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Elasticsearch subproject :libs:elasticsearch-tdigest
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/*
* Licensed to Elasticsearch B.V. under one or more contributor
* license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright
* ownership. Elasticsearch B.V. licenses this file to you 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.
*
* This project is based on a modification of https://github.com/tdunning/t-digest which is licensed under the Apache 2.0 License.
*/
package org.elasticsearch.tdigest;
public abstract class AbstractTDigest extends TDigest {
/**
* Same as {@link #weightedAverageSorted(double, double, double, double)} but flips
* the order of the variables if x2
is greater than
* x1
.
*/
static double weightedAverage(double x1, double w1, double x2, double w2) {
if (x1 <= x2) {
return weightedAverageSorted(x1, w1, x2, w2);
} else {
return weightedAverageSorted(x2, w2, x1, w1);
}
}
/**
* Compute the weighted average between x1
with a weight of
* w1
and x2
with a weight of w2
.
* This expects x1
to be less than or equal to x2
* and is guaranteed to return a number in [x1, x2]
. An
* explicit check is required since this isn't guaranteed with floating-point
* numbers.
*/
private static double weightedAverageSorted(double x1, double w1, double x2, double w2) {
assert x1 <= x2;
final double x = (x1 * w1 + x2 * w2) / (w1 + w2);
return Math.max(x1, Math.min(x, x2));
}
/**
* Interpolate from a given value given a low and a high reference values
* @param x value to interpolate from
* @param x0 low reference value
* @param x1 high reference value
* @return interpolated value
*/
static double interpolate(double x, double x0, double x1) {
return (x - x0) / (x1 - x0);
}
@Override
public void add(TDigest other) {
for (Centroid centroid : other.centroids()) {
add(centroid.mean(), centroid.count());
}
}
}
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