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A

AbstractTDigest - Class in com.tdunning.math.stats
 
AbstractTDigest() - Constructor for class com.tdunning.math.stats.AbstractTDigest
 
add(double) - Method in class com.tdunning.math.stats.AbstractTDigest
Adds a sample to a histogram.
add(TDigest) - Method in class com.tdunning.math.stats.AbstractTDigest
 
add(double, int) - Method in class com.tdunning.math.stats.AVLTreeDigest
 
add(List<? extends TDigest>) - Method in class com.tdunning.math.stats.AVLTreeDigest
 
add(double, int, List<Double>) - Method in class com.tdunning.math.stats.AVLTreeDigest
 
add(double, int) - Method in class com.tdunning.math.stats.Centroid
 
add(double, int, Iterable<? extends Double>) - Method in class com.tdunning.math.stats.Centroid
 
add(double) - Method in class com.tdunning.math.stats.Histogram
 
add(double, int) - Method in class com.tdunning.math.stats.MergingDigest
 
add(List<? extends TDigest>) - Method in class com.tdunning.math.stats.MergingDigest
 
add(long, long[]) - Method in class com.tdunning.math.stats.Simple64
 
add(double, int) - Method in class com.tdunning.math.stats.TDigest
Adds a sample to a histogram.
add(List<? extends TDigest>) - Method in class com.tdunning.math.stats.TDigest
 
add(double) - Method in class com.tdunning.math.stats.TDigest
Add a sample to this TDigest.
add(TDigest) - Method in class com.tdunning.math.stats.TDigest
Add all of the centroids of another TDigest to this one.
approxLog2(double) - Static method in class com.tdunning.math.stats.LogHistogram
Approximates log_2(value) by abusing floating point hardware.
asBytes(ByteBuffer) - Method in class com.tdunning.math.stats.AVLTreeDigest
Outputs a histogram as bytes using a particularly cheesy encoding.
asBytes(ByteBuffer) - Method in class com.tdunning.math.stats.MergingDigest
 
asBytes(ByteBuffer) - Method in class com.tdunning.math.stats.TDigest
Serialize this TDigest into a byte buffer.
asSmallBytes(ByteBuffer) - Method in class com.tdunning.math.stats.AVLTreeDigest
 
asSmallBytes(ByteBuffer) - Method in class com.tdunning.math.stats.MergingDigest
 
asSmallBytes(ByteBuffer) - Method in class com.tdunning.math.stats.TDigest
Serialize this TDigest into a byte buffer.
AVLTreeDigest - Class in com.tdunning.math.stats
 
AVLTreeDigest(double) - Constructor for class com.tdunning.math.stats.AVLTreeDigest
A histogram structure that will record a sketch of a distribution.

B

bucketIndex(double) - Method in class com.tdunning.math.stats.FloatHistogram
 
bucketIndex(double) - Method in class com.tdunning.math.stats.Histogram
 
bucketIndex(double) - Method in class com.tdunning.math.stats.LogHistogram
 
byteSize() - Method in class com.tdunning.math.stats.AVLTreeDigest
Returns an upper bound on the number bytes that will be required to represent this histogram.
byteSize() - Method in class com.tdunning.math.stats.MergingDigest
 
byteSize() - Method in class com.tdunning.math.stats.TDigest
Returns the number of bytes required to encode this TDigest using #asBytes().

C

cdf(double) - Method in class com.tdunning.math.stats.AVLTreeDigest
 
cdf(double, double[]) - Static method in class com.tdunning.math.stats.Dist
 
cdf(double, double[], double) - Static method in class com.tdunning.math.stats.Dist
 
cdf(double, Collection<Double>) - Static method in class com.tdunning.math.stats.Dist
 
cdf(double, Collection<Double>, double) - Static method in class com.tdunning.math.stats.Dist
 
cdf(double) - Method in class com.tdunning.math.stats.MergingDigest
 
cdf(double) - Method in class com.tdunning.math.stats.TDigest
Returns the fraction of all points added which are ≤ x.
Centroid - Class in com.tdunning.math.stats
A single centroid which represents a number of data points.
Centroid(double) - Constructor for class com.tdunning.math.stats.Centroid
 
Centroid(double, int) - Constructor for class com.tdunning.math.stats.Centroid
 
Centroid(double, int, int) - Constructor for class com.tdunning.math.stats.Centroid
 
Centroid(double, int, boolean) - Constructor for class com.tdunning.math.stats.Centroid
 
centroidCount() - Method in class com.tdunning.math.stats.AVLTreeDigest
 
centroidCount() - Method in class com.tdunning.math.stats.MergingDigest
 
centroidCount() - Method in class com.tdunning.math.stats.TDigest
 
centroids() - Method in class com.tdunning.math.stats.AVLTreeDigest
 
centroids() - Method in class com.tdunning.math.stats.MergingDigest
 
centroids() - Method in class com.tdunning.math.stats.TDigest
A Collection that lets you go through the centroids in ascending order by mean.
checkPartition(int[], double[], double, int, int, int, int) - Static method in class com.tdunning.math.stats.Sort
Check that a partition step was done correctly.
com.tdunning.math.stats - package com.tdunning.math.stats
 
compareChi2(TDigest, TDigest, double[]) - Static method in class com.tdunning.math.stats.Comparison
Use a log-likelihood ratio test to compare two distributions.
compareChi2(Histogram, Histogram) - Static method in class com.tdunning.math.stats.Comparison
Use a log-likelihood ratio test to compare two distributions.
compareTo(Centroid) - Method in class com.tdunning.math.stats.Centroid
 
Comparison - Class in com.tdunning.math.stats
Static class with methods for comparing distributions.
Comparison() - Constructor for class com.tdunning.math.stats.Comparison
 
compress() - Method in class com.tdunning.math.stats.AVLTreeDigest
 
compress() - Method in class com.tdunning.math.stats.MergingDigest
Merges any pending inputs and compresses the data down to the public setting.
compress(LongBuffer, long[], int, int) - Static method in class com.tdunning.math.stats.Simple64
 
compress() - Method in class com.tdunning.math.stats.TDigest
Re-examines a t-digest to determine whether some centroids are redundant.
compression() - Method in class com.tdunning.math.stats.AVLTreeDigest
 
compression() - Method in class com.tdunning.math.stats.MergingDigest
 
compression() - Method in class com.tdunning.math.stats.TDigest
Returns the current compression factor.
count() - Method in class com.tdunning.math.stats.Centroid
 
counts - Variable in class com.tdunning.math.stats.Histogram
 
createAvlTreeDigest(double) - Static method in class com.tdunning.math.stats.TDigest
Creates an AVLTreeDigest.
createCentroid(double, int) - Method in class com.tdunning.math.stats.AbstractTDigest
 
createDigest(double) - Static method in class com.tdunning.math.stats.TDigest
Creates a TDigest of whichever type is the currently recommended type.
createMergingDigest(double) - Static method in class com.tdunning.math.stats.TDigest
Creates an MergingDigest.
createWeighted(double, int, Iterable<? extends Double>) - Static method in class com.tdunning.math.stats.Centroid
 

D

data() - Method in class com.tdunning.math.stats.Centroid
 
decompress(LongBuffer, long[]) - Static method in class com.tdunning.math.stats.Simple64
 
Dist - Class in com.tdunning.math.stats
Reference implementations for cdf and quantile if we have all data.
Dist() - Constructor for class com.tdunning.math.stats.Dist
 

F

FloatHistogram - Class in com.tdunning.math.stats
Maintains histogram buckets that are constant width in base-2 floating point representation space.
FloatHistogram(double, double) - Constructor for class com.tdunning.math.stats.FloatHistogram
 
FloatHistogram(double, double, double) - Constructor for class com.tdunning.math.stats.FloatHistogram
 
fromBytes(ByteBuffer) - Static method in class com.tdunning.math.stats.AVLTreeDigest
Reads a histogram from a byte buffer
fromBytes(ByteBuffer) - Static method in class com.tdunning.math.stats.MergingDigest
 

G

getBounds() - Method in class com.tdunning.math.stats.Histogram
 
getCompressedCounts() - Method in class com.tdunning.math.stats.FloatHistogram
 
getCounts() - Method in class com.tdunning.math.stats.Histogram
 
getMax() - Method in class com.tdunning.math.stats.TDigest
 
getMin() - Method in class com.tdunning.math.stats.TDigest
 
getScaleFunction() - Method in class com.tdunning.math.stats.MergingDigest
 

H

hashCode() - Method in class com.tdunning.math.stats.Centroid
 
Histogram - Class in com.tdunning.math.stats
A Histogram is a histogram with cleverly chosen, but fixed, bin widths.
Histogram(double, double) - Constructor for class com.tdunning.math.stats.Histogram
 

I

id() - Method in class com.tdunning.math.stats.Centroid
 
insertData(double) - Method in class com.tdunning.math.stats.Centroid
 
isRecording() - Method in class com.tdunning.math.stats.AbstractTDigest
 
isRecording() - Method in class com.tdunning.math.stats.TDigest
 

K

k(double, double, double) - Method in enum com.tdunning.math.stats.ScaleFunction
Converts a quantile to the k-scale.
k(double, double) - Method in enum com.tdunning.math.stats.ScaleFunction
Converts a quantile to the k-scale.
ks(TDigest, TDigest) - Static method in class com.tdunning.math.stats.Comparison
Returns the observed value of the Kolmogorov-Smirnov statistic normalized by sample counts so that the score should be roughly distributed as sqrt(-log(u)/2).

L

llr(double[][]) - Static method in class com.tdunning.math.stats.Comparison
 
logFactor - Variable in class com.tdunning.math.stats.Histogram
 
LogHistogram - Class in com.tdunning.math.stats
Non-linear histogram that uses floating point representation plus a quadratic correction to bin width to achieve tighter fit to the ideal log2 sizing.
LogHistogram(double, double) - Constructor for class com.tdunning.math.stats.LogHistogram
 
LogHistogram(double, double, double) - Constructor for class com.tdunning.math.stats.LogHistogram
 
logOffset - Variable in class com.tdunning.math.stats.Histogram
 

M

max - Variable in class com.tdunning.math.stats.Histogram
 
max(double, double, double) - Method in enum com.tdunning.math.stats.ScaleFunction
Computes the maximum relative size a cluster can have at quantile q.
max(double, double) - Method in enum com.tdunning.math.stats.ScaleFunction
Computes the maximum relative size a cluster can have at quantile q.
mean() - Method in class com.tdunning.math.stats.Centroid
 
MergingDigest - Class in com.tdunning.math.stats
Maintains a t-digest by collecting new points in a buffer that is then sorted occasionally and merged into a sorted array that contains previously computed centroids.
MergingDigest(double) - Constructor for class com.tdunning.math.stats.MergingDigest
Allocates a buffer merging t-digest.
MergingDigest(double, int) - Constructor for class com.tdunning.math.stats.MergingDigest
If you know the size of the temporary buffer for incoming points, you can use this entry point.
MergingDigest(double, int, int) - Constructor for class com.tdunning.math.stats.MergingDigest
Fully specified constructor.
MergingDigest.Encoding - Enum in com.tdunning.math.stats
 
min - Variable in class com.tdunning.math.stats.Histogram
 

N

normalizer(double, double) - Method in enum com.tdunning.math.stats.ScaleFunction
Computes the normalizer given compression and number of points.

P

pow2(double) - Static method in class com.tdunning.math.stats.LogHistogram
Computes an approximate value of 2^x.

Q

q(double, double, double) - Method in enum com.tdunning.math.stats.ScaleFunction
Computes q as a function of k.
q(double, double) - Method in enum com.tdunning.math.stats.ScaleFunction
Computes q as a function of k.
quantile(double) - Method in class com.tdunning.math.stats.AVLTreeDigest
 
quantile(double, double[]) - Static method in class com.tdunning.math.stats.Dist
 
quantile(double, List<Double>) - Static method in class com.tdunning.math.stats.Dist
 
quantile(double) - Method in class com.tdunning.math.stats.MergingDigest
 
quantile(double) - Method in class com.tdunning.math.stats.TDigest
Returns an estimate of a cutoff such that a specified fraction of the data added to this TDigest would be less than or equal to the cutoff.

R

readObject(ObjectInputStream) - Method in class com.tdunning.math.stats.FloatHistogram
 
recordAllData() - Method in class com.tdunning.math.stats.AbstractTDigest
Sets up so that all centroids will record all data assigned to them.
recordAllData() - Method in class com.tdunning.math.stats.AVLTreeDigest
 
recordAllData() - Method in class com.tdunning.math.stats.MergingDigest
Turns on internal data recording.
recordAllData() - Method in class com.tdunning.math.stats.TDigest
Tell this TDigest to record the original data as much as possible for test purposes.
reverse(int[]) - Static method in class com.tdunning.math.stats.Sort
Reverses an array in-place.
reverse(int[], int, int) - Static method in class com.tdunning.math.stats.Sort
Reverses part of an array.
reverse(double[], int, int) - Static method in class com.tdunning.math.stats.Sort
Reverses part of an array.

S

scale - Variable in class com.tdunning.math.stats.TDigest
 
ScaleFunction - Enum in com.tdunning.math.stats
Encodes the various scale functions for t-digests.
setScaleFunction(ScaleFunction) - Method in class com.tdunning.math.stats.MergingDigest
 
setScaleFunction(ScaleFunction) - Method in class com.tdunning.math.stats.TDigest
 
setupBins(double, double) - Method in class com.tdunning.math.stats.Histogram
 
Simple64 - Class in com.tdunning.math.stats
Very simple variable byte encoding that always uses 64bit units.
Simple64() - Constructor for class com.tdunning.math.stats.Simple64
 
size() - Method in class com.tdunning.math.stats.AVLTreeDigest
Returns the number of samples represented in this histogram.
size() - Method in class com.tdunning.math.stats.MergingDigest
 
size() - Method in class com.tdunning.math.stats.TDigest
Returns the number of points that have been added to this TDigest.
smallByteSize() - Method in class com.tdunning.math.stats.AVLTreeDigest
Returns an upper bound on the number of bytes that will be required to represent this histogram in the tighter representation.
smallByteSize() - Method in class com.tdunning.math.stats.MergingDigest
 
smallByteSize() - Method in class com.tdunning.math.stats.TDigest
Returns the number of bytes required to encode this TDigest using #asSmallBytes().
Sort - Class in com.tdunning.math.stats
Static sorting methods
Sort() - Constructor for class com.tdunning.math.stats.Sort
 
sort(int[], double[], double[], int) - Static method in class com.tdunning.math.stats.Sort
Two-key quick sort on (values, weights) using an index array
sort(double[], double[]...) - Static method in class com.tdunning.math.stats.Sort
Quick sort in place of several paired arrays.
sort(double[], int, int, double[]...) - Static method in class com.tdunning.math.stats.Sort
Quick sort using an index array.
stableSort(int[], double[], int) - Static method in class com.tdunning.math.stats.Sort
Single-key stabilized quick sort on using an index array

T

TDigest - Class in com.tdunning.math.stats
Adaptive histogram based on something like streaming k-means crossed with Q-digest.
TDigest() - Constructor for class com.tdunning.math.stats.TDigest
 
toString() - Method in class com.tdunning.math.stats.Centroid
 
toString() - Method in class com.tdunning.math.stats.MergingDigest
 

U

useAlternatingSort - Variable in class com.tdunning.math.stats.MergingDigest
 
useTwoLevelCompression - Variable in class com.tdunning.math.stats.MergingDigest
 
useWeightLimit - Static variable in class com.tdunning.math.stats.MergingDigest
 

V

valueOf(String) - Static method in enum com.tdunning.math.stats.MergingDigest.Encoding
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.tdunning.math.stats.ScaleFunction
Returns the enum constant of this type with the specified name.
values() - Static method in enum com.tdunning.math.stats.MergingDigest.Encoding
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.tdunning.math.stats.ScaleFunction
Returns an array containing the constants of this enum type, in the order they are declared.

W

writeObject(ObjectOutputStream) - Method in class com.tdunning.math.stats.FloatHistogram
 
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