quantile 0.0.2 → 0.1.0

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@@ -0,0 +1,15 @@
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data/README.md

@@ -1,4 +1,49 @@
-ruby_quantile_estimation
-========================
+# Quantile
 
-Ruby Implementation of Graham Cormode and S. Muthukrishnan's Effective Computation of Biased Quantiles over Data Streams in ICDE’05
+Ruby Implementation of Graham Cormode and S. Muthukrishnan's [Effective
+Computation of Biased Quantiles over Data Streams][1] in ICDE’05.
+
+## Installation
+
+```bash
+gem install quantile
+```
+
+## Usage
+
+```ruby
+require 'quantile'
+
+estimator = Quantile::Estimator.new
+
+# Record any amount of Numeric values
+10_000.times do
+  estimator.observe(rand)
+end
+
+# Retrieve the value of a given quantile
+estimator.query(0.5)
+```
+
+## Tests [![Build Status][2]][3]
+
+```bash
+# Install dependencies
+gem install bundler
+bundle install
+
+# Run tests
+rake test
+```
+
+## Resources
+
+  * [Paper: Effective Computation of Biased Quantiles over Data Streams][1]
+
+## Author
+
+Matt T. Proud <[matt.proud@gmail.com](mailto:matt.proud@gmail.com)>
+
+[1]: http://www.cs.rutgers.edu/~muthu/bquant.pdf
+[2]: https://secure.travis-ci.org/matttproud/ruby_quantile_estimation.png?branch=master
+[3]: http://travis-ci.org/matttproud/ruby_quantile_estimation

data/lib/quantile/estimator.rb

@@ -2,9 +2,9 @@
 # Licensed under the Apache License, Version 2.0 (the "License");
 # you may not use this file except in compliance with the License.
 # You may obtain a copy of the License at
-# 
+#
 # http://www.apache.org/licenses/LICENSE-2.0
-# 
+#
 # Unless required by applicable law or agreed to in writing, software
 # distributed under the License is distributed on an "AS IS" BASIS,
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
@@ -41,7 +41,19 @@ module Quantile
       @head = nil
 
       @observations = 0
-      @items = 0
+    end
+
+    #
+    # Get the quantile targets.
+    #
+    attr_accessor :invariants
+
+    #
+    # Get the number of observed values.
+    #
+    def observations
+      flush
+      @observations
     end
 
     #
@@ -54,6 +66,7 @@ module Quantile
       if @buffer.size == BUFFER_SIZE
         flush
       end
+      @observations += 1
     end
 
     #
@@ -62,21 +75,20 @@ module Quantile
     # @param rank [Float] The target quantile to retrieve.  It *must* be one of
     #                     the invariants provided in the constructor.
     #
-    # @return [Numeric]  The quantile value for the rank.
+    # @return [Numeric, nil]  The quantile value for the rank or nil if no
+    #   observations are present.
     #
     def query(rank)
       flush
 
       current = @head
-      if current.nil?
-        return 0
-      end
+      return unless current
 
       mid_rank = (rank * @observations).floor
       max_rank = mid_rank + (invariant(mid_rank, @observations) / 2).floor
 
       rank = 0.0
-      while !current.successor.nil?
+      while current.successor
         rank += current.rank
         if rank + current.successor.rank + current.successor.delta > max_rank
           return current.value
@@ -90,7 +102,12 @@ module Quantile
 
     private
 
+    BUFFER_SIZE = 512
+
+    class Sample < Struct.new(:value, :rank, :delta, :successor); end
+
     def flush
+      return if @buffer.empty?
       @buffer.sort!
       replace_batch
       @buffer.clear
@@ -98,9 +115,7 @@ module Quantile
     end
 
     def replace_batch
-      if @head.nil?
-        @head = record(@buffer.shift, 1, 0, nil)
-      end
+      @head ||= record(@buffer.shift, 1, 0, nil)
 
       rank = 0.0
       current = @head
@@ -110,12 +125,12 @@ module Quantile
           @head = record(s, 1, 0, @head)
         end
 
-        while !current.successor.nil? && current.successor.value < s
+        while current.successor && current.successor.value < s
           rank += current.rank
           current = current.successor
         end
 
-        if current.successor.nil?
+        unless current.successor
           current.successor = record(s, 1, 0, nil)
         end
 
@@ -124,10 +139,7 @@ module Quantile
     end
 
     def record(value, rank, delta, successor)
-      @observations += 1
-      @items += 1
-
-      return Sample.new(value,rank,delta, successor)
+      return Sample.new(value, rank, delta, successor)
     end
 
     def invariant(rank, n)
@@ -147,7 +159,7 @@ module Quantile
       rank = 0.0
       current = @head
 
-      while !(current.nil? || current.successor.nil?)
+      while current && current.successor
         if current.rank + current.successor.rank + current.successor.delta <= invariant(rank, @observations)
           removed = current.successor
 
@@ -162,23 +174,4 @@ module Quantile
       end
     end
   end
-
-  private
-
-  BUFFER_SIZE = 512
-
-  class Sample
-    attr_accessor :value
-    attr_accessor :rank
-    attr_accessor :delta
-    attr_accessor :successor
-
-    def initialize(value, rank, delta, successor)
-      @value = value
-      @rank = rank
-      @delta = delta
-      @successor = successor
-    end
-  end
 end
-

data/lib/quantile/quantile.rb

@@ -18,6 +18,8 @@ module Quantile
   # @note {Quantile} is concurrency-safe.
   #
   class Quantile
+    include Comparable
+
     attr_reader :quantile
     attr_reader :inaccuracy
 
@@ -49,6 +51,16 @@ module Quantile
 
       return @coefficient_ii * rank
     end
+
+    #
+    # Compare the given other quantile.
+    #
+    # @return [Fixnum] -1, 0, +1 or nil depending on whether the other quantile
+    # is less than, equal to, or greater than self. This is the basis for the
+    # tests in Comparable.
+    #
+    def <=>(other)
+      self.quantile <=> other.quantile && self.inaccuracy <=> other.inaccuracy
+    end
   end
 end
-

data/lib/quantile/version.rb

@@ -12,5 +12,5 @@
 # limitations under the License.
 
 module Quantile
-  VERSION = '0.0.2'
+  VERSION = '0.1.0'
 end

metadata

@@ -1,8 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: quantile
 version: !ruby/object:Gem::Version
-  version: 0.0.2
-  prerelease: 
+  version: 0.1.0
 platform: ruby
 authors:
 - Matt T. Proud
@@ -27,27 +26,25 @@ files:
 homepage: http://github.com/matttproud/ruby_quantile_estimation
 licenses:
 - Apache 2.0
+metadata: {}
 post_install_message: 
 rdoc_options: []
 require_paths:
 - lib
 required_ruby_version: !ruby/object:Gem::Requirement
-  none: false
   requirements:
   - - ! '>='
     - !ruby/object:Gem::Version
       version: '0'
 required_rubygems_version: !ruby/object:Gem::Requirement
-  none: false
   requirements:
   - - ! '>='
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 1.8.24
+rubygems_version: 2.1.2
 signing_key: 
-specification_version: 3
+specification_version: 4
 summary: Streaming Quantile Estimation
 test_files: []
-has_rdoc: