MergingDigest Class |
Compression | N | k |
50 | 78 | 25 |
100 | 157 | 42 |
200 | 314 | 73 |
Namespace: FinAnalysis.Histogram
[SerializableAttribute] public class MergingDigest
The MergingDigest type exposes the following members.
Name | Description | |
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MergingDigest(Double) |
Allocates a buffer merging t-digest. This is the normally used constructor that
allocates default sized internal arrays. Other versions are available, but should
only be used for special cases.
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MergingDigest(Double, Int32) |
If you know the size of the temporary buffer for incoming points, you can use this entry point.
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MergingDigest(Double, Int32, Int32) |
Fully specified constructor. Normally only used for deserializing a buffer t-digest.
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Name | Description | |
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CentroidCount |
The number of centroids in the collection.
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Centroids |
The CDF approximation centroids.
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Compression |
Returns the current compression factor.
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Max |
The observed data maximum value.
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Min |
The observed data minimum value.
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Size |
Returns the number of points that have been added to this TDigest.
(The sum of the weights on all centroids.)
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Name | Description | |
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Add(Double) |
Add a sample to this TDigest.
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Add(ListMergingDigest) | ||
Add(Double, Int32) |
Adds a sample to a histogram.
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Cdf |
Returns the fraction of all points added which are less than x.
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Compress |
Re-examines a t-digest to determine whether some centroids are redundant.If your data are
perversely ordered, this may be a good idea.Even if not, this may save 20% or so in space.
The cost is roughly the same as adding as many data points as there are centroids.This
is typically < 10 * compression, but could be as high as 100 * compression.
This is a destructive operation that is not thread-safe.
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
GetHashCode | Serves as the default hash function. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
Quantile |
Returns an estimate of the cutoff such that a specified fraction of the data
added to this TDigest would be less than or equal to the cutoff.
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ToString | Returns a string that represents the current object. (Inherited from Object.) |