ocaml-ckms/lib/ at main · gazagnaire.org/ocaml-ckms · Tangled

gazagnaire.org / ocaml-ckms

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Streaming quantiles with targeted error bounds (CKMS)

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ocaml-ckms / lib /

at main 3 files

Thomas Gazagnaire ocaml-ckms: document the interface in the house style 4d ago

ocaml-ckms: document the interface in the house style Doc comments only. Values are documented as an equation on the applied name, types say what they are the type for, sections are anchored, and the edge cases a noun-phrase gloss let go unwritten are stated.

4 days ago

ocaml-ckms: document the interface in the house style Doc comments only. Values are documented as an equation on the applied name, types say what they are the type for, sections are anchored, and the edge cases a noun-phrase gloss let go unwritten are stated.

4 days ago

ckms: add CKMS streaming-quantile sketch A pure implementation of Cormode-Korn-Muthukrishnan-Srivastava biased quantiles (ICDE 2005): estimate chosen quantiles in memory bounded by the targets and their precision, not by the number of observations, with a guaranteed per-target rank error. Ckms.Sliding wraps it as a time-windowed estimator -- a ring of sketches rotated by an injected clock -- so a query reflects only recent observations, the shape a Prometheus summary needs. The clock is injected (unit -> float) to keep the core pure; tests drive it with a mock. Tested against the error-bound guarantee and the sliding-window decay.

2 months ago