Statistics (DDSketch, Histogram)

Namespace: dftracer::utils::utilities::common::statistics

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class DDSketch

Public Functions

explicit DDSketch(double relative_accuracy = 0.01)

void add(double value, double weight = 1.0)

void merge(const DDSketch &other)

double quantile(double q) const

void reset()

inline std::uint64_t count() const

inline bool empty() const

inline double min() const

inline double max() const

std::size_t memory_usage() const

std::vector<std::uint8_t> serialize() const

void serialize_into(std::vector<std::uint8_t> &buf) const

Public Static Functions

static DDSketch deserialize(const std::uint8_t *data, std::size_t len)

Public Static Attributes

static constexpr int MAX_BINS = 128

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struct FittedDistribution

Public Members

DistributionKind kind

std::array<double, 3> params = {}

double ks_stat = 1.0

double log_likelihood = 0.0

double bic = 0.0

bool valid = false

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struct FittedMixture

Public Members

std::vector<double> weights

std::vector<GmmComponent> components

double log_likelihood = 0.0

double bic = 0.0

int iterations = 0

bool converged = false

bool valid = false

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struct GmmComponent

Public Members

double mean = 0.0

double stddev = 0.0

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class Log2Histogram

Log2-scale histogram with 65 fixed bins.

Bin 0: value == 0 Bin k (1 <= k <= 64): values in [2^(k-1), 2^k)

Covers the full uint64_t range (0 to 2^63). Suitable for both microsecond durations and byte sizes.

Public Functions

Log2Histogram() = default

void add(std::uint64_t value, std::uint64_t count = 1)

void merge(const Log2Histogram &other)

double approx_percentile(double p) const

std::string render_ascii(std::size_t max_width, const std::string &unit) const

std::string render_blocks(std::size_t max_width, const std::string &unit, const std::string &indent = "      ") const

std::string to_json() const

inline std::uint64_t total_count() const

inline const std::array<std::uint64_t, NUM_BINS> &bins() const

Public Static Functions

static Log2Histogram from_json(const std::string &json)

static std::size_t bin_index(std::uint64_t value)

static std::uint64_t bin_lower(std::size_t bin)

static std::uint64_t bin_upper(std::size_t bin)

Public Static Attributes

static constexpr std::size_t NUM_BINS = 65

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struct MixtureFitOptions

Public Members

int max_iter = 200

double tol = 1e-6

double variance_floor = 1e-12

std::uint64_t seed = 0xC0FFEE

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struct ModelSelection

Public Members

BestModel model

double bic = 0.0

int free_params = 0

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class Statistic

Public Functions

Statistic() = default

inline void attach_sketch(std::shared_ptr<const DDSketch> sketch)

inline void update(double value)

inline double quantile(double q) const

inline double min() const

inline double max() const

inline double mean() const

inline std::uint64_t count() const

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class TimestampHistogram

Public Functions

TimestampHistogram() = default

void add(std::uint64_t timestamp_us)

void merge(const TimestampHistogram &other)

std::uint64_t count_in_range(std::uint64_t ts_start_us, std::uint64_t ts_end_us) const

double selectivity(std::uint64_t ts_start_us, std::uint64_t ts_end_us) const

std::vector<double> expansion_weights(std::uint64_t bucket_start_us, std::uint64_t bucket_end_us, std::size_t num_sub_buckets) const

std::vector<std::uint8_t> serialize() const

inline std::uint64_t total_count() const

inline bool empty() const

inline std::size_t num_bins() const

inline const std::vector<std::pair<std::uint64_t, std::uint64_t>> &bins() const

Public Static Functions

static TimestampHistogram deserialize(const std::uint8_t *data, std::size_t len)

static inline std::uint64_t bin_index(std::uint64_t timestamp_us)

static inline std::uint64_t bin_start_us(std::uint64_t bin_idx)

static inline std::uint64_t bin_end_us(std::uint64_t bin_idx)

Public Static Attributes

static constexpr std::uint64_t BIN_WIDTH_US = 100'000