Package org.apache.datasketches.kll

Class KllDoublesSketch

    • Method Detail

      • heapify

        public static KllDoublesSketch heapify​(org.apache.datasketches.memory.Memory srcMem)
        Factory heapify takes a compact sketch image in Memory and instantiates an on-heap sketch. The resulting sketch will not retain any link to the source Memory.
        Parameters:
        srcMem - a compact Memory image of a sketch serialized by this sketch. See Memory
        Returns:
        a heap-based sketch based on the given Memory.

      • newDirectInstance

        public static KllDoublesSketch newDirectInstance​(org.apache.datasketches.memory.WritableMemory dstMem,
                                                 org.apache.datasketches.memory.MemoryRequestServer memReqSvr)
        Create a new direct instance of this sketch with the default k. The default k = 200 results in a normalized rank error of about 1.65%. Larger k will have smaller error but the sketch will be larger (and slower).
        Parameters:
        dstMem - the given destination WritableMemory object for use by the sketch
        memReqSvr - the given MemoryRequestServer to request a larger WritableMemory
        Returns:
        a new direct instance of this sketch

      • newDirectInstance

        public static KllDoublesSketch newDirectInstance​(int k,
                                                 org.apache.datasketches.memory.WritableMemory dstMem,
                                                 org.apache.datasketches.memory.MemoryRequestServer memReqSvr)
        Create a new direct instance of this sketch with a given k.
        Parameters:
        k - parameter that controls size of the sketch and accuracy of estimates.
        dstMem - the given destination WritableMemory object for use by the sketch
        memReqSvr - the given MemoryRequestServer to request a larger WritableMemory
        Returns:
        a new direct instance of this sketch

      • newHeapInstance

        public static KllDoublesSketch newHeapInstance()
        Create a new heap instance of this sketch with the default k = 200. The default k = 200 results in a normalized rank error of about 1.65%. Larger K will have smaller error but the sketch will be larger (and slower).
        Returns:
        new KllDoublesSketch on the Java heap.

      • newHeapInstance

        public static KllDoublesSketch newHeapInstance​(int k)
        Create a new heap instance of this sketch with a given parameter k. k can be between 8, inclusive, and 65535, inclusive. The default k = 200 results in a normalized rank error of about 1.65%. Larger K will have smaller error but the sketch will be larger (and slower).
        Parameters:
        k - parameter that controls size of the sketch and accuracy of estimates.
        Returns:
        new KllDoublesSketch on the Java heap.

      • wrap

        public static KllDoublesSketch wrap​(org.apache.datasketches.memory.Memory srcMem)
        Wrap a sketch around the given read only compact source Memory containing sketch data that originated from this sketch.
        Parameters:
        srcMem - the read only source Memory
        Returns:
        instance of this sketch

      • writableWrap

        public static KllDoublesSketch writableWrap​(org.apache.datasketches.memory.WritableMemory srcMem,
                                            org.apache.datasketches.memory.MemoryRequestServer memReqSvr)
        Wrap a sketch around the given source Writable Memory containing sketch data that originated from this sketch.
        Parameters:
        srcMem - a WritableMemory that contains data.
        memReqSvr - the given MemoryRequestServer to request a larger WritableMemory
        Returns:
        instance of this sketch

      • getMaxSerializedSizeBytes

        public static int getMaxSerializedSizeBytes​(int k,
                                            long n,
                                            boolean updatableMemoryFormat)
        Returns upper bound on the serialized size of a KllDoublesSketch given the following parameters.
        Parameters:
        k - parameter that controls size of the sketch and accuracy of estimates
        n - stream length
        updatableMemoryFormat - true if updatable Memory format, otherwise the standard compact format.
        Returns:
        upper bound on the serialized size of a KllSketch.

      • getCDF

        public double[] getCDF​(double[] splitPoints,
                       QuantileSearchCriteria searchCrit)
        Description copied from interface: QuantilesDoublesAPI
        Returns an approximation to the Cumulative Distribution Function (CDF) of the input stream as a monotonically increasing array of double ranks (or cumulative probabilities) on the interval [0.0, 1.0], given a set of splitPoints.

        The resulting approximations have a probabilistic guarantee that can be obtained from the getNormalizedRankError(false) function.

        Specified by:
        getCDF in interface QuantilesDoublesAPI
        Parameters:
        splitPoints - an array of m unique, monotonically increasing items (of the same type as the input items) that divide the item input domain into m+1 overlapping intervals.

        The start of each interval is below the lowest item retained by the sketch corresponding to a zero rank or zero probability, and the end of the interval is the rank or cumulative probability corresponding to the split point.

        The (m+1)th interval represents 100% of the distribution represented by the sketch and consistent with the definition of a cumulative probability distribution, thus the (m+1)th rank or probability in the returned array is always 1.0.

        If a split point exactly equals a retained item of the sketch and the search criterion is:

        • INCLUSIVE, the resulting cumulative probability will include that item.
        • EXCLUSIVE, the resulting cumulative probability will not include the weight of that split point.

        It is not recommended to include either the minimum or maximum items of the input stream.

        searchCrit - the desired search criteria.
        Returns:
        a discrete CDF array of m+1 double ranks (or cumulative probabilities) on the interval [0.0, 1.0].

      • getMaxItem

        public double getMaxItem()
        Description copied from interface: QuantilesDoublesAPI
        Returns the maximum item of the stream. This is provided for convenience, but may be different from the largest item retained by the sketch algorithm.
        Specified by:
        getMaxItem in interface QuantilesDoublesAPI
        Returns:
        the maximum item of the stream

      • getMinItem

        public double getMinItem()
        Description copied from interface: QuantilesDoublesAPI
        Returns the minimum item of the stream. This is provided for convenience, but is distinct from the smallest item retained by the sketch algorithm.
        Specified by:
        getMinItem in interface QuantilesDoublesAPI
        Returns:
        the minimum item of the stream

      • getPartitionBoundaries

        public QuantilesDoublesAPI.DoublesPartitionBoundaries getPartitionBoundaries​(int numEquallyWeighted,
                                                                             QuantileSearchCriteria searchCrit)
        Description copied from interface: QuantilesDoublesAPI
        This method returns an instance of DoublesPartitionBoundaries which provides sufficient information for the user to create the given number of equally weighted partitions.
        Specified by:
        getPartitionBoundaries in interface QuantilesDoublesAPI
        Parameters:
        numEquallyWeighted - an integer that specifies the number of equally weighted partitions between getMinItem() and getMaxItem(). This must be a positive integer greater than zero.
        • A 1 will return: minItem, maxItem.
        • A 2 will return: minItem, median quantile, maxItem.
        • Etc.
        searchCrit - If INCLUSIVE, all the returned quantiles are the upper boundaries of the equally weighted partitions with the exception of the lowest returned quantile, which is the lowest boundary of the lowest ranked partition. If EXCLUSIVE, all the returned quantiles are the lower boundaries of the equally weighted partitions with the exception of the highest returned quantile, which is the upper boundary of the highest ranked partition.
        Returns:
        an instance of DoublesPartitionBoundaries.

      • getPMF

        public double[] getPMF​(double[] splitPoints,
                       QuantileSearchCriteria searchCrit)
        Description copied from interface: QuantilesDoublesAPI
        Returns an approximation to the Probability Mass Function (PMF) of the input stream as an array of probability masses as doubles on the interval [0.0, 1.0], given a set of splitPoints.

        The resulting approximations have a probabilistic guarantee that can be obtained from the getNormalizedRankError(true) function.

        Specified by:
        getPMF in interface QuantilesDoublesAPI
        Parameters:
        splitPoints - an array of m unique, monotonically increasing items (of the same type as the input items) that divide the item input domain into m+1 consecutive, non-overlapping intervals.

        Each interval except for the end intervals starts with a split point and ends with the next split point in sequence.

        The first interval starts below the lowest item retained by the sketch corresponding to a zero rank or zero probability, and ends with the first split point

        The last (m+1)th interval starts with the last split point and ends after the last item retained by the sketch corresponding to a rank or probability of 1.0.

        The sum of the probability masses of all (m+1) intervals is 1.0.

        If the search criterion is:

        • INCLUSIVE, and the upper split point of an interval equals an item retained by the sketch, the interval will include that item. If the lower split point equals an item retained by the sketch, the interval will exclude that item.
        • EXCLUSIVE, and the upper split point of an interval equals an item retained by the sketch, the interval will exclude that item. If the lower split point equals an item retained by the sketch, the interval will include that item.

        It is not recommended to include either the minimum or maximum items of the input stream.

        searchCrit - the desired search criteria.
        Returns:
        a PMF array of m+1 probability masses as doubles on the interval [0.0, 1.0].

      • getQuantile

        public double getQuantile​(double rank,
                          QuantileSearchCriteria searchCrit)
        Description copied from interface: QuantilesDoublesAPI
        Gets the approximate quantile of the given normalized rank and the given search criterion.
        Specified by:
        getQuantile in interface QuantilesDoublesAPI
        Parameters:
        rank - the given normalized rank, a double in the range [0.0, 1.0].
        searchCrit - If INCLUSIVE, the given rank includes all quantiles ≤ the quantile directly corresponding to the given rank. If EXCLUSIVE, he given rank includes all quantiles < the quantile directly corresponding to the given rank.
        Returns:
        the approximate quantile given the normalized rank.
        See Also:
        QuantileSearchCriteria

      • getQuantiles

        public double[] getQuantiles​(double[] ranks,
                             QuantileSearchCriteria searchCrit)
        Description copied from interface: QuantilesDoublesAPI
        Gets an array of quantiles from the given array of normalized ranks.
        Specified by:
        getQuantiles in interface QuantilesDoublesAPI
        Parameters:
        ranks - the given array of normalized ranks, each of which must be in the interval [0.0,1.0].
        searchCrit - if INCLUSIVE, the given ranks include all quantiles ≤ the quantile directly corresponding to each rank.
        Returns:
        an array of quantiles corresponding to the given array of normalized ranks.
        See Also:
        QuantileSearchCriteria

      • getQuantileLowerBound

        public double getQuantileLowerBound​(double rank)
        Gets the lower bound of the quantile confidence interval in which the quantile of the given rank exists.

        Although it is possible to estimate the probability that the true quantile exists within the quantile confidence interval specified by the upper and lower quantile bounds, it is not possible to guarantee the width of the quantile confidence interval as an additive or multiplicative percent of the true quantile.

        The approximate probability that the true quantile is within the confidence interval specified by the upper and lower quantile bounds for this sketch is 0.99.
        Specified by:
        getQuantileLowerBound in interface QuantilesDoublesAPI
        Parameters:
        rank - the given normalized rank
        Returns:
        the lower bound of the quantile confidence interval in which the quantile of the given rank exists.

      • getQuantileUpperBound

        public double getQuantileUpperBound​(double rank)
        Gets the upper bound of the quantile confidence interval in which the true quantile of the given rank exists.

        Although it is possible to estimate the probability that the true quantile exists within the quantile confidence interval specified by the upper and lower quantile bounds, it is not possible to guarantee the width of the quantile interval as an additive or multiplicative percent of the true quantile.

        The approximate probability that the true quantile is within the confidence interval specified by the upper and lower quantile bounds for this sketch is 0.99.
        Specified by:
        getQuantileUpperBound in interface QuantilesDoublesAPI
        Parameters:
        rank - the given normalized rank
        Returns:
        the upper bound of the quantile confidence interval in which the true quantile of the given rank exists.

      • getRank

        public double getRank​(double quantile,
                      QuantileSearchCriteria searchCrit)
        Description copied from interface: QuantilesDoublesAPI
        Gets the normalized rank corresponding to the given a quantile.
        Specified by:
        getRank in interface QuantilesDoublesAPI
        Parameters:
        quantile - the given quantile
        searchCrit - if INCLUSIVE the given quantile is included into the rank.
        Returns:
        the normalized rank corresponding to the given quantile
        See Also:
        QuantileSearchCriteria

      • getRankLowerBound

        public double getRankLowerBound​(double rank)
        Gets the lower bound of the rank confidence interval in which the true rank of the given rank exists. The approximate probability that the true rank is within the confidence interval specified by the upper and lower rank bounds for this sketch is 0.99.
        Specified by:
        getRankLowerBound in interface QuantilesAPI
        Parameters:
        rank - the given normalized rank.
        Returns:
        the lower bound of the rank confidence interval in which the true rank of the given rank exists.

      • getRankUpperBound

        public double getRankUpperBound​(double rank)
        Gets the upper bound of the rank confidence interval in which the true rank of the given rank exists. The approximate probability that the true rank is within the confidence interval specified by the upper and lower rank bounds for this sketch is 0.99.
        Specified by:
        getRankUpperBound in interface QuantilesAPI
        Parameters:
        rank - the given normalized rank.
        Returns:
        the upper bound of the rank confidence interval in which the true rank of the given rank exists.

      • getRanks

        public double[] getRanks​(double[] quantiles,
                         QuantileSearchCriteria searchCrit)
        Description copied from interface: QuantilesDoublesAPI
        Gets an array of normalized ranks corresponding to the given array of quantiles and the given search criterion.
        Specified by:
        getRanks in interface QuantilesDoublesAPI
        Parameters:
        quantiles - the given array of quantiles
        searchCrit - if INCLUSIVE, the given quantiles include the rank directly corresponding to each quantile.
        Returns:
        an array of normalized ranks corresponding to the given array of quantiles.
        See Also:
        QuantileSearchCriteria

      • reset

        public final void reset()
        Resets this sketch to the empty state. If the sketch is read only this does nothing.

        The parameter k will not change.

        The parameter k will not change.

        Specified by:
        reset in interface QuantilesAPI

      • toByteArray

        public byte[] toByteArray()
        Description copied from interface: QuantilesDoublesAPI
        Returns a byte array representation of this sketch.
        Specified by:
        toByteArray in interface QuantilesDoublesAPI
        Returns:
        a byte array representation of this sketch.

      • update

        public void update​(double item)
        Description copied from interface: QuantilesDoublesAPI
        Updates this sketch with the given item.
        Specified by:
        update in interface QuantilesDoublesAPI
        Parameters:
        item - from a stream of quantiles. NaNs are ignored.