datasketches 0.2.3 → 0.2.6
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- checksums.yaml +4 -4
- data/CHANGELOG.md +12 -0
- data/README.md +8 -8
- data/ext/datasketches/kll_wrapper.cpp +7 -3
- data/ext/datasketches/theta_wrapper.cpp +20 -4
- data/lib/datasketches/version.rb +1 -1
- data/vendor/datasketches-cpp/CMakeLists.txt +25 -5
- data/vendor/datasketches-cpp/MANIFEST.in +3 -0
- data/vendor/datasketches-cpp/NOTICE +6 -5
- data/vendor/datasketches-cpp/README.md +76 -9
- data/vendor/datasketches-cpp/cmake/DataSketchesConfig.cmake.in +10 -0
- data/vendor/datasketches-cpp/common/CMakeLists.txt +18 -13
- data/vendor/datasketches-cpp/common/include/binomial_bounds.hpp +1 -0
- data/vendor/datasketches-cpp/common/include/common_defs.hpp +14 -0
- data/vendor/datasketches-cpp/{kll → common}/include/kolmogorov_smirnov.hpp +5 -3
- data/vendor/datasketches-cpp/{kll → common}/include/kolmogorov_smirnov_impl.hpp +13 -16
- data/vendor/datasketches-cpp/common/include/quantile_sketch_sorted_view.hpp +121 -0
- data/vendor/datasketches-cpp/common/include/quantile_sketch_sorted_view_impl.hpp +91 -0
- data/vendor/datasketches-cpp/common/test/test_type.hpp +2 -0
- data/vendor/datasketches-cpp/cpc/CMakeLists.txt +15 -35
- data/vendor/datasketches-cpp/cpc/include/cpc_compressor_impl.hpp +3 -1
- data/vendor/datasketches-cpp/cpc/include/cpc_confidence.hpp +1 -0
- data/vendor/datasketches-cpp/cpc/include/cpc_sketch_impl.hpp +5 -3
- data/vendor/datasketches-cpp/cpc/include/cpc_union_impl.hpp +10 -6
- data/vendor/datasketches-cpp/cpc/test/cpc_sketch_allocation_test.cpp +17 -0
- data/vendor/datasketches-cpp/cpc/test/cpc_sketch_test.cpp +1 -0
- data/vendor/datasketches-cpp/cpc/test/cpc_union_test.cpp +2 -0
- data/vendor/datasketches-cpp/fi/CMakeLists.txt +5 -15
- data/vendor/datasketches-cpp/fi/include/frequent_items_sketch.hpp +37 -5
- data/vendor/datasketches-cpp/fi/include/frequent_items_sketch_impl.hpp +29 -11
- data/vendor/datasketches-cpp/fi/test/frequent_items_sketch_custom_type_test.cpp +2 -1
- data/vendor/datasketches-cpp/fi/test/frequent_items_sketch_test.cpp +1 -0
- data/vendor/datasketches-cpp/hll/CMakeLists.txt +33 -56
- data/vendor/datasketches-cpp/hll/include/AuxHashMap-internal.hpp +2 -0
- data/vendor/datasketches-cpp/hll/include/CompositeInterpolationXTable-internal.hpp +1 -0
- data/vendor/datasketches-cpp/hll/include/CouponHashSet-internal.hpp +2 -2
- data/vendor/datasketches-cpp/hll/include/CouponList-internal.hpp +1 -0
- data/vendor/datasketches-cpp/hll/include/HllSketch-internal.hpp +6 -4
- data/vendor/datasketches-cpp/hll/include/HllSketchImpl-internal.hpp +2 -0
- data/vendor/datasketches-cpp/hll/include/HllSketchImplFactory.hpp +2 -0
- data/vendor/datasketches-cpp/hll/test/AuxHashMapTest.cpp +1 -0
- data/vendor/datasketches-cpp/hll/test/CouponHashSetTest.cpp +1 -0
- data/vendor/datasketches-cpp/hll/test/CouponListTest.cpp +2 -0
- data/vendor/datasketches-cpp/hll/test/HllArrayTest.cpp +1 -0
- data/vendor/datasketches-cpp/hll/test/HllSketchTest.cpp +59 -0
- data/vendor/datasketches-cpp/hll/test/HllUnionTest.cpp +2 -0
- data/vendor/datasketches-cpp/hll/test/TablesTest.cpp +1 -0
- data/vendor/datasketches-cpp/kll/CMakeLists.txt +5 -19
- data/vendor/datasketches-cpp/kll/include/kll_helper.hpp +0 -4
- data/vendor/datasketches-cpp/kll/include/kll_helper_impl.hpp +5 -2
- data/vendor/datasketches-cpp/kll/include/kll_sketch.hpp +108 -41
- data/vendor/datasketches-cpp/kll/include/kll_sketch_impl.hpp +150 -132
- data/vendor/datasketches-cpp/kll/test/kll_sketch_test.cpp +165 -31
- data/vendor/datasketches-cpp/kll/test/kolmogorov_smirnov_test.cpp +1 -1
- data/vendor/datasketches-cpp/pyproject.toml +1 -1
- data/vendor/datasketches-cpp/python/CMakeLists.txt +8 -1
- data/vendor/datasketches-cpp/python/README.md +13 -9
- data/vendor/datasketches-cpp/python/src/datasketches.cpp +4 -0
- data/vendor/datasketches-cpp/python/src/fi_wrapper.cpp +6 -1
- data/vendor/datasketches-cpp/python/src/kll_wrapper.cpp +48 -13
- data/vendor/datasketches-cpp/python/src/ks_wrapper.cpp +68 -0
- data/vendor/datasketches-cpp/python/src/quantiles_wrapper.cpp +240 -0
- data/vendor/datasketches-cpp/python/src/req_wrapper.cpp +9 -2
- data/vendor/datasketches-cpp/python/src/vector_of_kll.cpp +1 -0
- data/vendor/datasketches-cpp/python/tests/kll_test.py +10 -4
- data/vendor/datasketches-cpp/python/tests/quantiles_test.py +126 -0
- data/vendor/datasketches-cpp/quantiles/CMakeLists.txt +42 -0
- data/vendor/datasketches-cpp/quantiles/include/quantiles_sketch.hpp +656 -0
- data/vendor/datasketches-cpp/quantiles/include/quantiles_sketch_impl.hpp +1373 -0
- data/vendor/datasketches-cpp/quantiles/test/CMakeLists.txt +44 -0
- data/vendor/datasketches-cpp/quantiles/test/Qk128_n1000_v0.3.0.sk +0 -0
- data/vendor/datasketches-cpp/quantiles/test/Qk128_n1000_v0.6.0.sk +0 -0
- data/vendor/datasketches-cpp/quantiles/test/Qk128_n1000_v0.8.0.sk +0 -0
- data/vendor/datasketches-cpp/quantiles/test/Qk128_n1000_v0.8.3.sk +0 -0
- data/vendor/datasketches-cpp/quantiles/test/Qk128_n50_v0.3.0.sk +0 -0
- data/vendor/datasketches-cpp/quantiles/test/Qk128_n50_v0.6.0.sk +0 -0
- data/vendor/datasketches-cpp/quantiles/test/Qk128_n50_v0.8.0.sk +0 -0
- data/vendor/datasketches-cpp/quantiles/test/Qk128_n50_v0.8.3.sk +0 -0
- data/vendor/datasketches-cpp/quantiles/test/kolmogorov_smirnov_test.cpp +110 -0
- data/vendor/datasketches-cpp/quantiles/test/quantiles_compatibility_test.cpp +129 -0
- data/vendor/datasketches-cpp/quantiles/test/quantiles_sketch_test.cpp +975 -0
- data/vendor/datasketches-cpp/req/CMakeLists.txt +6 -21
- data/vendor/datasketches-cpp/req/include/req_common.hpp +0 -5
- data/vendor/datasketches-cpp/req/include/req_compactor.hpp +6 -0
- data/vendor/datasketches-cpp/req/include/req_compactor_impl.hpp +30 -2
- data/vendor/datasketches-cpp/req/include/req_sketch.hpp +73 -23
- data/vendor/datasketches-cpp/req/include/req_sketch_impl.hpp +95 -63
- data/vendor/datasketches-cpp/req/test/req_sketch_test.cpp +74 -3
- data/vendor/datasketches-cpp/sampling/CMakeLists.txt +5 -9
- data/vendor/datasketches-cpp/sampling/include/var_opt_sketch.hpp +44 -7
- data/vendor/datasketches-cpp/sampling/include/var_opt_sketch_impl.hpp +44 -33
- data/vendor/datasketches-cpp/sampling/include/var_opt_union.hpp +41 -6
- data/vendor/datasketches-cpp/sampling/include/var_opt_union_impl.hpp +33 -15
- data/vendor/datasketches-cpp/sampling/test/var_opt_allocation_test.cpp +2 -2
- data/vendor/datasketches-cpp/sampling/test/var_opt_sketch_test.cpp +1 -0
- data/vendor/datasketches-cpp/sampling/test/var_opt_union_test.cpp +1 -0
- data/vendor/datasketches-cpp/setup.py +1 -1
- data/vendor/datasketches-cpp/theta/CMakeLists.txt +26 -45
- data/vendor/datasketches-cpp/theta/include/bounds_on_ratios_in_sampled_sets.hpp +1 -0
- data/vendor/datasketches-cpp/theta/include/compact_theta_sketch_parser_impl.hpp +92 -23
- data/vendor/datasketches-cpp/theta/include/theta_helpers.hpp +15 -0
- data/vendor/datasketches-cpp/theta/include/theta_intersection_base_impl.hpp +7 -6
- data/vendor/datasketches-cpp/theta/include/theta_set_difference_base_impl.hpp +3 -2
- data/vendor/datasketches-cpp/theta/include/theta_sketch.hpp +32 -15
- data/vendor/datasketches-cpp/theta/include/theta_sketch_impl.hpp +150 -93
- data/vendor/datasketches-cpp/theta/include/theta_union.hpp +6 -1
- data/vendor/datasketches-cpp/theta/include/theta_union_base.hpp +3 -1
- data/vendor/datasketches-cpp/theta/include/theta_union_base_impl.hpp +9 -2
- data/vendor/datasketches-cpp/theta/include/theta_union_impl.hpp +8 -5
- data/vendor/datasketches-cpp/theta/include/theta_update_sketch_base.hpp +5 -4
- data/vendor/datasketches-cpp/theta/include/theta_update_sketch_base_impl.hpp +34 -9
- data/vendor/datasketches-cpp/theta/test/CMakeLists.txt +1 -0
- data/vendor/datasketches-cpp/theta/test/theta_a_not_b_test.cpp +2 -0
- data/vendor/datasketches-cpp/theta/test/theta_compact_empty_from_java_v1.sk +0 -0
- data/vendor/datasketches-cpp/theta/test/theta_compact_empty_from_java_v2.sk +0 -0
- data/vendor/datasketches-cpp/theta/test/theta_compact_estimation_from_java_v1.sk +0 -0
- data/vendor/datasketches-cpp/theta/test/theta_compact_estimation_from_java_v2.sk +0 -0
- data/vendor/datasketches-cpp/theta/test/theta_compact_exact_from_java.sk +0 -0
- data/vendor/datasketches-cpp/theta/test/theta_intersection_test.cpp +2 -0
- data/vendor/datasketches-cpp/theta/test/theta_setop_test.cpp +446 -0
- data/vendor/datasketches-cpp/theta/test/theta_sketch_test.cpp +429 -1
- data/vendor/datasketches-cpp/theta/test/theta_union_test.cpp +25 -11
- data/vendor/datasketches-cpp/tuple/CMakeLists.txt +18 -33
- data/vendor/datasketches-cpp/tuple/include/array_of_doubles_sketch.hpp +1 -1
- data/vendor/datasketches-cpp/tuple/include/array_of_doubles_sketch_impl.hpp +3 -3
- data/vendor/datasketches-cpp/tuple/include/array_of_doubles_union.hpp +1 -1
- data/vendor/datasketches-cpp/tuple/include/array_of_doubles_union_impl.hpp +3 -3
- data/vendor/datasketches-cpp/tuple/include/tuple_sketch.hpp +29 -9
- data/vendor/datasketches-cpp/tuple/include/tuple_sketch_impl.hpp +34 -14
- data/vendor/datasketches-cpp/tuple/include/tuple_union.hpp +6 -1
- data/vendor/datasketches-cpp/tuple/include/tuple_union_impl.hpp +8 -3
- data/vendor/datasketches-cpp/tuple/test/array_of_doubles_sketch_test.cpp +16 -0
- data/vendor/datasketches-cpp/tuple/test/tuple_a_not_b_test.cpp +1 -0
- data/vendor/datasketches-cpp/tuple/test/tuple_intersection_test.cpp +1 -0
- data/vendor/datasketches-cpp/tuple/test/tuple_sketch_test.cpp +46 -8
- data/vendor/datasketches-cpp/tuple/test/tuple_union_test.cpp +8 -0
- metadata +33 -12
- data/vendor/datasketches-cpp/kll/include/kll_quantile_calculator.hpp +0 -75
- data/vendor/datasketches-cpp/kll/include/kll_quantile_calculator_impl.hpp +0 -184
- data/vendor/datasketches-cpp/req/include/req_quantile_calculator.hpp +0 -69
- data/vendor/datasketches-cpp/req/include/req_quantile_calculator_impl.hpp +0 -60
- data/vendor/datasketches-cpp/theta/test/theta_update_empty_from_java.sk +0 -0
- data/vendor/datasketches-cpp/theta/test/theta_update_estimation_from_java.sk +0 -0
checksums.yaml
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---
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SHA256:
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metadata.gz:
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data.tar.gz: 92f56b63da0254962be47d8d3e00a6950a271053bf3152167f95e6fdb99528e6
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data.tar.gz: d6ae7c811e0e2c2008b912e29f86d1b99491c74cd878790dfd800811a007f0dbf9c49bb59db30345450ff82673381f2c036a84a57dc44a6f6751610d9be2ee88
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data/CHANGELOG.md
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data/README.md
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# DataSketches
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# DataSketches Ruby
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[DataSketches](https://datasketches.apache.org/) - sketch data structures - for Ruby
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[![Build Status](https://github.com/ankane/datasketches/workflows/build/badge.svg?branch=master)](https://github.com/ankane/datasketches/actions)
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[![Build Status](https://github.com/ankane/datasketches-ruby/workflows/build/badge.svg?branch=master)](https://github.com/ankane/datasketches-ruby/actions)
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## Installation
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Add this line to your application’s Gemfile:
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```ruby
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gem
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gem "datasketches"
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```
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## Sketch Families
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## History
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View the [changelog](https://github.com/ankane/datasketches/blob/master/CHANGELOG.md)
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View the [changelog](https://github.com/ankane/datasketches-ruby/blob/master/CHANGELOG.md)
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## Contributing
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Everyone is encouraged to help improve this project. Here are a few ways you can help:
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- [Report bugs](https://github.com/ankane/datasketches/issues)
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- Fix bugs and [submit pull requests](https://github.com/ankane/datasketches/pulls)
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- [Report bugs](https://github.com/ankane/datasketches-ruby/issues)
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- Fix bugs and [submit pull requests](https://github.com/ankane/datasketches-ruby/pulls)
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- Write, clarify, or fix documentation
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- Suggest or add new features
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To get started with development:
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```sh
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git clone --recursive https://github.com/ankane/datasketches.git
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cd datasketches
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git clone --recursive https://github.com/ankane/datasketches-ruby.git
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cd datasketches-ruby
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bundle install
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bundle exec rake compile
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bundle exec rake test
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@@ -33,7 +33,11 @@ void bind_kll_sketch(Rice::Module& m, const char* name) {
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.define_method("estimation_mode?", &kll_sketch<T>::is_estimation_mode)
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.define_method("min_value", &kll_sketch<T>::get_min_value)
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.define_method("max_value", &kll_sketch<T>::get_max_value)
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.define_method(
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.define_method(
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"quantile",
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[](kll_sketch<T>& self, double fraction) {
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return self.get_quantile(fraction);
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})
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.define_method(
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"quantiles",
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[](kll_sketch<T>& self, Rice::Object obj) {
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})
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.define_method(
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"pmf",
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[](kll_sketch<T>& self, std::vector<T
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[](kll_sketch<T>& self, const std::vector<T>& split_points) {
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return self.get_PMF(&split_points[0], split_points.size());
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})
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.define_method(
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"cdf",
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[](kll_sketch<T>& self, std::vector<T
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[](kll_sketch<T>& self, const std::vector<T>& split_points) {
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return self.get_CDF(&split_points[0], split_points.size());
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})
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.define_method(
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void init_theta(Rice::Module& m) {
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Rice::define_class_under<theta_sketch>(m, "ThetaSketch")
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.define_method(
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.define_method(
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"empty?",
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[](theta_sketch& self) {
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return self.is_empty();
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})
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.define_method(
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"estimate",
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[](theta_sketch& self) {
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return self.get_estimate();
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})
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.define_method(
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"lower_bound",
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[](theta_sketch& self, uint8_t num_std_devs) {
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return self.get_lower_bound(num_std_devs);
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})
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.define_method(
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"upper_bound",
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[](theta_sketch& self, uint8_t num_std_devs) {
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return self.get_upper_bound(num_std_devs);
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});
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Rice::define_class_under<compact_theta_sketch, theta_sketch>(m, "CompactThetaSketch")
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.define_singleton_function(
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data/lib/datasketches/version.rb
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# specific language governing permissions and limitations
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# under the License.
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cmake_minimum_required(VERSION 3.
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cmake_minimum_required(VERSION 3.16.0)
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project(DataSketches
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VERSION
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VERSION 3.5.0
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LANGUAGES CXX)
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include(GNUInstallDirs)
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add_subdirectory(sampling)
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add_subdirectory(tuple)
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add_subdirectory(req)
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add_subdirectory(quantiles)
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if (WITH_PYTHON)
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add_subdirectory(python)
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endif()
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target_link_libraries(datasketches INTERFACE hll cpc kll fi theta sampling)
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target_link_libraries(datasketches INTERFACE hll cpc kll fi theta sampling req quantiles)
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if (COVERAGE)
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find_program(LCOV_PATH NAMES "lcov")
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# # Installation
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install(TARGETS datasketches
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EXPORT ${
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EXPORT ${PROJECT_NAME}
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PUBLIC_HEADER DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}/DataSketches
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INCLUDES DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}/DataSketches
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)
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# Packaging
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include(CMakePackageConfigHelpers)
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write_basic_package_version_file(
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"${CMAKE_CURRENT_BINARY_DIR}/DataSketchesConfigVersion.cmake"
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VERSION ${PROJECT_VERSION}
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COMPATIBILITY SameMajorVersion
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)
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configure_package_config_file(
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cmake/DataSketchesConfig.cmake.in
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"${CMAKE_CURRENT_BINARY_DIR}/DataSketchesConfig.cmake"
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INSTALL_DESTINATION lib/DataSketches/cmake
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PATH_VARS CMAKE_INSTALL_INCLUDEDIR
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)
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install(EXPORT ${PROJECT_NAME} DESTINATION lib/DataSketches/cmake)
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install(FILES "${CMAKE_CURRENT_BINARY_DIR}/DataSketchesConfigVersion.cmake"
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"${CMAKE_CURRENT_BINARY_DIR}/DataSketchesConfig.cmake"
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DESTINATION lib/DataSketches/cmake)
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#set(CPACK_PROJECT_NAME ${PROJECT_NAME})
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#set(CPACK_PROJECT_VERSION ${PROJECT_VERSION})
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-
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include(CPack)
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|
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-
Apache DataSketches
|
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-
Copyright
|
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+
Apache DataSketches C++ and Python
|
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Copyright 2022 The Apache Software Foundation
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3
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-
Copyright 2015-2018 Yahoo
|
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Copyright 2019 Verizon Media
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Copyright 2015-2018 Yahoo Inc.
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Copyright 2019-2020 Verizon Media
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Copyright 2021 Yahoo Inc.
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This product includes software developed at
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The Apache Software Foundation (http://www.apache.org/).
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Prior to moving to ASF, the software for this project was developed at
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-
Yahoo
|
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Yahoo Inc. (https://developer.yahoo.com).
|
@@ -25,18 +25,85 @@ Installing the latest cmake on OSX: brew install cmake
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Building and running unit tests using cmake for OSX and Linux:
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```
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-
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$ make
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$ make test
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$ cmake -S . -B build/Release -DCMAKE_BUILD_TYPE=Release
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$ cmake --build build/Release -t all test
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```
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```
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-
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$ cd build
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$ cmake ..
|
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$ cd ..
|
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$ cmake --build build --config Release
|
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$ cmake --build build --config Release --target RUN_TESTS
|
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```
|
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+
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To install a local distribution (OSX and Linux), use the following command. The
|
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CMAKE_INSTALL_PREFIX variable controls the destination. If not specified, it
|
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defaults to installing in /usr (/usr/include, /usr/lib, etc). In the command below,
|
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the installation will be in /tmp/install/DataSketches (/tmp/install/DataSketches/include,
|
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/tmp/install/DataSketches/lib, etc)
|
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```
|
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$ cmake -S . -B build/Release -DCMAKE_BUILD_TYPE=Release -DCMAKE_INSTALL_PREFIX=/tmp/install/DataSketches
|
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$ cmake --build build/Release -t install
|
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```
|
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To generate an installable package using cmake's built in cpack packaging tool,
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use the following command. The type of packaging is controlled by the CPACK_GENERATOR
|
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variable (semi-colon separated list). Cmake usually supports packaging types such as RPM,
|
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DEB, STGZ, TGZ, TZ, ZIP, etc.
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|
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```
|
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$ cmake3 -S . -B build/Release -DCMAKE_BUILD_TYPE=Release -DCPACK_GENERATOR="RPM;STGZ;TGZ"
|
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$ cmake3 --build build/Release -t package
|
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```
|
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+
|
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The DataSketches project can be included in other projects' CMakeLists.txt files in one of two ways.
|
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If DataSketches has been installed on the host (using an RPM, DEB, "make install" into /usr/local, or some
|
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way, then CMake's `find_package` command can be used like this:
|
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|
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```
|
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find_package(DataSketches 3.2 REQUIRED)
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target_link_library(my_dependent_target PUBLIC ${DATASKETCHES_LIB})
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```
|
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When used with find_package, DataSketches exports several variables, including
|
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|
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- `DATASKETCHES_VERSION`: The version number of the datasketches package that was imported.
|
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- `DATASKETCHES_INCLUDE_DIR`: The directory that should be added to access DataSketches include files.
|
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Because cmake automatically includes the interface directories for included target libraries when
|
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using `target_link_library`, under normal circumstances there will be no need to include this directly.
|
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- `DATASKETCHES_LIB`: The name of the DataSketches target to include as a dependency. Projects pulling
|
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|
+
in DataSketches should reference this with `target_link_library` in order to set up all the correct dependencies
|
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+
and include paths.
|
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+
|
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If you don't have DataSketches installed locally, dependent projects can pull it directly
|
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|
+
from GitHub using CMake's `ExternalProject` module. The code would look something like this:
|
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|
+
|
85
|
+
```
|
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|
+
cmake_policy(SET CMP0097 NEW)
|
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|
+
include(ExternalProject)
|
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|
+
ExternalProject_Add(datasketches
|
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|
+
GIT_REPOSITORY https://github.com/apache/datasketches-cpp.git
|
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|
+
GIT_TAG 3.2.0
|
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|
+
GIT_SHALLOW true
|
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+
GIT_SUBMODULES ""
|
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+
INSTALL_DIR /tmp/datasketches-prefix
|
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|
+
CMAKE_ARGS -DBUILD_TESTS=OFF -DCMAKE_BUILD_TYPE=${CMAKE_BUILD_TYPE} -DCMAKE_INSTALL_PREFIX=/tmp/datasketches-prefix
|
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|
+
|
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|
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# Override the install command to add DESTDIR
|
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# This is necessary to work around an oddity in the RPM (but not other) package
|
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+
# generation, as CMake otherwise picks up the Datasketch files when building
|
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|
+
# an RPM for a dependent package. (RPM scans the directory for files in addition to installing
|
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|
+
# those files referenced in an "install" rule in the cmake file)
|
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|
+
INSTALL_COMMAND env DESTDIR= ${CMAKE_COMMAND} --build . --target install
|
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|
+
)
|
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|
+
ExternalProject_Get_property(datasketches INSTALL_DIR)
|
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|
+
set(datasketches_INSTALL_DIR ${INSTALL_DIR})
|
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|
+
message("Source dir of datasketches = ${datasketches_INSTALL_DIR}")
|
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|
+
target_include_directories(my_dependent_target
|
107
|
+
PRIVATE ${datasketches_INSTALL_DIR}/include/DataSketches)
|
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|
+
add_dependencies(my_dependent_target datasketches)
|
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|
+
```
|
@@ -0,0 +1,10 @@
|
|
1
|
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set(DATASKETCHES_VERSION "@PROJECT_VERSION@")
|
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|
+
|
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|
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@PACKAGE_INIT@
|
4
|
+
|
5
|
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include("${CMAKE_CURRENT_LIST_DIR}/DataSketches.cmake")
|
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|
+
|
7
|
+
set_and_check(DATASKETCHES_INCLUDE_DIR "@PACKAGE_CMAKE_INSTALL_INCLUDEDIR@/DataSketches")
|
8
|
+
set(DATASKETCHES_LIB "datasketches")
|
9
|
+
|
10
|
+
check_required_components("@PROJECT_NAME@")
|
@@ -29,17 +29,22 @@ target_include_directories(common
|
|
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|
|
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target_compile_features(common INTERFACE cxx_std_11)
|
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|
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|
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INTERFACE
|
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${CMAKE_CURRENT_SOURCE_DIR}/include/common_defs.hpp
|
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${CMAKE_CURRENT_SOURCE_DIR}/include/memory_operations.hpp
|
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${CMAKE_CURRENT_SOURCE_DIR}/include/MurmurHash3.h
|
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${CMAKE_CURRENT_SOURCE_DIR}/include/serde.hpp
|
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${CMAKE_CURRENT_SOURCE_DIR}/include/count_zeros.hpp
|
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${CMAKE_CURRENT_SOURCE_DIR}/include/inv_pow2_table.hpp
|
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${CMAKE_CURRENT_SOURCE_DIR}/include/binomial_bounds.hpp
|
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${CMAKE_CURRENT_SOURCE_DIR}/include/conditional_back_inserter.hpp
|
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${CMAKE_CURRENT_SOURCE_DIR}/include/conditional_forward.hpp
|
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|
-
${CMAKE_CURRENT_SOURCE_DIR}/include/ceiling_power_of_2.hpp
|
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-
)
|
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install(TARGETS common EXPORT ${PROJECT_NAME})
|
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|
|
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install(FILES
|
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include/common_defs.hpp
|
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|
+
include/memory_operations.hpp
|
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|
+
include/MurmurHash3.h
|
38
|
+
include/serde.hpp
|
39
|
+
include/count_zeros.hpp
|
40
|
+
include/inv_pow2_table.hpp
|
41
|
+
include/binomial_bounds.hpp
|
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|
+
include/conditional_back_inserter.hpp
|
43
|
+
include/conditional_forward.hpp
|
44
|
+
include/ceiling_power_of_2.hpp
|
45
|
+
include/bounds_binomial_proportions.hpp
|
46
|
+
include/quantile_sketch_sorted_view.hpp
|
47
|
+
include/quantile_sketch_sorted_view_impl.hpp
|
48
|
+
include/kolmogorov_smirnov.hpp
|
49
|
+
include/kolmogorov_smirnov_impl.hpp
|
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|
+
DESTINATION "${CMAKE_INSTALL_INCLUDEDIR}/DataSketches")
|
@@ -24,6 +24,8 @@
|
|
24
24
|
#include <string>
|
25
25
|
#include <memory>
|
26
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|
#include <iostream>
|
27
|
+
#include <random>
|
28
|
+
#include <chrono>
|
27
29
|
|
28
30
|
namespace datasketches {
|
29
31
|
|
@@ -34,6 +36,18 @@ enum resize_factor { X1 = 0, X2, X4, X8 };
|
|
34
36
|
template<typename A> using AllocChar = typename std::allocator_traits<A>::template rebind_alloc<char>;
|
35
37
|
template<typename A> using string = std::basic_string<char, std::char_traits<char>, AllocChar<A>>;
|
36
38
|
|
39
|
+
// random bit
|
40
|
+
static std::independent_bits_engine<std::mt19937, 1, uint32_t>
|
41
|
+
random_bit(static_cast<uint32_t>(std::chrono::system_clock::now().time_since_epoch().count()));
|
42
|
+
|
43
|
+
// common random declarations
|
44
|
+
namespace random_utils {
|
45
|
+
static std::random_device rd; // possibly unsafe in MinGW with GCC < 9.2
|
46
|
+
static std::mt19937_64 rand(rd());
|
47
|
+
static std::uniform_real_distribution<> next_double(0.0, 1.0);
|
48
|
+
}
|
49
|
+
|
50
|
+
|
37
51
|
// utility function to hide unused compiler warning
|
38
52
|
// usually has no additional cost
|
39
53
|
template<typename T> void unused(T&&...) {}
|
@@ -25,7 +25,8 @@ namespace datasketches {
|
|
25
25
|
class kolmogorov_smirnov {
|
26
26
|
public:
|
27
27
|
/**
|
28
|
-
* Computes the raw delta area between two
|
28
|
+
* Computes the raw delta area between two quantile sketches for the Kolmogorov-Smirnov Test.
|
29
|
+
* Will work for a type-matched pair of KLL or Quantiles sketches of the same parameterized type T.
|
29
30
|
* @param sketch1 KLL sketch 1
|
30
31
|
* @param sketch2 KLL sketch 2
|
31
32
|
* @return the raw delta between two KLL quantile sketches
|
@@ -37,6 +38,7 @@ public:
|
|
37
38
|
* Computes the adjusted delta area threshold for the Kolmogorov-Smirnov Test.
|
38
39
|
* Adjusts the computed threshold by the error epsilons of the two given sketches.
|
39
40
|
* See <a href="https://en.wikipedia.org/wiki/Kolmogorov-Smirnov_test">Kolmogorov–Smirnov Test</a>
|
41
|
+
* Will work for a type-matched pair of KLL or Quantiles sketches of the same parameterized type T.
|
40
42
|
* @param sketch1 KLL sketch 1
|
41
43
|
* @param sketch2 KLL sketch 2
|
42
44
|
* @param p Target p-value. Typically .001 to .1, e.g., .05.
|
@@ -46,7 +48,8 @@ public:
|
|
46
48
|
static double threshold(const Sketch& sketch1, const Sketch& sketch2, double p);
|
47
49
|
|
48
50
|
/**
|
49
|
-
* Performs the Kolmogorov-Smirnov Test between two
|
51
|
+
* Performs the Kolmogorov-Smirnov Test between two quantile sketches.
|
52
|
+
* Will work for a type-matched pair of KLL or Quantiles sketches of the same parameterized type T.
|
50
53
|
* Note: if the given sketches have insufficient data or if the sketch sizes are too small,
|
51
54
|
* this will return false.
|
52
55
|
* @param sketch1 KLL sketch 1
|
@@ -57,7 +60,6 @@ public:
|
|
57
60
|
*/
|
58
61
|
template<typename Sketch>
|
59
62
|
static bool test(const Sketch& sketch1, const Sketch& sketch2, double p);
|
60
|
-
|
61
63
|
};
|
62
64
|
|
63
65
|
} /* namespace datasketches */
|
@@ -20,39 +20,36 @@
|
|
20
20
|
#ifndef KOLMOGOROV_SMIRNOV_IMPL_HPP_
|
21
21
|
#define KOLMOGOROV_SMIRNOV_IMPL_HPP_
|
22
22
|
|
23
|
-
|
23
|
+
#include <cmath>
|
24
|
+
#include <algorithm>
|
24
25
|
|
25
|
-
|
26
|
-
template<typename T, typename C, typename S, typename A>
|
27
|
-
kll_quantile_calculator<T, C, A> make_quantile_calculator(const kll_sketch<T, C, S, A>& sketch) {
|
28
|
-
return kll_quantile_calculator<T, C, A>(sketch);
|
29
|
-
}
|
26
|
+
namespace datasketches {
|
30
27
|
|
31
28
|
template<typename Sketch>
|
32
29
|
double kolmogorov_smirnov::delta(const Sketch& sketch1, const Sketch& sketch2) {
|
33
|
-
|
34
|
-
auto
|
35
|
-
auto
|
36
|
-
auto it1 =
|
37
|
-
auto it2 =
|
30
|
+
auto comparator = sketch1.get_comparator(); // assuming the same comparator in sketch2
|
31
|
+
auto view1 = sketch1.get_sorted_view(true);
|
32
|
+
auto view2 = sketch2.get_sorted_view(true);
|
33
|
+
auto it1 = view1.begin();
|
34
|
+
auto it2 = view2.begin();
|
38
35
|
const auto n1 = sketch1.get_n();
|
39
36
|
const auto n2 = sketch2.get_n();
|
40
37
|
double delta = 0;
|
41
|
-
while (it1 !=
|
38
|
+
while (it1 != view1.end() && it2 != view2.end()) {
|
42
39
|
const double norm_cum_wt1 = static_cast<double>((*it1).second) / n1;
|
43
40
|
const double norm_cum_wt2 = static_cast<double>((*it2).second) / n2;
|
44
41
|
delta = std::max(delta, std::abs(norm_cum_wt1 - norm_cum_wt2));
|
45
|
-
if (
|
42
|
+
if (comparator((*it1).first, (*it2).first)) {
|
46
43
|
++it1;
|
47
|
-
} else if (
|
44
|
+
} else if (comparator((*it2).first, (*it1).first)) {
|
48
45
|
++it2;
|
49
46
|
} else {
|
50
47
|
++it1;
|
51
48
|
++it2;
|
52
49
|
}
|
53
50
|
}
|
54
|
-
const double norm_cum_wt1 = it1 ==
|
55
|
-
const double norm_cum_wt2 = it2 ==
|
51
|
+
const double norm_cum_wt1 = it1 == view1.end() ? 1 : static_cast<double>((*it1).second) / n1;
|
52
|
+
const double norm_cum_wt2 = it2 == view2.end() ? 1 : static_cast<double>((*it2).second) / n2;
|
56
53
|
delta = std::max(delta, std::abs(norm_cum_wt1 - norm_cum_wt2));
|
57
54
|
return delta;
|
58
55
|
}
|
@@ -0,0 +1,121 @@
|
|
1
|
+
/*
|
2
|
+
* Licensed to the Apache Software Foundation (ASF) under one
|
3
|
+
* or more contributor license agreements. See the NOTICE file
|
4
|
+
* distributed with this work for additional information
|
5
|
+
* regarding copyright ownership. The ASF licenses this file
|
6
|
+
* to you under the Apache License, Version 2.0 (the
|
7
|
+
* "License"); you may not use this file except in compliance
|
8
|
+
* with the License. You may obtain a copy of the License at
|
9
|
+
*
|
10
|
+
* http://www.apache.org/licenses/LICENSE-2.0
|
11
|
+
*
|
12
|
+
* Unless required by applicable law or agreed to in writing,
|
13
|
+
* software distributed under the License is distributed on an
|
14
|
+
* "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
|
15
|
+
* KIND, either express or implied. See the License for the
|
16
|
+
* specific language governing permissions and limitations
|
17
|
+
* under the License.
|
18
|
+
*/
|
19
|
+
|
20
|
+
#ifndef QUANTILE_SKETCH_SORTED_VIEW_HPP_
|
21
|
+
#define QUANTILE_SKETCH_SORTED_VIEW_HPP_
|
22
|
+
|
23
|
+
#include <functional>
|
24
|
+
|
25
|
+
namespace datasketches {
|
26
|
+
|
27
|
+
template<
|
28
|
+
typename T,
|
29
|
+
typename Comparator, // strict weak ordering function (see C++ named requirements: Compare)
|
30
|
+
typename Allocator
|
31
|
+
>
|
32
|
+
class quantile_sketch_sorted_view {
|
33
|
+
public:
|
34
|
+
using Entry = typename std::conditional<std::is_arithmetic<T>::value, std::pair<T, uint64_t>, std::pair<const T*, uint64_t>>::type;
|
35
|
+
using AllocEntry = typename std::allocator_traits<Allocator>::template rebind_alloc<Entry>;
|
36
|
+
using Container = std::vector<Entry, AllocEntry>;
|
37
|
+
|
38
|
+
quantile_sketch_sorted_view(uint32_t num, const Allocator& allocator);
|
39
|
+
|
40
|
+
template<typename Iterator>
|
41
|
+
void add(Iterator begin, Iterator end, uint64_t weight);
|
42
|
+
|
43
|
+
template<bool inclusive>
|
44
|
+
void convert_to_cummulative();
|
45
|
+
|
46
|
+
class const_iterator;
|
47
|
+
const_iterator begin() const;
|
48
|
+
const_iterator end() const;
|
49
|
+
|
50
|
+
size_t size() const;
|
51
|
+
|
52
|
+
// makes sense only with cumulative weight
|
53
|
+
using quantile_return_type = typename std::conditional<std::is_arithmetic<T>::value, T, const T&>::type;
|
54
|
+
quantile_return_type get_quantile(double rank) const;
|
55
|
+
|
56
|
+
private:
|
57
|
+
static inline const T& deref_helper(const T* t) { return *t; }
|
58
|
+
static inline T deref_helper(T t) { return t; }
|
59
|
+
|
60
|
+
struct compare_pairs_by_first {
|
61
|
+
bool operator()(const Entry& a, const Entry& b) const {
|
62
|
+
return Comparator()(deref_helper(a.first), deref_helper(b.first));
|
63
|
+
}
|
64
|
+
};
|
65
|
+
|
66
|
+
struct compare_pairs_by_second {
|
67
|
+
bool operator()(const Entry& a, const Entry& b) const {
|
68
|
+
return a.second < b.second;
|
69
|
+
}
|
70
|
+
};
|
71
|
+
|
72
|
+
template<typename TT = T, typename std::enable_if<std::is_arithmetic<TT>::value, int>::type = 0>
|
73
|
+
static inline T ref_helper(const T& t) { return t; }
|
74
|
+
|
75
|
+
template<typename TT = T, typename std::enable_if<!std::is_arithmetic<TT>::value, int>::type = 0>
|
76
|
+
static inline const T* ref_helper(const T& t) { return std::addressof(t); }
|
77
|
+
|
78
|
+
template<typename TT = T, typename std::enable_if<std::is_arithmetic<TT>::value, int>::type = 0>
|
79
|
+
static inline Entry make_dummy_entry(uint64_t weight) { return Entry(0, weight); }
|
80
|
+
|
81
|
+
template<typename TT = T, typename std::enable_if<!std::is_arithmetic<TT>::value, int>::type = 0>
|
82
|
+
static inline Entry make_dummy_entry(uint64_t weight) { return Entry(nullptr, weight); }
|
83
|
+
|
84
|
+
uint64_t total_weight_;
|
85
|
+
Container entries_;
|
86
|
+
};
|
87
|
+
|
88
|
+
template<typename T, typename C, typename A>
|
89
|
+
class quantile_sketch_sorted_view<T, C, A>::const_iterator: public quantile_sketch_sorted_view<T, C, A>::Container::const_iterator {
|
90
|
+
public:
|
91
|
+
using Base = typename quantile_sketch_sorted_view<T, C, A>::Container::const_iterator;
|
92
|
+
using value_type = typename std::conditional<std::is_arithmetic<T>::value, typename Base::value_type, std::pair<const T&, const uint64_t>>::type;
|
93
|
+
|
94
|
+
const_iterator(const Base& it): Base(it) {}
|
95
|
+
|
96
|
+
template<typename TT = T, typename std::enable_if<std::is_arithmetic<TT>::value, int>::type = 0>
|
97
|
+
value_type operator*() const { return Base::operator*(); }
|
98
|
+
|
99
|
+
template<typename TT = T, typename std::enable_if<!std::is_arithmetic<TT>::value, int>::type = 0>
|
100
|
+
value_type operator*() const { return value_type(*(Base::operator*().first), Base::operator*().second); }
|
101
|
+
|
102
|
+
class return_value_holder {
|
103
|
+
public:
|
104
|
+
return_value_holder(value_type value): value_(value) {}
|
105
|
+
const value_type* operator->() const { return &value_; }
|
106
|
+
private:
|
107
|
+
value_type value_;
|
108
|
+
};
|
109
|
+
|
110
|
+
template<typename TT = T, typename std::enable_if<std::is_arithmetic<TT>::value, int>::type = 0>
|
111
|
+
const value_type* operator->() const { return Base::operator->(); }
|
112
|
+
|
113
|
+
template<typename TT = T, typename std::enable_if<!std::is_arithmetic<TT>::value, int>::type = 0>
|
114
|
+
return_value_holder operator->() const { return **this; }
|
115
|
+
};
|
116
|
+
|
117
|
+
} /* namespace datasketches */
|
118
|
+
|
119
|
+
#include "quantile_sketch_sorted_view_impl.hpp"
|
120
|
+
|
121
|
+
#endif
|