cern.jet.stat.quantile.package.html Maven / Gradle / Ivy

Go to download

Show more of this group Show more artifacts with this name
Show all versions of colt Show documentation

Blazegraph Modifications to the Colt libraries to remove hep.aida. Forked under LGPL 2.1 from the original license: Copyright (c) 1999 CERN - European Organization for Nuclear Research. Permission to use, copy, modify, distribute and sell this software and its documentation for any purpose is hereby granted without fee, provided that the above copyright notice appear in all copies and that both that copyright notice and this permission notice appear in supporting documentation. CERN makes no representations about the suitability of this software for any purpose. It is provided "as is" without expressed or implied warranty.

The newest version!



Scalable algorithms and data structures to compute approximate quantiles over very large data sequences.
The approximation guarantees are explicit, and apply for arbitrary value distributions and arrival distributions of the dataset.
The main memory requirements are smaller than for any other known technique by an order of magnitude.

The approx. algorithms are primarily intended to help applications scale.
When faced with a large data sequence, traditional methods either need very large memories or time consuming disk based sorting.
In constrast, the approx. algorithms can deal with > 10^10 values without disk based sorting.
 
All classes can be seen from various angles, for example as
1. Algorithm to compute quantiles.
2. 1-dim-equi-depth histogram.
3. 1-dim-histogram arbitrarily rebinnable in real-time.
4. A space efficient MultiSet data structure using lossy compression.
5. A space efficient value preserving bin of a 2-dim or d-dim histogram.
(All subject to an accuracy specified by the user.)

Have a look at the documentation of class {@link cern.jet.stat.quantile.QuantileFinderFactory} and the interface {@link cern.jet.stat.quantile.DoubleQuantileFinder} to learn more.
Most users will never need to know more than how to use these.
Actual implementations of the QuantileFinder interface are hidden.
They are indirectly constructed via the the factory.


Also see {@link hep.aida.bin.QuantileBin1D}, demonstrating how this package can be used.