75 lines
2.0 KiB
C
75 lines
2.0 KiB
C
/*
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* Copyright (c) 2019 TAOS Data, Inc. <jhtao@taosdata.com>
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*
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* This program is free software: you can use, redistribute, and/or modify
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* it under the terms of the GNU Affero General Public License, version 3
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* or later ("AGPL"), as published by the Free Software Foundation.
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*
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* This program is distributed in the hope that it will be useful, but WITHOUT
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* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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* FITNESS FOR A PARTICULAR PURPOSE.
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*
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* You should have received a copy of the GNU Affero General Public License
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* along with this program. If not, see <http://www.gnu.org/licenses/>.
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*/
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/*
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* include/tdigest.c
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*
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* Copyright (c) 2016, Usman Masood <usmanm at fastmail dot fm>
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*/
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#ifndef TDIGEST_H
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#define TDIGEST_H
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#include "os.h"
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#ifndef M_PI
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#define M_PI 3.14159265358979323846264338327950288 /* pi */
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#endif
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#define DOUBLE_MAX 1.79e+308
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#define ADDITION_CENTROID_NUM 2
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#define COMPRESSION 300
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#define GET_CENTROID(compression) (ceil(compression * M_PI / 2) + 1 + ADDITION_CENTROID_NUM)
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#define GET_THRESHOLD(compression) (7.5 + 0.37 * compression - 2e-4 * pow(compression, 2))
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#define TDIGEST_SIZE(compression) \
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(sizeof(TDigest) + sizeof(SCentroid) * GET_CENTROID(compression) + sizeof(SPt) * GET_THRESHOLD(compression))
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typedef struct SCentroid {
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double mean;
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int64_t weight;
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} SCentroid;
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typedef struct SPt {
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double value;
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int64_t weight;
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} SPt;
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typedef struct TDigest {
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double compression;
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int32_t threshold;
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int64_t size;
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int64_t total_weight;
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double min;
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double max;
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int32_t num_buffered_pts;
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SPt *buffered_pts;
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int32_t num_centroids;
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SCentroid *centroids;
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} TDigest;
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TDigest *tdigestNewFrom(void *pBuf, int32_t compression);
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void tdigestAdd(TDigest *t, double x, int64_t w);
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void tdigestMerge(TDigest *t1, TDigest *t2);
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double tdigestQuantile(TDigest *t, double q);
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void tdigestCompress(TDigest *t);
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void tdigestFreeFrom(TDigest *t);
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void tdigestAutoFill(TDigest *t, int32_t compression);
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#endif /* TDIGEST_H */
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