org.springframework.metrics.instrument.stats.quantile

Class CKMSQuantiles

java.lang.Object

org.springframework.metrics.instrument.stats.quantile.CKMSQuantiles

All Implemented Interfaces:

Quantiles

public class CKMSQuantiles
extends java.lang.Object
implements Quantiles

Modified from: https://github.com/mayconbordin/streaminer/blob/master/src/main/java/org/streaminer/stream/quantile/CKMSQuantiles.java Implementation of the Cormode, Korn, Muthukrishnan, and Srivastava algorithm for streaming calculation of targeted high-percentile epsilon-approximate quantiles. This is a generalization of the earlier work by Greenwald and Khanna (GK), which essentially allows different error bounds on the targeted quantiles, which allows for far more efficient calculation of high-percentiles. See: Cormode, Korn, Muthukrishnan, and Srivastava "Effective Computation of Biased Quantiles over Data Streams" in ICDE 2005 Greenwald and Khanna, "Space-efficient online computation of quantile summaries" in SIGMOD 2001

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	CKMSQuantiles.Builder
static class	CKMSQuantiles.Quantile

Method Summary

Modifier and Type	Method and Description
java.lang.Double	get(double q) Get the estimated value at the specified quantile.
CKMSQuantiles.Quantile[]	getQuantiles()
java.util.Collection<java.lang.Double>	monitored() Get all monitored quantiles
void	observe(double value) Add a new value from the stream.
static CKMSQuantiles.Builder	quantile(double quantile, double error)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

observe

public void observe(double value)

Add a new value from the stream.

Specified by:

observe in interface Quantiles

get

public java.lang.Double get(double q)

Get the estimated value at the specified quantile.

Specified by:

get in interface Quantiles

Parameters:

q - Queried quantile, e.g. 0.50 or 0.99.

Returns:

Estimated value at that quantile.

monitored

public java.util.Collection<java.lang.Double> monitored()

Description copied from interface: Quantiles

Get all monitored quantiles

Specified by:

monitored in interface Quantiles

getQuantiles

public CKMSQuantiles.Quantile[] getQuantiles()

quantile

public static CKMSQuantiles.Builder quantile(double quantile,
                                             double error)