com.eignex.kumulant/stat/quantile/SketchResult

SketchResult

@Serializable

@SerialName(value = "SketchResult")

data class SketchResult(val probabilities: DoubleArray, val quantiles: DoubleArray, val gamma: Double, val totalWeights: Double, val zeroCount: Double, val positiveBins: Map<Int, Double>, val negativeBins: Map<Int, Double>) : HasObservationCount(source)

DDSketch snapshot: logarithmic bins plus precomputed quantiles for probabilities.

Constructors

SketchResult

constructor(probabilities: DoubleArray, quantiles: DoubleArray, gamma: Double, totalWeights: Double, zeroCount: Double, positiveBins: Map<Int, Double>, negativeBins: Map<Int, Double>)(source)

Properties

gamma

val gamma: Double(source)

Multiplicative bin-boundary ratio (1 + relativeError) / (1 - relativeError).

negativeBins

val negativeBins: Map<Int, Double>(source)

Negative-side bin counts keyed by signed log-bucket index.

positiveBins

val positiveBins: Map<Int, Double>(source)

Positive-side bin counts keyed by signed log-bucket index.

probabilities

val probabilities: DoubleArray(source)

Probabilities at which quantiles are evaluated; parallel to quantiles.

quantiles

val quantiles: DoubleArray(source)

Estimated quantile values, parallel to probabilities.

totalWeights

open override val totalWeights: Double(source)

Cumulative observation weight folded in, equal to zeroCount plus the sum of positiveBins and negativeBins. Reported for convenience, not tracked independently: merge folds in the bins and the zero bucket and recomputes this, so a hand-built result whose total disagrees with its bins contributes only its bins.