tdunning

# you can run this script with the following R command:
# source('https://gist.githubusercontent.com/tdunning/badb88043d41d916a3148c669f2fb0cd/raw/8d3289fdbf2a7999bd5d9687002488b904e1d82f/viewpoints.r')

set.seed(1)
noise = matrix(nrow=2000, ncol=8, data=rnorm(4*8*500))
offsets = matrix(
    c(rep(-1,1000), rep(1,1000),
      rep(-1, 500), rep(1, 500), rep(-1, 500), rep(1, 500)),
    ncol=2)
xy = rbind(matrix(nrow=2000, ncol=2, data=rnorm(2*2000))) + offsets * 8

tdunning

package com.tdunning.tdigest.quality;

import com.google.common.collect.ImmutableList;
import com.google.common.io.Resources;
import com.tdunning.math.stats.MergingDigest;
import com.tdunning.math.stats.TDigest;
import org.junit.Test;

import java.io.File;
import java.io.IOException;

tdunning

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);

tdunning

public class HighDynamicRangeQuantile {
	private final long[] counts;
	private double minimum = Double.POSITIVE_INFINITY;
	private double maximum = Double.NEGATIVE_INFINITY;
	private long underFlowCount = 0;
	private long overFlowCount = 0;
	private final double factor;
	private final double offset;
	private final double minExpectedQuantileValue;
	

tdunning

tdunning

### x is either a vector of numbers or a data frame with sums and weights. Digest is a data frame.
merge = function(x, digest, compression=100) {
    ## Force the digest to be a data.frame, possibly empty
    if (!is.data.frame(digest) && is.na(digest)) {
        digest = data.frame(sum=c(), weight=c())
    }
    ## and coerce the incoming data likewise ... a vector of points have default weighting of 1
    if (!is.data.frame(x)) {
        x = data.frame(sum=x, weight=1)
    }

tdunning

#define _GNU_SOURCE

#include <time.h>
#include <stdio.h>
#include <stdlib.h>
#include <fcntl.h>
#include <sys/uio.h>
#include <sys/file.h>
#include <unistd.h>
#include <errno.h>

tdunning

from collections import Counter
 
exchange_codes = {
    'A': 'NYSE MKT Stock Exchange',
    'B': 'NASDAQ OMX BX Stock Exchange',
    'C': 'National Stock Exchange',
    'D': 'FINRA',
    'I': 'International Securities Exchange',
    'J': 'Direct Edge A Stock Exchange',
    'K': 'Direct Edge X Stock Exchange',

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public class RandomNumberGenerator {
    @FunctionTemplate(name = "random", scope = FunctionTemplate.FunctionScope.SIMPLE, nulls = FunctionTemplate.NullHandling.NULL_IF_NULL)
    public static class Uniform implements DrillSimpleFunc {
        @Param
        Float8Holder low;
        @Param
        Float8Holder high;

        @Output
        Float8Holder output;

tdunning