Log

• Add a basic .gitignore by Caio 8 years ago
• More README tweaks 💬 by Caio 8 years ago

  Now we frame gopkg.in secondly since the expected preferred
  installation method is soon gonna be via `get+dep`
  

• Make travis use `dep` when testing by Caio 8 years ago
• Control dependencies via dep 💬 by Caio 8 years ago

  This patch freezes the go_rng dependency to a particular
  commit since the project doesn't tag its stable releases.
  

• Add tests for a heavily skewed gamma distribution 💬 by Caio 8 years ago

  The code is mostly borrowed from TDigestTest.java and
  could easily be modified to allow testing with multiple
  distributions/ranges. Closes #13
  
  Note that this patch adds a new test-only dependency but
  we don't use any form of dependency management - this
  will come in a subsequent patch.
  

• Add new CDF(float64) public method by Caio 8 years ago
• Add a simple CONTRIBUTING.md guide by Caio 8 years ago
• Beef the README up a bit by Caio 8 years ago
• Remove TDigest.Len() from the public interface 💬 by Caio 8 years ago

  I can't think of a scenario where one would really care about
  how many distinct centroids are in the digest, so away this
  goes on a major release. Adding it back in case it's needed
  won't require a major release.
  

• Tweak the docs a bit 💬 by Caio 8 years ago

  Paragraphs are good!
  

• Introduce TDigest.Count() 💬 by Caio 8 years ago

  Expose the count of samples publicly so that users can more
  easily deicde what to do when the digest has too many samples.
  

• Change TDigest.count to uint64 (was uint32) 💬 by Caio 8 years ago

  So now we can register more than 4B samples and still reply with valid
  quantile estimations, but notice that centroid counts are still uint32
  and that `t.count` is used for floating point divisions across the
  algorithms so a really big count is not really desirable.
  
  Individual centroid counts wrapping around uint32 is a pathological
  scenario that can totally be simulated and treated for, but that would
  mean a lot of extra comparisons added in the critical path, so I prefer
  to leave that to the user's decision.
  

• Update README with configuration notes by Caio 8 years ago
• Get rid of the centroid abstraction 💬 by Caio 8 years ago

  This was only being used to pack {float64,uint32}, all the
  other functionality was skipped or became unused over
  time for performance reasons. Away it goes.
  

• Expose options to change the RNG being used 💬 by Caio 8 years ago

  This patch creates a new public interface `TDigestRNG`
  and exposes two new options:
  
  - tdigest.RandomNumberGenerator(TDigestRNG)
  - tdigest.LocalRandomNumberGenerator(seed)
  

• Abstract math/rand usage into the TDigestRNG interface by Caio 8 years ago
• Make Add take only one parameter, introduce AddWeighted 💬 by Caio 8 years ago

  This patch renames the previous Add(float64,uint32) to AddWeighted
  and introduces a method Add(float64) which is simply an alias
  to AddWeighted(float64,1).
  

• Make New() return an error instead of panic()ing 💬 by Caio 8 years ago

  This patch now makes New() return a (*TDigest,error) tuple,
  which makes deserialization safe without having to trap
  for panic()s.
  
  The only remaining panic() is for bad input in a public
  function (`Quantile(float64)`). I'm keen on keeping it.
  

• Introduce a parameter-less New() 💬 by Caio 8 years ago

  Now `tdigest.New()` gives a sane ready-to-use-in-most-cases digest.
  
  Configuration should be done via self referential functions. Ex:
  
      // create a digest with compression of 200
      tdigest.New(tdigest.Compression(200))
  
  Notice that New() can still panic, which means that deserialization
  if still more dangerous than it should.
  

• Get rid of the x/w aliases to value/count by Caio 8 years ago
• Get rid of TDigest._{count,mean} aliases 💬 by Caio 8 years ago

  This patch gets rid of the _count() and _mean() helpers and move
  them into the summary package. What I really wanted were macros,
  but hey ¯\_(ツ)_/¯
  
  Summary is still leaky, but at least TDigest only uses its
  public interfaces now.
  

• Rename `{}summary.keys` to `means` 💬 by Caio 8 years ago

  $ gorename -from '"github.com/caio/go-tdigest".summary.keys' -to means
  

• Completely rework the quantile estimation codepath 💬 by Caio 8 years ago

  This patch is too big, but there isn't much getting away from it
  in smaller steps because summary{} and TDigest{} are actually
  tightly coupled (i.e.: the abstraction is mostly useful for
  code organization but fails at isolation).
  
  The major changes are:
  
  - Summaries now hold repeated items instead of just unique means
    and their respective counts (which led to changes in how the
    digest adds new centroids too)
  - Quantile estimation is now a straight port from the reference
    implementation (issue-84 branch)
  
  The digest now doesn't potentially report completely wrong values
  on distributions with multiple steep hills nor biases in favour
  of big centroids with few occurrences.
  
  This patch closes #12. Some historical details for the motivation
  for this work can be found on PR #11.
  

• Make TestMerge more thorough 💬 by Caio 8 years ago

  This patch makes the test use multiple partitioning configurations and
  a lot more items (so that we can partition and merge more). This in
  turn means that the whole test is significantly slower (still very
  tolerable though) but helps uncover subtle drifts where precision
  is lower.
  

• Output more details when TestRespectBounds fails by Caio 8 years ago
• Add TestSingletonInACrowd 💬 by Caio 8 years ago

  Notice that this test has its exterme quantile (0.999)
  skipped because the java reference implementation behaves
  the same. Reasoning and more details on issue #12
  

• Drop TestNonUniformDistribution 💬 by Caio 8 years ago

  I know it's weird to drop failing tests, but bear with me:
  
  This test was added on 011e706e and has worked nicely since
  then, however I'm having a hard time accepting the error
  thresholds for this manually crafted distribution. Given
  that it fails with the java implementation as well (AVL
  and Merging -based versions), I'm considering it bugged.
  
  I'll revisit this one day, but it looks like to me it
  would be more productive to actually test distributions
  and their relative errors in a standard manner as in
  TDigestTest.java
  
  --- FAIL: TestNonUniformDistribution (0.00s)
          tdigest_test.go:85: T-Digest.Quantile(0.2500) = 420.1363 vs actual 499.9531. Diff (79.8168) >= 11.0000
  

• Make travis CI test with go 1.9, drop 1.6 by Caio 8 years ago
• Merge pull request #11 from christineyen/master 💬 by Caio 8 years ago

  Ensure returned values stay within bounds

• Ensure returned values stay within bounds by Christine Yen 8 years ago