/// <summary>
/// Creates a new QuantileEstimator.
/// </summary>
/// <param name="maximumError">The allowed error in the return value of GetProbLessThan. Must be greater than 0 and less than 1. As a rule of thumb, set this to the reciprocal of the number of desired quantiles.</param>
public QuantileEstimator(double maximumError)
{
if (maximumError <= 0)
{
throw new ArgumentOutOfRangeException(nameof(maximumError), "maximumError <= 0");
}
if (maximumError >= 1)
{
throw new ArgumentOutOfRangeException(nameof(maximumError), "maximumError >= 1");
}
this.MaximumError = maximumError;
// maxError = 0.05 gives bufferCount = 6, bufferLength = 46
double invError = 1 / maximumError;
int bufferCount = 1 + Math.Max(1, (int)Math.Ceiling(Math.Log(invError, 2)));
if (bufferCount < 2)
{
throw new Exception("bufferCount < 2");
}
buffers = new double[bufferCount][];
countInBuffer = new int[bufferCount];
rand = SerializableRandom.CreateNew(Rand.Int());
}
/// <summary> /// Sets the seed used for random number generation. /// </summary> /// <param name="seed">Specify the seed to use for random number generation.</param> public void SetRandomSeed(int seed) => rand = SerializableRandom.CreateNew(seed);