zw-fast-quantile

Zhang Wang Fast Approximate Quantiles Algorithm in Rust. Paper

Installation

Add this to your Cargo.toml:

toml [dependencies] zw-fast-quantile = "0.1"

then you are good to go. If you are using Rust 2015 you have to extern crate zw-fast-quantile to your crate root as well.

Example

There are two implementations in this library: FixedSizeEpsilonSummary is with the size of the stream known before hand, and UnboundEpsilonSummary is for the stream with unknown size. You can adjust the error rate epsilon of your own to trade-off between space and accuracy.

```rust let epsilon = 0.2; let n = 10; let mut s = FixedSizeEpsilonSummary::new(n, epsilon); for i in 1..=n { s.update(i); }

for i in 1..=n { let ans = s.query(i); let expected: f64 = ((i - 1) as f64) / (n as f64); let error: f64 = (expected - ans).abs(); assert!(error < epsilon); } ```

```rust let epsilon = 0.01; let n = 1000; let mut s = UnboundEpsilonSummary::new(epsilon); for i in 1..=n { s.update(i); }

for i in 1..=n { let ans = s.query(i); let expected: f64 = ((i - 1) as f64) / (n as f64); let error: f64 = (expected - ans).abs(); assert!(error < epsilon); } ```