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The following commit(s) were added to refs/heads/tdigest-cpp by this push:
new 6162dda true rank
6162dda is described below
commit 6162dda5dd408f6d02a00f67fa91d98c5502607a
Author: AlexanderSaydakov <[email protected]>
AuthorDate: Tue Oct 22 19:03:43 2024 -0700
true rank
---
cpp/src/true_rank.hpp | 56 +++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 56 insertions(+)
diff --git a/cpp/src/true_rank.hpp b/cpp/src/true_rank.hpp
new file mode 100644
index 0000000..b7e0088
--- /dev/null
+++ b/cpp/src/true_rank.hpp
@@ -0,0 +1,56 @@
+/*
+ * 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 TRUE_RANK_HPP_
+#define TRUE_RANK_HPP_
+
+#include <vector>
+#include <algorithm>
+
+namespace datasketches {
+
+// assumes sorted values, 0 <= rank <= 1
+// only the first n = size values in the vector should be used
+template<typename T>
+T get_quantile(const std::vector<T>& values, size_t size, double rank) {
+ return values[(size - 1) * rank];
+}
+
+enum rank_mode {INCLUSIVE, EXCLUSIVE, MIDPOINT};
+
+// assumes sorted values, given value is one of the values in the vector
+// only the first n values in the vector should be used
+template<typename T>
+double get_rank(const std::vector<T>& values, size_t n, T value, rank_mode
mode) {
+ if (mode == MIDPOINT) {
+ auto lower = std::lower_bound(values.begin(), values.begin() + n, value);
+ const auto d1 = std::distance(values.begin(), lower);
+ auto upper = std::upper_bound(lower, values.begin() + n, value);
+ const auto d2 = std::distance(values.begin(), upper);
+ return (d1 + d2) / 2.0 / n;
+ }
+ auto it = mode == INCLUSIVE ? std::upper_bound(values.begin(),
values.begin() + n, value)
+ : std::lower_bound(values.begin(), values.begin() + n, value);
+ const auto d = std::distance(values.begin(), it);
+ return static_cast<double>(d) / n;
+}
+
+}
+
+#endif
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