Struct QuantileBinning 

pub struct QuantileBinning { /* private fields */ }

Available on crate feature alloc only.

Greenwald-Khanna streaming quantile sketch.

Provides epsilon-approximate quantile queries on a data stream using O((1/epsilon) * log(epsilon * N)) space, where N is the number of observed values and epsilon is the error tolerance.

A query for quantile phi returns a value whose true rank r satisfies |r - phi*N| <= epsilon * N.

Example

let mut sketch = QuantileBinning::new();
for v in 0..1000 {
    sketch.observe(v as f64);
}
let edges = sketch.compute_edges(4);
// edges are approximately at the 25th, 50th, 75th percentiles

Implementations

impl QuantileBinning

pub fn new() -> Self

Create a new QuantileBinning with the default epsilon of 0.01 (1% error).

pub fn with_epsilon(epsilon: f64) -> Self

Create a new QuantileBinning with a custom error tolerance.

Panics

Panics if epsilon is not in the range (0.0, 1.0).

pub fn quantile(&self, phi: f64) -> Option<f64>

Query the approximate value at quantile phi in [0.0, 1.0].

Returns None if the summary is empty.

The returned value has true rank r such that |r - phi*N| <= epsilon * N.

pub fn count(&self) -> u64

Return the number of values observed so far.

pub fn summary_len(&self) -> usize

Return the current number of tuples in the summary.

Trait Implementations

impl BinningStrategy for QuantileBinning

fn observe(&mut self, value: f64)

Observe a single value from the stream.

fn compute_edges(&self, n_bins: usize) -> BinEdges

Compute bin edges by querying quantiles at evenly spaced positions.

For n_bins bins, queries quantiles at 1/n_bins, 2/n_bins, ..., (n_bins-1)/n_bins and deduplicates adjacent equal edges. Returns at least one edge when data has been observed.

fn reset(&mut self)

Reset the sketch to its initial empty state (preserving epsilon).

fn clone_fresh(&self) -> Box<dyn BinningStrategy>

Create a fresh empty instance with the same epsilon.

impl Clone for QuantileBinning

fn clone(&self) -> QuantileBinning

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for QuantileBinning

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

Formats the value using the given formatter.

impl Default for QuantileBinning

fn default() -> Self

Returns the “default value” for a type.