Merge remote-tracking branch 'origin/test/error-calculation'
Bjoern Rabenstein
9 years ago
| 0 | 0 | package quantile |
| 1 | 1 | |
| 2 | 2 | import ( |
| 3 | "math" | |
| 4 | 3 | "math/rand" |
| 5 | 4 | "sort" |
| 6 | 5 | "testing" |
| 11 | 10 | a := make([]float64, 0, 1e5) |
| 12 | 11 | rand.Seed(42) |
| 13 | 12 | for i := 0; i < cap(a); i++ { |
| 14 | v := float64(rand.Int63()) | |
| 13 | v := rand.NormFloat64() | |
| 15 | 14 | s.Insert(v) |
| 16 | 15 | a = append(a, v) |
| 17 | 16 | } |
| 18 | 17 | t.Logf("len: %d", s.Count()) |
| 19 | 18 | sort.Float64s(a) |
| 20 | w := getPerc(a, 0.50) | |
| 21 | if g := s.Query(0.50); math.Abs(w-g)/w > 0.03 { | |
| 22 | t.Errorf("perc50: want %v, got %v", w, g) | |
| 23 | t.Logf("e: %f", math.Abs(w-g)/w) | |
| 19 | w, min, max := getPerc(a, 0.50) | |
| 20 | if g := s.Query(0.50); g < min || g > max { | |
| 21 | t.Errorf("perc50: want %v [%f,%f], got %v", w, min, max, g) | |
| 24 | 22 | } |
| 25 | w = getPerc(a, 0.90) | |
| 26 | if g := s.Query(0.90); math.Abs(w-g)/w > 0.03 { | |
| 27 | t.Errorf("perc90: want %v, got %v", w, g) | |
| 28 | t.Logf("e: %f", math.Abs(w-g)/w) | |
| 23 | w, min, max = getPerc(a, 0.90) | |
| 24 | if g := s.Query(0.90); g < min || g > max { | |
| 25 | t.Errorf("perc90: want %v [%f,%f], got %v", w, min, max, g) | |
| 29 | 26 | } |
| 30 | w = getPerc(a, 0.99) | |
| 31 | if g := s.Query(0.99); math.Abs(w-g)/w > 0.03 { | |
| 32 | t.Errorf("perc99: want %v, got %v", w, g) | |
| 33 | t.Logf("e: %f", math.Abs(w-g)/w) | |
| 27 | w, min, max = getPerc(a, 0.99) | |
| 28 | if g := s.Query(0.99); g < min || g > max { | |
| 29 | t.Errorf("perc99: want %v [%f,%f], got %v", w, min, max, g) | |
| 34 | 30 | } |
| 35 | 31 | } |
| 36 | 32 | |
| 50 | 46 | rand.Seed(42) |
| 51 | 47 | a := make([]float64, 0, 1e6) |
| 52 | 48 | for i := 0; i < cap(a); i++ { |
| 53 | v := float64(rand.Int63()) | |
| 49 | v := rand.NormFloat64() | |
| 54 | 50 | a = append(a, v) |
| 55 | 51 | ch <- v |
| 56 | 52 | } |
| 62 | 58 | |
| 63 | 59 | t.Logf("len: %d", s.Count()) |
| 64 | 60 | sort.Float64s(a) |
| 65 | w := getPerc(a, 0.50) | |
| 66 | if g := s.Query(0.50); math.Abs(w-g)/w > 0.03 { | |
| 67 | t.Errorf("perc50: want %v, got %v", w, g) | |
| 68 | t.Logf("e: %f", math.Abs(w-g)/w) | |
| 61 | w, min, max := getPerc(a, 0.50) | |
| 62 | if g := s.Query(0.50); g < min || g > max { | |
| 63 | t.Errorf("perc50: want %v [%f,%f], got %v", w, min, max, g) | |
| 69 | 64 | } |
| 70 | w = getPerc(a, 0.90) | |
| 71 | if g := s.Query(0.90); math.Abs(w-g)/w > 0.03 { | |
| 72 | t.Errorf("perc90: want %v, got %v", w, g) | |
| 73 | t.Logf("e: %f", math.Abs(w-g)/w) | |
| 65 | w, min, max = getPerc(a, 0.90) | |
| 66 | if g := s.Query(0.90); g < min || g > max { | |
| 67 | t.Errorf("perc90: want %v [%f,%f], got %v", w, min, max, g) | |
| 74 | 68 | } |
| 75 | w = getPerc(a, 0.99) | |
| 76 | if g := s.Query(0.99); math.Abs(w-g)/w > 0.03 { | |
| 77 | t.Errorf("perc99: want %v, got %v", w, g) | |
| 78 | t.Logf("e: %f", math.Abs(w-g)/w) | |
| 69 | w, min, max = getPerc(a, 0.99) | |
| 70 | if g := s.Query(0.99); g < min || g > max { | |
| 71 | t.Errorf("perc99: want %v [%f,%f], got %v", w, min, max, g) | |
| 79 | 72 | } |
| 80 | 73 | } |
| 81 | 74 | |
| 121 | 114 | } |
| 122 | 115 | } |
| 123 | 116 | |
| 124 | func getPerc(x []float64, p float64) float64 { | |
| 117 | func getPerc(x []float64, p float64) (want, min, max float64) { | |
| 125 | 118 | k := int(float64(len(x)) * p) |
| 126 | return x[k] | |
| 119 | lower := int(float64(len(x)) * (p - 0.04)) | |
| 120 | if lower < 0 { | |
| 121 | lower = 0 | |
| 122 | } | |
| 123 | upper := int(float64(len(x))*(p+0.04)) + 1 | |
| 124 | if upper >= len(x) { | |
| 125 | upper = len(x) - 1 | |
| 126 | } | |
| 127 | return x[k], x[lower], x[upper] | |
| 127 | 128 | } |