kumulant

HdrHistogramStat

class HdrHistogramStat(val lowestDiscernibleValue: Double = 0.001, val initialHighestTrackableValue: Double = 100.0, val significantDigits: Int = 3, val concurrency: Concurrency = Concurrency.None) : SeriesStat<SparseHistogramResult> (source)

Auto-resizing High Dynamic Range (HDR) Histogram with native Double support.

By defining a lowestDiscernibleValue, the histogram internally scales floating-point metrics into integers for O(1) bitwise routing, preserving fractional precision down to that resolution.

Use cases: latency and SLO percentile reporting where bin-based quantiles with absolute error bounds are required. Reach for this over DDSketchStat when the value range is bounded and lowestDiscernibleValue is meaningful; over TDigestStat when bucket counts (rather than centroids) are wanted in the snapshot.

Memory: O(significantDigits · log2(highest/lowest)) buckets; grows to accommodate values past initialHighestTrackableValue.

Update: O(1) per observation; bitwise bucket assignment + striped atomic add.

Concurrency: Striped atomic adds on independent buckets. Lock-free and exact under every Concurrency level; bucket increments commute and assignment is deterministic per value.

Constructors

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constructor(lowestDiscernibleValue: Double = 0.001, initialHighestTrackableValue: Double = 100.0, significantDigits: Int = 3, concurrency: Concurrency = Concurrency.None)

Properties

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open override val concurrency: Concurrency

The thread-safety contract this stat was constructed with. Each stat picks the cell-encoding and lock strategy that honours this contract for its mathematical structure:

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Initial upper bound; the histogram grows past this if needed.

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Smallest value the histogram can distinguish.

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Number of significant digits of precision (1..5).

Functions

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open override fun create(concurrency: Concurrency? = null): HdrHistogramStat

Spawn a fresh accumulator with the same configuration. Optionally override the Concurrency; useful for materialising a wire spec at a different concurrency level than the source.

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open override fun merge(values: SparseHistogramResult)

Fold another accumulator's snapshot into this one. The unit of merge is the immutable Result; not a live Stat; which is what lets the merge cross a process boundary. Many workers track slices of the same stream, call read periodically, ship snapshots to a coordinator, and the coordinator merges them in.

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open override fun read(timestampNanos: Long = currentTimeNanos()): SparseHistogramResult

Materialise the current state as an immutable Result. Reads never mutate, so the caller can read as often as it likes without affecting the stream.

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open override fun reset()

Reset the stat to its prior-seeded baseline. Equivalent to constructing a fresh stat with the same configuration, but in place; keeps the same Concurrency and any per-stat tunables.

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open fun update(value: Double, weight: Double = 1.0)

Record an observation with the given weight, stamped at the current time.

open override fun update(value: Double, timestampNanos: Long, weight: Double = 1.0)

Record an observation at timestampNanos with the given weight. Stats that consume time (rates, decay, windowing) use this as the ordering signal; pass a monotonic stamp when feeding from a replay log.

HdrHistogramStat

constructor(lowestDiscernibleValue: Double = 0.001, initialHighestTrackableValue: Double = 100.0, significantDigits: Int = 3, concurrency: Concurrency = Concurrency.None)(source)

concurrency

open override val concurrency: Concurrency(source)

The thread-safety contract this stat was constructed with. Each stat picks the cell-encoding and lock strategy that honours this contract for its mathematical structure:

Picked at construction; immutable after.

create

open override fun create(concurrency: Concurrency? = null): HdrHistogramStat(source)

Spawn a fresh accumulator with the same configuration. Optionally override the Concurrency; useful for materialising a wire spec at a different concurrency level than the source.

The returned stat is independent: its state starts at the configured baseline, not at the source's current state. Each modality subtype narrows the return type so chaining doesn't lose the modality.

initialHighestTrackableValue

Initial upper bound; the histogram grows past this if needed.

lowestDiscernibleValue

Smallest value the histogram can distinguish.

merge

open override fun merge(values: SparseHistogramResult)(source)

Fold another accumulator's snapshot into this one. The unit of merge is the immutable Result; not a live Stat; which is what lets the merge cross a process boundary. Many workers track slices of the same stream, call read periodically, ship snapshots to a coordinator, and the coordinator merges them in.

Most stat families implement merge exactly (Chan-style parallel formulas for Welford, cell-wise additions for histograms, cell-wise max for HLL). SGD-based regressors merge approximately; they have no second-moment information for the principled combine. Each stat's KDoc documents its merge semantics.

read

open override fun read(timestampNanos: Long = currentTimeNanos()): SparseHistogramResult(source)

Materialise the current state as an immutable Result. Reads never mutate, so the caller can read as often as it likes without affecting the stream.

Snapshot consistency depends on the configured Concurrency. Under Concurrency.Strict / Concurrency.HighWrite a read locks against writers so coupled cells stay consistent. Under Concurrency.Relaxed the cells race and the snapshot may drift by ULPs of the workload under heavy contention; the drift is bounded and the read never throws.

timestampNanos is the read timestamp. Stats that don't care about time silently drop it; stats that do (rates, decay families, recency, windowed wrappers) use it as the ordering signal.

reset

open override fun reset()(source)

Reset the stat to its prior-seeded baseline. Equivalent to constructing a fresh stat with the same configuration, but in place; keeps the same Concurrency and any per-stat tunables.

significantDigits

Number of significant digits of precision (1..5).

update

open override fun update(value: Double, timestampNanos: Long, weight: Double = 1.0)(source)

Record an observation at timestampNanos with the given weight. Stats that consume time (rates, decay, windowing) use this as the ordering signal; pass a monotonic stamp when feeding from a replay log.