Adding upstream version 1.34.4.

Signed-off-by: Daniel Baumann <daniel@debian.org>

plugins/aggregators/quantile/algorithms.go

@@ -0,0 +1,108 @@
+package quantile
+
+import (
+	"math"
+	"sort"
+
+	"github.com/caio/go-tdigest"
+)
+
+type algorithm interface {
+	Add(value float64) error
+	Quantile(q float64) float64
+}
+
+func newTDigest(compression float64) (algorithm, error) {
+	return tdigest.New(tdigest.Compression(compression))
+}
+
+type exactAlgorithmR7 struct {
+	xs     []float64
+	sorted bool
+}
+
+func newExactR7(_ float64) (algorithm, error) {
+	return &exactAlgorithmR7{xs: make([]float64, 0, 100), sorted: false}, nil
+}
+
+func (e *exactAlgorithmR7) Add(value float64) error {
+	e.xs = append(e.xs, value)
+	e.sorted = false
+
+	return nil
+}
+
+func (e *exactAlgorithmR7) Quantile(q float64) float64 {
+	size := len(e.xs)
+
+	// No information
+	if len(e.xs) == 0 {
+		return math.NaN()
+	}
+
+	// Sort the array if necessary
+	if !e.sorted {
+		sort.Float64s(e.xs)
+		e.sorted = true
+	}
+
+	// Get the quantile index and the fraction to the neighbor
+	// Hyndman & Fan; Sample Quantiles in Statistical Packages; The American Statistician vol 50; pp 361-365; 1996 -- R7
+	// Same as Excel and Numpy.
+	n := q * (float64(size) - 1)
+	i, gamma := math.Modf(n)
+	j := int(i)
+	if j < 0 {
+		return e.xs[0]
+	}
+	if j >= size {
+		return e.xs[size-1]
+	}
+	// Linear interpolation
+	return e.xs[j] + gamma*(e.xs[j+1]-e.xs[j])
+}
+
+type exactAlgorithmR8 struct {
+	xs     []float64
+	sorted bool
+}
+
+func newExactR8(_ float64) (algorithm, error) {
+	return &exactAlgorithmR8{xs: make([]float64, 0, 100), sorted: false}, nil
+}
+
+func (e *exactAlgorithmR8) Add(value float64) error {
+	e.xs = append(e.xs, value)
+	e.sorted = false
+
+	return nil
+}
+
+func (e *exactAlgorithmR8) Quantile(q float64) float64 {
+	size := len(e.xs)
+
+	// No information
+	if size == 0 {
+		return math.NaN()
+	}
+
+	// Sort the array if necessary
+	if !e.sorted {
+		sort.Float64s(e.xs)
+		e.sorted = true
+	}
+
+	// Get the quantile index and the fraction to the neighbor
+	// Hyndman & Fan; Sample Quantiles in Statistical Packages; The American Statistician vol 50; pp 361-365; 1996 -- R8
+	n := q*(float64(size)+1.0/3.0) - (2.0 / 3.0) // Indices are zero-base here but one-based in the paper
+	i, gamma := math.Modf(n)
+	j := int(i)
+	if j < 0 {
+		return e.xs[0]
+	}
+	if j >= size {
+		return e.xs[size-1]
+	}
+	// Linear interpolation
+	return e.xs[j] + gamma*(e.xs[j+1]-e.xs[j])
+}