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/*
 * Copyright 2015-2020 the original author or authors.
 *
 * 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.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package io.rsocket.loadbalance;

import java.util.SplittableRandom;

/**
 * Reference: Ma, Qiang, S. Muthukrishnan, and Mark Sandler. "Frugal Streaming for Estimating
 * Quantiles." Space-Efficient Data Structures, Streams, and Algorithms. Springer Berlin Heidelberg,
 * 2013. 77-96.
 *
 * 

More info: http://blog.aggregateknowledge.com/2013/09/16/sketch-of-the-day-frugal-streaming/ */ class FrugalQuantile implements Quantile { final double increment; final SplittableRandom rnd; int step; int sign; double quantile; volatile double estimate; public FrugalQuantile(double quantile, double increment) { this.increment = increment; this.quantile = quantile; this.estimate = 0.0; this.step = 1; this.sign = 0; this.rnd = new SplittableRandom(System.nanoTime()); } public FrugalQuantile(double quantile) { this(quantile, 1.0); } public synchronized void reset(double quantile) { this.quantile = quantile; this.estimate = 0.0; this.step = 1; this.sign = 0; } public double estimation() { return estimate; } @Override public synchronized void insert(double x) { if (sign == 0) { estimate = x; sign = 1; } else { final double v = rnd.nextDouble(); final double estimate = this.estimate; if (x > estimate && v > (1 - quantile)) { higher(x); } else if (x < estimate && v > quantile) { lower(x); } } } private void higher(double x) { double estimate = this.estimate; step += sign * increment; if (step > 0) { estimate += step; } else { estimate += 1; } if (estimate > x) { step += (x - estimate); estimate = x; } if (sign < 0) { step = 1; } sign = 1; this.estimate = estimate; } private void lower(double x) { double estimate = this.estimate; step -= sign * increment; if (step > 0) { estimate -= step; } else { estimate--; } if (estimate < x) { step += (estimate - x); estimate = x; } if (sign > 0) { step = 1; } sign = -1; this.estimate = estimate; } @Override public String toString() { return "FrugalQuantile(q=" + quantile + ", v=" + estimate + ")"; } }





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