sketches-rust

This is a partial port of the Java DDSketch quantile implementation writen by Rust. DDSketch is mergeable, meaning that multiple sketches from distributed systems can be combined in a central node.

Features

It aims at as compatible as possible with Java implementations, here is some features has support: - [x] CubicallyInterpolatedMapping - [x] LogarithmicMapping - [x] CollapsingHighestDenseStore: collapse the highest bucket when reach specified size - [x] CollapsingLowestDenseStore: collapse the lowest bucket when reach specified size - [x] UnboundedSizeDenseStore: unlimited bucket - [x] Merge with other instance - [x] Deserialize from bytes - [x] Serialize to bytes - [x] Zero dependencies

Usage

```rust // query quantile let mut d = DDSketch::collapsinglowestdense(0.02,100).unwrap(); d.accept(1.0); d.accept(2.0); d.accept(3.0); let c = d.getcount(); asserteq!(c, 3.0); let q = d.getvalueat_quantile(0.5).unwrap(); assert!(q < 2.01 && q > 1.99);

// merge with other instance
let mut d1 = DDSketch::collapsing_lowest_dense(0.02,100).unwrap();
d1.accept(1.0);
d1.accept(2.0);
d1.accept(3.0);
assert_eq!(3.0,  d1.get_count());
let mut d2 = DDSketch::collapsing_lowest_dense(0.02,100).unwrap();
d2.accept(1.0);
d2.accept(2.0);
d2.accept(3.0);
assert_eq!(3.0,  d2.get_count());
d2.merge_with(&mut d1).unwrap();
assert_eq!(6.0,  d2.get_count());

// serialize to bytes:
let mut d = DDSketch::unbounded_dense(2e-2).unwrap();
d.accept(1.0);
d.accept(2.0);
d.accept(3.0);
d.accept(4.0);
d.accept(5.0);
println!("encode: {:?}", d.encode().unwrap());

// deserialize from bytes
let mut input = vec![
    2, 42, 120, 57, 5, 47, 167, 240, 63, 0, 0, 0, 0, 0, 0, 0, 0, 13, 50, 130, 1, 2, 136, 32, 0,
    3, 0, 0, 0, 3, 0, 2, 0, 0, 3, 3, 2, 2, 3, 3, 2, 0, 0, 0, 0, 2, 0, 2, 2, 2, 4, 4, 132, 64,
    0, 4, 2, 0, 2, 2, 3, 132, 64, 4, 132, 64, 4, 2, 2, 0, 6, 4, 6, 132, 64, 2, 6,
];
let mut d = DDSketch::decode(&input).unwrap();
assert_eq!(d.get_count(), 100.0);

```