Crate exponential_decay_histogram 

A histogram which exponentially weights in favor of recent values.

Histograms compute statistics about the distribution of values in a data set. This histogram exponentially favors recent values over older ones, making it suitable for use cases such as monitoring the state of long running processes.

The histogram does not store all values simultaneously, but rather a randomized subset. This allows us to put bounds on overall memory use regardless of the rate of events.

Each sample in the histogram is composed of an i64 value that contributes to the histogram’s statistics and an exemplar, which is an arbitrary value that is tracked by the histogram as long the sample is retained. By default, the exemplar type is simply (), but consumers that want to use exemplars can pick a different type and pass it into the histogram with the ExponentialDecayHistogram::update_ex method.

This implementation is based on the ExponentiallyDecayingReservoir class in the Java Metrics library, which is itself based on the forward decay model described in Cormode et al. 2009.

Examples

use exponential_decay_histogram::ExponentialDecayHistogram;

let mut histogram = ExponentialDecayHistogram::new();

// Do some work for a while and fill the histogram with some information.
// Even though we're putting 10000 values into the histogram, it will only
// retain a subset of them.
for _ in 0..10000 {
    let size = do_work();
    histogram.update(size);
}

// Take a snapshot to inspect the current state of the histogram.
let snapshot = histogram.snapshot();
println!("count: {}", snapshot.count());
println!("min: {}", snapshot.min());
println!("max: {}", snapshot.max());
println!("mean: {}", snapshot.mean());
println!("standard deviation: {}", snapshot.stddev());
println!("median: {}", snapshot.value(0.5));
println!("99th percentile: {}", snapshot.value(0.99));

Structs

Builder

A builder type for ExponentialDecayHistogram objects.

Exemplars

An iterator over the values in the snapshot along with their exemplars.

ExponentialDecayHistogram

A histogram which exponentially weights in favor of recent values.

Snapshot

A snapshot of the state of an ExponentialDecayHistogram at some point in time.

Values

An iterator over the distinct values in a snapshot along with their weights.