Coverage Report

Created: 2022-12-19 04:09

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