cpp/src/tdigest_merge_accuracy_profile_impl.hpp

/*
 * Licensed to the Apache Software Foundation (ASF) under one
 * or more contributor license agreements.  See the NOTICE file
 * distributed with this work for additional information
 * regarding copyright ownership.  The ASF licenses this file
 * to you under the Apache License, Version 2.0 (the
 * "License"); you may not use this file except in compliance
 * with the License.  You may obtain a copy of the License at
 *
 *   http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing,
 * software distributed under the License is distributed on an
 * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
 * KIND, either express or implied.  See the License for the
 * specific language governing permissions and limitations
 * under the License.
 */

#ifndef TDIGEST_MERGE_ACCURACY_PROFILE_IMPL_HPP_
#define TDIGEST_MERGE_ACCURACY_PROFILE_IMPL_HPP_

#include <tdigest.hpp>
#include <req_sketch.hpp>

#include "true_rank.hpp"

namespace datasketches {

template<typename T>
void tdigest_merge_accuracy_profile<T>::run_trial(std::vector<T>& values, size_t stream_length, uint16_t k,
    const std::vector<double>& ranks, std::vector<std::vector<double>>& rank_errors) {

  const size_t num_sketches = 32;
  std::vector<tdigest<T>> sketches;
  for (size_t i = 0; i < num_sketches; ++i) sketches.push_back(tdigest<T>(k));

  size_t s = 0;
  for (size_t i = 0; i < stream_length; ++i) {
    sketches[s].update(values[i]);
    ++s;
    if (s == num_sketches) s = 0;
  }

  tdigest<T> merge_sketch(k);
  for (size_t i = 0; i < num_sketches; ++i) merge_sketch.merge(sketches[i]);

  std::sort(values.begin(), values.begin() + stream_length);
  unsigned j = 0;
  for (const double rank: ranks) {
    const T quantile = get_quantile(values, stream_length, rank);
    const double true_rank = get_rank(values, stream_length, quantile, MIDPOINT);
    rank_errors[j++].push_back(std::abs(merge_sketch.get_rank(quantile) - true_rank));
  }
}

}

#endif