Test for moment sketches versus offset distribution

MomentSketchOffsetTest.java

public class MomentSketchOffsetTest {
    @Test
    public void testOffsetUniform() throws Exception {
        MomentSketch ms = new MomentSketch(1e-10);
        ms.setSizeParam(7);
        ms.initialize();

        double[] data = TestDataSource.getUniform(20e1, 20e1 + 1, 1_000_000);
        ms.add(data);

        List<Double> ps = Arrays.asList(.1, .5, .9, 0.99, 0.999, 0.9999, 0.99999);
        double[] qs = ms.getQuantiles(ps);
        double[] expectedQs = QuantileUtil.getTrueQuantiles(ps, data);
        assertArrayEquals(expectedQs, qs, 1.0);

        DataGrouper grouper = new SeqDataGrouper(60);
        ArrayList<double[]> cellData = grouper.group(data);
        QuantileSketch mergedSketch = QuantileUtil.trainAndMerge(
                () -> {
                    MomentSketch newMs = new MomentSketch(1e-10);
                    newMs.setSizeParam(7);
                    return newMs;
                },
                cellData
        );
        MomentSketch mmSketch = (MomentSketch)mergedSketch;
        double[] qs2 = mmSketch.getQuantiles(ps);

        assertArrayEquals(qs, qs2, 1e-7);
    }
}