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|
// Package histogram provides building blocks for fast histograms.
package histogram
import (
"math"
"sort"
"sync"
"github.com/valyala/fastrand"
)
var (
infNeg = math.Inf(-1)
infPos = math.Inf(1)
nan = math.NaN()
)
// Fast is a fast histogram.
//
// It cannot be used from concurrently running goroutines without
// external synchronization.
type Fast struct {
max float64
min float64
count uint64
a []float64
tmp []float64
rng fastrand.RNG
}
// NewFast returns new fast histogram.
func NewFast() *Fast {
f := &Fast{}
f.Reset()
return f
}
// Reset resets the histogram.
func (f *Fast) Reset() {
f.max = infNeg
f.min = infPos
f.count = 0
if len(f.a) > 0 {
f.a = f.a[:0]
f.tmp = f.tmp[:0]
} else {
// Free up memory occupied by unused histogram.
f.a = nil
f.tmp = nil
}
}
// Update updates the f with v.
func (f *Fast) Update(v float64) {
if v > f.max {
f.max = v
}
if v < f.min {
f.min = v
}
f.count++
if len(f.a) < maxSamples {
f.a = append(f.a, v)
return
}
if n := int(f.rng.Uint32n(uint32(f.count))); n < len(f.a) {
f.a[n] = v
}
}
const maxSamples = 1000
// Quantile returns the quantile value for the given phi.
func (f *Fast) Quantile(phi float64) float64 {
f.tmp = append(f.tmp[:0], f.a...)
sort.Float64s(f.tmp)
return f.quantile(phi)
}
// Quantiles appends quantile values to dst for the given phis.
func (f *Fast) Quantiles(dst, phis []float64) []float64 {
f.tmp = append(f.tmp[:0], f.a...)
sort.Float64s(f.tmp)
for _, phi := range phis {
q := f.quantile(phi)
dst = append(dst, q)
}
return dst
}
func (f *Fast) quantile(phi float64) float64 {
if len(f.tmp) == 0 || math.IsNaN(phi) {
return nan
}
if phi <= 0 {
return f.min
}
if phi >= 1 {
return f.max
}
idx := uint(phi*float64(len(f.tmp)-1) + 0.5)
if idx >= uint(len(f.tmp)) {
idx = uint(len(f.tmp) - 1)
}
return f.tmp[idx]
}
// GetFast returns a histogram from a pool.
func GetFast() *Fast {
v := fastPool.Get()
if v == nil {
return NewFast()
}
return v.(*Fast)
}
// PutFast puts hf to the pool.
//
// hf cannot be used after this call.
func PutFast(f *Fast) {
f.Reset()
fastPool.Put(f)
}
var fastPool sync.Pool
|
