Class Quantile

java.lang.Object
io.jenetics.stat.Quantile
All Implemented Interfaces:
DoubleConsumer

public class Quantile extends Object implements DoubleConsumer
Implementation of the quantile estimation algorithm published by

Raj JAIN and Imrich CHLAMTAC: The P2 Algorithm for Dynamic Calculation of Quantiles and Histograms Without Storing Observations
[Communications of the ACM; October 1985, Volume 28, Number 10]

This class is designed to work with (though does not require) streams. For example, you can compute the quantile with:

final DoubleStream stream = ... final Quantile quantile = stream.collect( () -> new Quantile(0.23), Quantile::accept, Quantile::combine );
Since:
1.0
Version:
6.0
See Also:
Implementation Note:
This implementation is not thread safe. However, it is safe to use on a parallel stream, because the parallel implementation of Stream.collect() provides the necessary partitioning, isolation, and merging of results for safe and efficient parallel execution. Using this class in the collect method of a parallel stream can lead to a reduced accuracy of the quantile value. Since this implementation is an estimation algorithm, combining the estimations will only work for large streams (size >> 1000).
  • Constructor Summary

    Constructors
    Constructor
    Description
    Quantile(double quantile)
    Create a new quantile accumulator with the given value.
  • Method Summary

    Modifier and Type
    Method
    Description
    void
    accept(double value)
     
    Combine two Quantile objects.
    long
    Return the number of samples the quantile value was calculated of.
    double
    Return the quantile this object has been parametrized with.
    void
    Reset this object to its initial state.
    boolean
    Compares the state of two Quantile objects.
    static <T> Collector<T,?,Quantile>
    toMedian(ToDoubleFunction<? super T> mapper)
    Return a Collector which applies a double-producing mapping function to each input element, and returns the median for the resulting values.
    static <T> Collector<T,?,Quantile>
    toQuantile(double quantile, ToDoubleFunction<? super T> mapper)
    Return a Collector which applies a double-producing mapping function to each input element, and returns quantiles for the resulting values.
     
    double
    Return the computed quantile value.

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

    Methods inherited from interface java.util.function.DoubleConsumer

    andThen
  • Constructor Details

    • Quantile

      public Quantile(double quantile)
      Create a new quantile accumulator with the given value.
      Parameters:
      quantile - the wished quantile value.
      Throws:
      IllegalArgumentException - if the quantile is not in the range [0, 1].
  • Method Details

    • reset

      public void reset()
      Reset this object to its initial state.
    • quantile

      public double quantile()
      Return the quantile this object has been parametrized with.
      Returns:
      the quantile this object has been parametrized with
      Since:
      3.1
    • value

      public double value()
      Return the computed quantile value.
      Returns:
      the quantile value.
    • count

      public long count()
      Return the number of samples the quantile value was calculated of.
      Returns:
      the number of samples the quantile value was calculated of
    • accept

      public void accept(double value)
      Specified by:
      accept in interface DoubleConsumer
    • combine

      public Quantile combine(Quantile other)
      Combine two Quantile objects.
      Parameters:
      other - the other Quantile object to combine
      Returns:
      this
      Throws:
      NullPointerException - if the other object is null.
      IllegalArgumentException - if the quantile() of the other object differs from this one.
      Since:
      3.1
    • sameState

      public boolean sameState(Quantile other)
      Compares the state of two Quantile objects. This is a replacement for the Object.equals(Object) which is not advisable to implement for this mutable object. If two objects have the same state, it has still the same state when updated with the same value.
      final Quantile q1 = ...; final Quantile q2 = ...; if (q1.sameState(q2)) { final double value = random.nextDouble(); q1.accept(value); q2.accept(value); assert q1.sameState(q2); assert q2.sameState(q1); assert q1.sameState(q1); }
      Parameters:
      other - the other object for the test
      Returns:
      true the this and the other objects have the same state, false otherwise
      Since:
      3.7
    • toString

      public String toString()
      Overrides:
      toString in class Object
    • toQuantile

      public static <T> Collector<T,?,Quantile> toQuantile(double quantile, ToDoubleFunction<? super T> mapper)
      Return a Collector which applies a double-producing mapping function to each input element, and returns quantiles for the resulting values.
      final Stream<SomeObject> stream = ... final Quantile quantile = stream .collect(toQuantile(0.25, v -> v.doubleValue()));
      Type Parameters:
      T - the type of the input elements
      Parameters:
      quantile - the wished quantile value.
      mapper - a mapping function to apply to each element
      Returns:
      a Collector implementing the quantile reduction
      Throws:
      NullPointerException - if the given mapper is null
      IllegalArgumentException - if the quantile is not in the range [0, 1].
    • toMedian

      public static <T> Collector<T,?,Quantile> toMedian(ToDoubleFunction<? super T> mapper)
      Return a Collector which applies a double-producing mapping function to each input element, and returns the median for the resulting values.
      final Stream<SomeObject> stream = ... final Quantile median = stream.collect(toMedian(v -> v.doubleValue()));
      Type Parameters:
      T - the type of the input elements
      Parameters:
      mapper - a mapping function to apply to each element
      Returns:
      a Collector implementing the quantile reduction
      Throws:
      NullPointerException - if the given mapper is null