private void VerifyPercsWithAbsoluteEpsilon(double[] a, SampleStream s, IReadOnlyList <QuantileEpsilonPair> targets)
{
foreach (var target in targets)
{
double n = a.Length;
int k = (int)(target.Quantile * n);
if (k < 1)
{
k = 1;
}
int lower = (int)((target.Quantile - target.Epsilon) * n);
if (lower < 1)
{
lower = 1;
}
int upper = (int)Math.Ceiling((target.Quantile + target.Epsilon) * n);
if (upper > a.Length)
{
upper = a.Length;
}
double w = a[k - 1];
double min = a[lower - 1];
double max = a[upper - 1];
double g = s.Query(target.Quantile);
Assert.True(g >= min, $"q={target.Quantile}: want {w} [{min}, {max}], got {g}");
Assert.True(g <= max, $"q={target.Quantile}: want {w} [{min}, {max}], got {g}");
}
}
public void TestDefaults()
{
var q = new SampleStream(Invariants.Targeted(new[] { new QuantileEpsilonPair(0.99d, 0.001d) }));
double g = q.Query(0.99);
Assert.Equal(double.NaN, g);
}
public void TestUncompressedOne()
{
var q = new SampleStream(Invariants.Targeted(new[] { new QuantileEpsilonPair(0.99d, 0.001d) }));
q.InsertRange(new[] { 3.14 });
double g = q.Query(0.90);
Assert.Equal(3.14, g);
}
private void VerifyHighPercsWithRelativeEpsilon(double[] a, SampleStream s)
{
Array.Sort(a);
foreach (double qu in _highQuantiles)
{
double n = a.Length;
int k = (int)(qu * n);
int lowerRank = (int)((1 - ((1 + _relativeEpsilon) * (1 - qu))) * n);
int upperRank = (int)Math.Ceiling((1 - ((1 - _relativeEpsilon) * (1 - qu))) * n);
double w = a[k - 1];
double min = a[lowerRank - 1];
double max = a[upperRank - 1];
double g = s.Query(qu);
Assert.True(g >= min, $"q={qu}: want {w} [{min}, {max}], got {g}");
Assert.True(g <= max, $"q={qu}: want {w} [{min}, {max}], got {g}");
}
}
