this processes, consuming the output of this method and returning an unpacked TDigest.

pub fn from_scalar_state(state: &[ScalarValue]) -> Self

Unpack the serialised state of a TDigest produced by Self::to_scalar_state().

Correctness

Providing input to this method that was not obtained from Self::to_scalar_state() results in undefined behaviour and may panic.

Trait Implementations

impl Clone for TDigest

fn clone(&self) -> TDigest

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for TDigest

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for TDigest

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for TDigest

fn eq(&self, other: &TDigest) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for TDigest