roc-streaminggh-752: Implement mov_quantile() in MovHistogram

gavv · Aug 1, 2024 · 35b621d · 35b621d
1 parent e805a82
commit 35b621d
Show file tree

Hide file tree

Showing 2 changed files with 65 additions and 0 deletions.
diff --git a/src/internal_modules/roc_stat/mov_histogram.h b/src/internal_modules/roc_stat/mov_histogram.h
@@ -86,6 +86,26 @@ template <typename T> class MovHistogram {
         return bins_[bin_index];
     }
 
+    //! Get approximated moving quantile.
+    //! @note
+    //!  Has O(num_bins) complexity.
+    T mov_quantile(const double quantile) const {
+        T cap;
+        size_t count = 0;
+
+        for (size_t bin_index = 0; bin_index < num_bins_; bin_index++) {
+            cap = value_range_min_ + bin_width_ * (bin_index + 1);
+            count += bins_[bin_index];
+
+            const double ratio = (double)count / ring_buffer_.size();
+            if (ratio >= quantile) {
+                break;
+            }
+        }
+
+        return cap;
+    }
+
     //! Add a value to the histogram.
     //! @note
     //!  Has O(1) complexity.

diff --git a/src/tests/roc_stat/test_mov_histogram.cpp b/src/tests/roc_stat/test_mov_histogram.cpp
@@ -213,5 +213,50 @@ TEST(mov_histogram, clamping_values) {
     LONGS_EQUAL(3, hist.mov_counter(9));
 }
 
+TEST(mov_histogram, quantile) {
+    const size_t value_range_min = 0;
+    const size_t value_range_max = 100;
+    const size_t num_bins = 10;
+    const size_t win_length = 10;
+
+    MovHistogram<size_t> hist(arena, value_range_min, value_range_max, num_bins,
+                              win_length);
+    CHECK(hist.is_valid());
+
+    hist.add(5);
+    hist.add(15);
+    hist.add(25);
+    hist.add(35);
+    hist.add(45);
+    hist.add(55);
+    hist.add(65);
+    hist.add(75);
+    hist.add(85);
+    hist.add(95);
+
+    //   0   1   2   3   4   5   6   7   8   9
+    // +---+---+---+---+---+---+---+---+---+---+
+    // | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
+    // +---+---+---+---+---+---+---+---+---+---+
+
+    LONGS_EQUAL(100, hist.mov_quantile(1.0));
+    LONGS_EQUAL(40, hist.mov_quantile(0.4));
+    LONGS_EQUAL(10, hist.mov_quantile(0.1));
+
+    hist.add(75);
+    hist.add(75);
+    hist.add(85);
+
+    //   0   1   2   3   4   5   6   7   8   9
+    // +---+---+---+---+---+---+---+---+---+---+
+    // | 0 | 0 | 0 | 1 | 1 | 1 | 1 | 3 | 2 | 1 |
+    // +---+---+---+---+---+---+---+---+---+---+
+
+    LONGS_EQUAL(100, hist.mov_quantile(1.0));
+    LONGS_EQUAL(80, hist.mov_quantile(0.7));
+    LONGS_EQUAL(70, hist.mov_quantile(0.4));
+    LONGS_EQUAL(40, hist.mov_quantile(0.1));
+}
+
 } // namespace stat
 } // namespace roc