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Implementation of the Greenwald and Khanna algorithm for streaming calculation of epsilon-approximate quantiles.
See:
Greenwald and Khanna, "Space-efficient online computation of quantile summaries" in SIGMOD 2001
QuantileEstimationGK
01 Syntax
Microsoft.VisualBasic.Math.Quantile.QuantileEstimationGK
02 Methods
| Name | Overloads | Summary |
|---|---|---|
| .ctor | 1 | Implementation of the Greenwald and Khanna algorithm for streaming calculation of epsilon-approximate quantiles. |
| Insert | 1 | |
| Query | 1 | 使用数量百分比来获取得到对应的阈值，quantile为[0,1]之间的百分比值 |
| ToString | 1 | |
| GetEnumerator | 1 |
03 Fields
| Name | Overloads | Summary |
|---|---|---|
| epsilon | 1 | Acceptable % error in percentile estimate |
| count | 1 | Total number of items in stream |
| compact_size | 1 | Threshold to trigger a compaction |
04 Members
#ctor(
Double, Int32, IEnumerable(Of Double))Implementation of the Greenwald and Khanna algorithm for streaming calculation of epsilon-approximate quantiles.
Parameters
| Name | Type | Description |
|---|---|---|
epsilon | Double | Acceptable % error in percentile estimate |
compact_size | Int32 | Threshold to trigger a compaction |
Insert(
Double)Remarks
对这个函数的调用无法被并行化
Parameters
| Name | Type | Description |
|---|---|---|
v | Double | - |
Query(
Double)使用数量百分比来获取得到对应的阈值，quantile为[0,1]之间的百分比值
Parameters
| Name | Type | Description |
|---|---|---|
quantile# | Double |
|
Returns
阈值
epsilon
Acceptable % error in percentile estimate
count
Total number of items in stream
compact_size
Threshold to trigger a compaction
ToString()
GetEnumerator()