/// <summary>
/// This method was created in VisualAge.
/// <summary>
/// <returns>double[]</returns>
/// <param name="values">cern.it.hepodbms.primitivearray.DoubleArrayList</param>
/// <param name="phis">double[]</param>
public static double ObservedEpsilonAtPhi(double phi, ExactDoubleQuantileFinder exactFinder, IDoubleQuantileFinder approxFinder)
{
int N = (int)exactFinder.Size;
int exactRank = (int)Utils.EpsilonCeiling(phi * N) - 1;
//Console.WriteLine("exactRank="+exactRank);
var tmp = exactFinder.QuantileElements(new DoubleArrayList(new double[] { phi }))[0]; // just to ensure exactFinder is sorted
double approxElement = approxFinder.QuantileElements(new DoubleArrayList(new double[] { phi }))[0];
//Console.WriteLine("approxElem="+approxElement);
IntArrayList approxRanks = BinaryMultiSearch(exactFinder.Buffer, approxElement);
int from = approxRanks[0];
int to = approxRanks[1];
int distance;
if (from <= exactRank && exactRank <= to)
{
distance = 0;
}
else
{
if (from > exactRank)
{
distance = System.Math.Abs(from - exactRank);
}
else
{
distance = System.Math.Abs(exactRank - to);
}
}
double epsilon = (double)distance / (double)N;
return(epsilon);
}
/// <summary>
/// <summary>
public static void TestQuantileCalculation(String[] args)
{
int size = int.Parse(args[0]);
int b = int.Parse(args[1]);
int k = int.Parse(args[2]);
//cern.it.util.Log.enableLogging(args[3].Equals("log"));
int chunks = int.Parse(args[4]);
Boolean computeExactQuantilesAlso = args[5].Equals("exact");
Boolean doShuffle = args[6].Equals("shuffle");
double epsilon = Double.Parse(args[7]);
double delta = Double.Parse(args[8]);
int quantiles = int.Parse(args[9]);
long max_N = long.Parse(args[10]);
Console.WriteLine("free=" + Cern.Colt.Karnel.FreePhysicalMemorySize);
Console.WriteLine("total=" + Cern.Colt.Karnel.TotalVisibleMemorySize);
double[] phis = { 0.001, 0.01, 0.1, 0.5, 0.9, 0.99, 0.999, 1.0 };
//int quantiles = phis.Length;
Timer timer = new Timer();
Timer timer2 = new Timer();
IDoubleQuantileFinder approxFinder;
approxFinder = QuantileFinderFactory.NewDoubleQuantileFinder(false, max_N, epsilon, delta, quantiles, null);
Console.WriteLine(approxFinder);
//new UnknownApproximateDoubleQuantileFinder(b,k);
//approxFinder = new ApproximateDoubleQuantileFinder(b,k);
/*
double[] returnSamplingRate = new double[1];
long[] result = ApproximateQuantileFinder.computeBestBandK(size*chunks, epsilon, delta, quantiles, returnSamplingRate);
approxFinder = new ApproximateQuantileFinder((int) result[0], (int) result[1]);
Console.WriteLine("epsilon="+epsilon);
Console.WriteLine("delta="+delta);
Console.WriteLine("samplingRate="+returnSamplingRate[0]);
*/
IDoubleQuantileFinder exactFinder = QuantileFinderFactory.NewDoubleQuantileFinder(false, -1, 0.0, delta, quantiles, null);
Console.WriteLine(exactFinder);
DoubleArrayList list = new DoubleArrayList(size);
for (int chunk = 0; chunk < chunks; chunk++)
{
list.Clear();
int d = chunk * size;
timer2.Start();
for (int i = 0; i < size; i++)
{
list.Add((double)(i + d));
}
timer2.Stop();
//Console.WriteLine("unshuffled="+list);
if (doShuffle)
{
Timer timer3 = new Timer();
timer3.Start();
list.Shuffle();
Console.WriteLine("shuffling took " + timer3.Interval.ToString());
timer3.Stop();
}
//Console.WriteLine("shuffled="+list);
//list.sort();
//Console.WriteLine("sorted="+list);
timer.Start();
approxFinder.AddAllOf(list);
timer.Stop();
if (computeExactQuantilesAlso)
{
exactFinder.AddAllOf(list);
}
}
Console.WriteLine("list.Add() took" + timer2);
Console.WriteLine("approxFinder.Add() took" + timer);
//Console.WriteLine("free="+Cern.Colt.Karnel.FreePhysicalMemorySize);
//Console.WriteLine("total="+Cern.Colt.Karnel.TotalVisibleMemorySize);
timer.Stop();
timer.Start();
//approxFinder.close();
DoubleArrayList approxQuantiles = approxFinder.QuantileElements(new DoubleArrayList(phis));
Console.WriteLine(timer.Display);
timer.Stop();
Console.WriteLine("Phis=" + new DoubleArrayList(phis));
Console.WriteLine("ApproxQuantiles=" + approxQuantiles);
//Console.WriteLine("MaxLevel of full buffers="+maxLevelOfFullBuffers(approxFinder.bufferSet));
//Console.WriteLine("total buffers filled="+ approxFinder.totalBuffersFilled);
//Console.WriteLine("free="+Cern.Colt.Karnel.FreePhysicalMemorySize);
//Console.WriteLine("total="+Cern.Colt.Karnel.TotalVisibleMemorySize);
if (computeExactQuantilesAlso)
{
Console.WriteLine("Comparing with exact quantile computation...");
timer.Reset();
//exactFinder.close();
DoubleArrayList exactQuantiles = exactFinder.QuantileElements(new DoubleArrayList(phis));
Console.WriteLine(timer.Display);
timer.Stop();
Console.WriteLine("ExactQuantiles=" + exactQuantiles);
//double[] errors1 = errors1(exactQuantiles.ToArray(), approxQuantiles.ToArray());
//Console.WriteLine("Error1="+new DoubleArrayList(errors1));
/*
DoubleArrayList buffer = new DoubleArrayList((int)exactFinder.Count);
exactFinder.forEach(
new cern.colt.function.DoubleFunction() {
public void apply(double element) {
buffer.Add(element);
}
}
);
*/
DoubleArrayList observedEpsilons = ObservedEpsilonsAtPhis(new DoubleArrayList(phis), (ExactDoubleQuantileFinder)exactFinder, approxFinder, epsilon);
Console.WriteLine("observedEpsilons=" + observedEpsilons);
double element = 1000.0f;
Console.WriteLine("exact phi(" + element + ")=" + exactFinder.Phi(element));
Console.WriteLine("apprx phi(" + element + ")=" + approxFinder.Phi(element));
Console.WriteLine("exact elem(phi(" + element + "))=" + exactFinder.QuantileElements(new DoubleArrayList(new double[] { exactFinder.Phi(element) })));
Console.WriteLine("apprx elem(phi(" + element + "))=" + approxFinder.QuantileElements(new DoubleArrayList(new double[] { approxFinder.Phi(element) })));
}
}
/// <summary>
/// Observed epsilon
/// <summary>
public static double Epsilon(DoubleArrayList sortedList, IDoubleQuantileFinder finder, double phi)
{
double element = finder.QuantileElements(new DoubleArrayList(new double[] { phi }))[0];
return Epsilon(sortedList, phi, element);
}