kumulant

kumulant/com.eignex.kumulant.stat.quantile/ReservoirResult

ReservoirResult

@Serializable

@SerialName(value = "ReservoirResult")

data class ReservoirResult(val values: DoubleArray, val keys: DoubleArray, val capacity: Int, val totalSeen: Long, val totalWeight: Double) : Result(source)

Reservoir sampling snapshot.

values holds the retained sample (size up to capacity); keys holds the parallel A-Res priority keys used to drive merging. totalSeen and totalWeight count every observed update, not just retained ones.

Constructors

ReservoirResult

constructor(values: DoubleArray, keys: DoubleArray, capacity: Int, totalSeen: Long, totalWeight: Double)

Properties

val capacity: Int

Reservoir size.

val keys: DoubleArray

Parallel A-Res priority keys used to drive merging.

val totalSeen: Long

Total observations the sketch has absorbed (not just retained).

val totalWeight: Double

Cumulative observation weight folded in.

val values: DoubleArray

Retained sample values; length up to capacity.

Functions

fun ReservoirResult.quantile(probability: Double): Double

Linear-interpolated quantile at probability from a reservoir sample (treats sample as unweighted).

toSparseHistogram

fun ReservoirResult.toSparseHistogram(binCount: Int): SparseHistogramResult

Bucket the retained sample into binCount equal-width bins between min and max.

ReservoirResult

constructor(values: DoubleArray, keys: DoubleArray, capacity: Int, totalSeen: Long, totalWeight: Double)(source)

capacity

val capacity: Int(source)

Reservoir size.

keys

val keys: DoubleArray(source)

Parallel A-Res priority keys used to drive merging.

totalSeen

val totalSeen: Long(source)

Total observations the sketch has absorbed (not just retained).

totalWeight

val totalWeight: Double(source)

Cumulative observation weight folded in.

values

val values: DoubleArray(source)

Retained sample values; length up to capacity.