ocaml-ckms/test/ 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 / test /

at main 4 files

Thomas Gazagnaire ckms: add CKMS streaming-quantile sketch 2mo 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

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

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

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