DDSketch

Struct DDSketch 

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pub struct DDSketch { /* private fields */ }
Expand description

A DDSketch quantile sketch with relative-error guarantees.

The sketch stores counts in a BTreeMap keyed by bucket index. The bucket index for a positive value v is floor(log(v) / log(gamma)) where gamma = (1 + alpha) / (1 - alpha). Zero has a special bucket index of i64::MIN.

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impl DDSketch

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pub fn new() -> Self

Create a new DDSketch with the default relative error (1%) and max buckets (8192).

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pub fn with_alpha(alpha: f64, max_buckets: usize) -> Self

Create a new DDSketch with the given relative error and max buckets. alpha must be in (0, 1).

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pub fn alpha(&self) -> f64

The relative error guarantee (alpha).

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pub fn count(&self) -> u64

The total number of samples recorded.

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pub fn mean(&self) -> f64

The arithmetic mean of all recorded samples.

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pub fn add(&mut self, v: f64)

Record a value into the sketch. The value is non-negative (latencies). Negative values are treated as zero.

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pub fn quantile(&self, p: f64) -> f64

Estimate the quantile at p (0.0 to 1.0). Returns 0.0 if no samples have been recorded. The returned value is within (1 + alpha) of the true quantile.

The estimate is the lower bound of the bucket containing the target rank. This is a conservative (lower) estimate; the true quantile is in [estimate, estimate * gamma].

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pub fn merge(&mut self, other: &DDSketch)

Merge another DDSketch into this one. Both sketches must have the same alpha (the relative error guarantee). The merged sketch has the union of all buckets.

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pub fn reset(&mut self)

Reset the sketch to empty (zero samples, zero buckets).

Trait Implementations§

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impl Debug for DDSketch

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for DDSketch

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fn default() -> Self

Returns the “default value” for a type. Read more

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