def test_merge():
    t = TDigest()
    t2 = TDigest()
    t3 = TDigest()
    a = np.random.uniform(0, 1, N)
    b = np.random.uniform(2, 3, N)
    data = np.concatenate([a, b])
    t2.update(a)
    t3.update(b)

    t2_centroids = t2.centroids()

    t.merge(t2, t3)
    assert t.min() == min(t2.min(), t3.min())
    assert t.max() == max(t2.max(), t3.max())
    assert t.size() == t2.size() + t3.size()
    # Check no mutation of args
    assert (t2.centroids() == t2_centroids).all()

    # *Quantile
    q = np.array([0.001, 0.01, 0.1, 0.3, 0.5, 0.7, 0.9, 0.99, 0.999])
    est = t.quantile(q)
    q_est = quantiles_to_q(data, est)
    np.testing.assert_allclose(q, q_est, atol=0.012, rtol=0)

    # *CDF
    x = q_to_x(data, q)
    q_est = t.cdf(x)
    np.testing.assert_allclose(q, q_est, atol=0.005)

    with pytest.raises(TypeError):
        t.merge(t2, 'not a tdigest')
Example #2
0
    def percentiles_from_tdigest(self, q, *digests):
        # pylint: disable = import-outside-toplevel
        from crick import TDigest

        t = TDigest()
        t.merge(*digests)
        return np.array(t.quantile(q))
Example #3
0
def _percentiles_from_tdigest(qs, digests):

    from crick import TDigest

    t = TDigest()
    t.merge(*digests)

    return np.array(t.quantile(qs / 100.0))
Example #4
0
def _percentiles_from_tdigest(qs, digests):

    from crick import TDigest

    t = TDigest()
    t.merge(*digests)

    return np.array(t.quantile(qs / 100.0))