util/quantile: import quantile library#82146
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craig[bot] merged 1 commit intocockroachdb:masterfrom May 31, 2022
matthewtodd:outliers-quantile
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util/quantile: import quantile library#82146craig[bot] merged 1 commit intocockroachdb:masterfrom matthewtodd:outliers-quantile
craig[bot] merged 1 commit intocockroachdb:masterfrom
matthewtodd:outliers-quantile
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consider putting this library in |
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Good idea, moved to |
ajwerner
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LGTM mod the suggestion
| // See http://www.cs.rutgers.edu/~muthu/bquant.pdf for time, space, and error | ||
| // properties. | ||
| func NewHighBiased(epsilon float64) *Stream { | ||
| ƒ := func(s *stream, r float64) float64 { |
Contributor
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oh, also retitle the PR/commit to be |
For upcoming outliers work in #79451, we'll re-use the biased streaming quantiles implementation underlying the prometheus client library's [summary][1] type. But in order to monitor and possibly constrain our memory usage, we'll need a way to measure the size of each `quantile.Stream`. That functionality is not available upstream, and contributions are explicitly [not being accepted][2] (and the [original upstream][3], from bmizerany, lacks further functionality and is similarly inactive), so we vendor the library here, unmodified from its [v1.0.1][4], in advance of adding the methods we need. [1]: https://prometheus.io/docs/practices/histograms/ [2]: beorn7/perks#5 (comment) [3]: https://github.com/bmizerany/perks [4]: https://github.com/beorn7/perks/tree/v1.0.1 Release note: None
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bors r+ |
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For upcoming outliers work in #79451, we'll re-use the biased streaming
quantiles implementation underlying the prometheus client library's
summary type.
But in order to monitor and possibly constrain our memory usage, we'll
need a way to measure the size of each
quantile.Stream. Thatfunctionality is not available upstream, and contributions are
explicitly not being accepted (and the original upstream, from
bmizerany, lacks further functionality and is similarly inactive), so we
vendor the library here, unmodified from its v1.0.1, in advance of
adding the methods we need.
Release note: None