Moduletdigest-0.3.1Haskell2010

Data.TDigest.Postprocess

Contents

Histogram
Quantiles
Mean & variance
CDF
Affine

Synopsis

class HasHistogram
data HistBin
value median
value quantile
value mean
value variance
value stddev
value cdf
value icdf
class Affine

Packagetdigest-0.3.1
Exports10
LanguageHaskell2010
LicenceBSD-3-Clause
SourceInternal.hs

Histogram

classclass Affine f => HasHistogram a (f :: Type -> Type) | a -> f where

Source#

Types from which we can extract histogram.

Methods

histogram :: a -> f (NonEmpty HistBin)
totalWeight :: a -> Weight

Instances5HasHistogram

KnownNat comp => HasHistogram (TDigest comp) MaybeDefined in tdigest-0.3.1 · Data.TDigest.Vector.Internal
HasHistogram (TDigest comp) MaybeDefined in tdigest-0.3.1 · Data.TDigest.Tree.Internal
HasHistogram (TDigest comp) IdentityDefined in tdigest-0.3.1 · Data.TDigest.Tree.NonEmpty
HistBin ~ e => HasHistogram (NonEmpty HistBin) IdentityDefined in tdigest-0.3.1 · Data.TDigest.Postprocess.Internal
HistBin ~ e => HasHistogram [HistBin] MaybeDefined in tdigest-0.3.1 · Data.TDigest.Postprocess.Internal

datadata HistBin

Source#

Histogram bin

Constructors

HistBin
- hbMin :: !Mean
  lower bound
- hbMax :: !Mean
  upper bound
- hbValue :: !Mean
  original value: (mi + ma) / 2
- hbWeight :: !Weight
  weight ("area" of the bar)
- hbCumWeight :: !Weight
  weight from the right, excludes this bin

Instances3Show, HasHistogram

Show HistBinDefined in tdigest-0.3.1 · Data.TDigest.Postprocess.Internal
HistBin ~ e => HasHistogram (NonEmpty HistBin) IdentityDefined in tdigest-0.3.1 · Data.TDigest.Postprocess.Internal
HistBin ~ e => HasHistogram [HistBin] MaybeDefined in tdigest-0.3.1 · Data.TDigest.Postprocess.Internal

Quantiles

valuemedian :: HasHistogram a f => a -> f Double

Source#

Median, i.e. quantile 0.5.

valuequantile :: HasHistogram a f => Double -> a -> f Double

Source#

Calculate quantile of a specific value.

Mean & variance

As we have "full" histogram, we can calculate other statistical variables.

valuemean :: HasHistogram a f => a -> f Double

Source#

Mean.

Example1 expression

>>> mean (Tree.tdigest [1..100] :: Tree.TDigest 10)Just 50.5

Note: if you only need the mean, calculate it directly.

valuevariance :: HasHistogram a f => a -> f Double

Source#

Variance.

valuestddev :: HasHistogram a f => a -> f Double

Source#

Standard deviation, square root of variance.

CDF

valuecdf :: HasHistogram a f => Double -> a -> Double

Source#

Cumulative distribution function.

Note: if this is the only thing you need, it's more efficient to count this directly.

valueicdf :: HasHistogram a f => Double -> a -> f Double

Source#

An alias for quantile.

Affine

classclass Traversable t => Affine (t :: Type -> Type) where

Source#

Affine containers, i.e. containing at most 1 element

This class doesn't have traverse analogie as it would require using Pointed which is disputed type class.

traverseAff :: Pointed f => (a -> f b) -> t a -> f (t b)

Methods

affine :: b -> (a -> b) -> t a -> b
Like foldMap
fromAffine :: a -> t a -> a

Instances4Affine

Affine IdentityDefined in tdigest-0.3.1 · Data.TDigest.Postprocess.Internal
Affine MaybeDefined in tdigest-0.3.1 · Data.TDigest.Postprocess.Internal
Affine ProxyDefined in tdigest-0.3.1 · Data.TDigest.Postprocess.Internal
(Affine f, Affine g) => Affine (Compose f g)Defined in tdigest-0.3.1 · Data.TDigest.Postprocess.Internal
Composition of Affine containers is Affine