public void TestSingleItem()
{
var quantiles = GenerateTestQuantiles(0.001).ToArray();
var sketch = new DDSketch();
CompareAgainstExactQuantiles(sketch,
dataset: new double[] { 1 },
quantiles);
}
public void TestUniformlyDistributed(
int seed,
int size,
double range = 5.0,
double increment = 0.001)
{
var quantiles = GenerateTestQuantiles(increment).ToArray();
var rng = new Random(seed);
var dataset = Enumerable.Range(0, size).Select(_ => (rng.NextDouble() - 0.5) * range).ToList();
var sketch = new DDSketch();
CompareAgainstExactQuantiles(
sketch,
dataset,
quantiles);
}
public void CompareAgainstExactQuantiles(
DDSketch sketch,
IReadOnlyList <double> dataset,
double[] quantiles)
{
Contract.Requires(sketch.Count == 0);
foreach (var element in dataset)
{
sketch.Insert(element);
}
// Computation of all of these is done in the same order, so results should be the same.
sketch.Count.Should().Be((ulong)dataset.Count);
sketch.Sum.Should().Be(dataset.Sum());
sketch.Average.Should().Be(dataset.Average());
sketch.Max.Should().Be(dataset.Max());
sketch.Min.Should().Be(dataset.Min());
var sortedSequence = dataset.ToList();
sortedSequence.Sort();
foreach (var quantile in quantiles)
{
// NOTE(jubayard): this is floating point code, with relatively sensitive behavior with respect to
// operations. Be careful :)
var(minExact, maxExact) = ExactQuantile(sortedSequence, quantile);
var estimate = sketch.Quantile(quantile);
// 1e-12 is the acceptable error due to floating point approximation
var minExpected = minExact * (1 - sketch.Alpha) - 1e12;
var maxExpected = maxExact * (1 + sketch.Alpha) + 1e12;
Assert.True(estimate >= minExpected && estimate <= maxExpected, $"Min=[{minExpected}] Max=[{maxExpected}] Estimate=[{estimate}]");
}
}
