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<!doctype html> <html> <head> <meta name="generator" content="JSDoc 3"> <meta charset="utf-8"> <title>Class: Gk</title> <link rel="stylesheet" href="https://brick.a.ssl.fastly.net/Karla:400,400i,700,700i" type="text/css"> <link rel="stylesheet" href="https://brick.a.ssl.fastly.net/Noto+Serif:400,400i,700,700i" type="text/css"> <link rel="stylesheet" href="https://brick.a.ssl.fastly.net/Inconsolata:500" type="text/css"> <link href="css/baseline.css" rel="stylesheet"> </head> <body onload="prettyPrint()"> <nav id="jsdoc-navbar" role="navigation" class="jsdoc-navbar"> <div id="jsdoc-navbar-container"> <div id="jsdoc-navbar-content"> <a href="index.html" class="jsdoc-navbar-package-name">QMiner JavaScript API v9.4.0</a> </div> </div> </nav> <div id="jsdoc-body-container"> <div id="jsdoc-content"> <div id="jsdoc-content-container"> <div id="jsdoc-main" role="main"> <header class="page-header"> <div class="symbol-detail-labels"><span class="label label-kind">class</span> <span class="label label-static">static</span></div> <h1><small><a href="module-analytics.html">analytics</a>.<wbr></small><span class="symbol-name">Gk</span></h1> <p class="source-link">Source: <a href="analyticsdoc.js.html#source-line-2491">analyticsdoc.<wbr>js:2491</a></p> <div class="symbol-classdesc"> <p>Greenwald - Khanna algorithm for online quantile estimation. Given a comulative probability p, the algorithm returns the approximate value of the p-th quantile.</p> <p>The algorithm works by keeping a summary of buckets, each summarizing a range of values. Through the run of the algorithm new buckets are created and periodically merged if possible.</p> <p>It is was first explained in: "Space-Efficient Online Computation of Quantile Summaries" http://infolab.stanford.edu/~datar/courses/cs361a/papers/quantiles.pdf</p> <p>The error is bounded by the rank of the output element (not by the absolute value). Specifically, the worst case error in rank is bounded by eps*n, where n is the number of elements in the summary.</p> </div> <dl class="dl-compact"> </dl> </header> <section id="summary"> <div class="summary-callout"> <h2 class="summary-callout-heading">Properties</h2> <div class="summary-content"> <div class="summary-column"> <dl class="dl-summary-callout"> <dt><a href="module-analytics.Gk.html#.init">init</a></dt> <dd> </dd> <dt><a href="module-analytics.Gk.html#.memory">memory</a></dt> <dd> </dd> </dl> </div> <div class="summary-column"> <dl class="dl-summary-callout"> <dt><a href="module-analytics.Gk.html#.samples">samples</a></dt> <dd> </dd> <dt><a href="module-analytics.Gk.html#.size">size</a></dt> <dd> </dd> </dl> </div> <div class="summary-column"> </div> </div> </div> <div class="summary-callout"> <h2 class="summary-callout-heading">Methods</h2> <div class="summary-content"> <div class="summary-column"> <dl class="dl-summary-callout"> <dt><a href="module-analytics.Gk.html#.compress">compress(val)</a></dt> <dd> </dd> <dt><a href="module-analytics.Gk.html#.compress">compress()</a></dt> <dd> </dd> <dt><a href="module-analytics.Gk.html#.kolmogorovStat">kolmogorovStat(distribution)</a></dt> <dd> </dd> </dl> </div> <div class="summary-column"> <dl class="dl-summary-callout"> <dt><a href="module-analytics.Gk.html#.kolmogorovTest">kolmogorovTest(distribution, alpha)</a></dt> <dd> </dd> <dt><a href="module-analytics.Gk.html#.save">save(fout)</a></dt> <dd> </dd> <dt><a href="module-analytics.Gk.html#cdf">cdf(vals)</a></dt> <dd> </dd> </dl> </div> <div class="summary-column"> <dl class="dl-summary-callout"> <dt><a href="module-analytics.Gk.html#getParams">getParams()</a></dt> <dd> </dd> <dt><a href="module-analytics.Gk.html#quantile">quantile(pVals)</a></dt> <dd> </dd> </dl> </div> </div> </div> </section> <section> <h2 id="Gk">new <span class="symbol-name">Gk</span><span class="signature"><span class="signature-params">([arg])</span></span></h2> <section> <h3> Example </h3> <div> <pre class="prettyprint"><code>// import modules var qm = require('qminer'); var fs = require('qminer').fs; var quants = qm.analytics.quantiles; // create the Gk object var gk = new quants.Gk({ eps: 0.001, autoCompress: true }); // create the data used for calculating quantiles var inputs = [10, 1, 2, 8, 9, 5, 6, 4, 7, 3]; // fit the model for (var i = 0; i < inputs.length; i++) { gk.insert(inputs[i]); } // make the estimation for the 0.1 quantile var quant = gk.quantile(0.1); // save the model gk.save(fs.openWrite('gk.bin')).close(); // open the gk model under a new variable var gk2 = new quants.Gk(fs.openRead('gk.bin'));</code></pre> </div> </section> <section> <h3>Parameter</h3> <table class="jsdoc-details-table"> <thead> <tr> <th>Name</th> <th>Type</th> <th>Optional</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td> <p>arg</p> </td> <td> <p>(module:analytics.quantiles~GkParam or <a href="module-fs.FIn.html">module:fs.FIn</a>)</p> </td> <td> <p>Yes</p> </td> <td> <p>Construction arguments. There are two ways of constructing: <br>1. Using the module:analytics.quantiles~GkParam object, <br>2. using the file input stream <a href="module-fs.FIn.html">module:fs.FIn</a>. </p> </td> </tr> </tbody> </table> </section> <dl class="dl-compact"> </dl> </section> <section> <h2>Properties</h2> <section> <div class="symbol-detail-labels"><span class="label label-static">static</span></div> <h3 id=".init"><span class="symbol-name">init</span></h3> <p>Returns the current size of the algorithms summary in number of tuples.</p> <dl class="dl-compact"> </dl> <div class="symbol-detail-labels"><span class="label label-static">static</span></div> <h3 id=".memory"><span class="symbol-name">memory</span></h3> <p>Returns the models current memory consumption.</p> <dl class="dl-compact"> </dl> <div class="symbol-detail-labels"><span class="label label-static">static</span></div> <h3 id=".samples"><span class="symbol-name">samples</span></h3> <p>Returns the number of samples seen by the model.</p> <dl class="dl-compact"> </dl> <div class="symbol-detail-labels"><span class="label label-static">static</span></div> <h3 id=".size"><span class="symbol-name">size</span></h3> <p>Returns the current size of the algorithms summary in number of tuples.</p> <dl class="dl-compact"> </dl> </section> <h2>Methods</h2> <section> <div class="symbol-detail-labels"><span class="label label-static">static</span></div> <h3 id=".compress"><span class="symbol-name">compress</span><span class="signature"><span class="signature-params">(val)</span> → <span class="signature-returns"> module:analytics.quantiles.Gk</span></span></h3> <p>Adds a new value to the summary.</p> <section> <h4> Example </h4> <div> <pre class="prettyprint"><code>var qm = require('qminer'); var gk = new qm.analytics.quantiles.Gk(); gk.insert(1.0); gk.insert(2.0);</code></pre> </div> </section> <section> <h4>Parameter</h4> <table class="jsdoc-details-table"> <thead> <tr> <th>Name</th> <th>Type</th> <th>Optional</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td> <p>val</p> </td> <td> <p>number</p> </td> <td> <p> </p> </td> <td> <p>the value</p> </td> </tr> </tbody> </table> </section> <dl class="dl-compact"> <dt>Returns</dt> <dd> <p><code>module:analytics.quantiles.Gk</code>B reference to self</p> </dd> </dl> <div class="symbol-detail-labels"><span class="label label-static">static</span></div> <h3 id=".compress"><span class="symbol-name">compress</span><span class="signature"><span class="signature-params">()</span></span></h3> <p>Manually runs the compression procedure.</p> <dl class="dl-compact"> <dt>Returns</dt> <dd> <p>reference to self</p> </dd> </dl> <div class="symbol-detail-labels"><span class="label label-static">static</span></div> <h3 id=".kolmogorovStat"><span class="symbol-name">kolmogorovStat</span><span class="signature"><span class="signature-params">(distribution)</span> → <span class="signature-returns"> number</span></span></h3> <p>Compares this distribution to <code>dist</code> and returns the Kolmogorov-Smirnov statistic:</p> <p>D_n,m = sup_x|f1(x) - f2(x)|</p> <p>where f1 and f2 are cumulative distribution function of this distribution and <code>dist</code> respectively. </p> <section> <h4>Parameter</h4> <table class="jsdoc-details-table"> <thead> <tr> <th>Name</th> <th>Type</th> <th>Optional</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td> <p>distribution</p> </td> <td> <p>module:analytics.quantiles.quantiles.Gk</p> </td> <td> <p> </p> </td> <td> <p>the distribution to compare against</p> </td> </tr> </tbody> </table> </section> <dl class="dl-compact"> <dt>Returns</dt> <dd> <p><code>number</code>B - the K-S statistic</p> </dd> </dl> <div class="symbol-detail-labels"><span class="label label-static">static</span></div> <h3 id=".kolmogorovTest"><span class="symbol-name">kolmogorovTest</span><span class="signature"><span class="signature-params">(distribution, alpha)</span> → <span class="signature-returns"> boolean</span></span></h3> <p>Compares this distribution to <code>dist</code> using the Kolmogorov-Smirnov test with significance <code>alpha</code>.</p> <section> <h4>Parameters</h4> <table class="jsdoc-details-table"> <thead> <tr> <th>Name</th> <th>Type</th> <th>Optional</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td> <p>distribution</p> </td> <td> <p>module:analytics.quantiles.quantiles.Gk</p> </td> <td> <p> </p> </td> <td> <p>the distribution to compare against</p> </td> </tr> <tr> <td> <p>alpha</p> </td> <td> <p>number</p> </td> <td> <p> </p> </td> <td> <p>the statistical significance</p> </td> </tr> </tbody> </table> </section> <dl class="dl-compact"> <dt>Returns</dt> <dd> <p><code>boolean</code>B - true if the distributions differ</p> </dd> </dl> <div class="symbol-detail-labels"><span class="label label-static">static</span></div> <h3 id=".save"><span class="symbol-name">save</span><span class="signature"><span class="signature-params">(fout)</span> → <span class="signature-returns"> <a href="module-fs.FOut.html">module:fs.FOut</a></span></span></h3> <p>Saves the objects state into the output stream.</p> <section> <h4>Parameter</h4> <table class="jsdoc-details-table"> <thead> <tr> <th>Name</th> <th>Type</th> <th>Optional</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td> <p>fout</p> </td> <td> <p><a href="module-fs.FOut.html">module:fs.FOut</a></p> </td> <td> <p> </p> </td> <td> <p>the output stream</p> </td> </tr> </tbody> </table> </section> <dl class="dl-compact"> <dt>Returns</dt> <dd> <p><code><a href="module-fs.FOut.html">module:fs.FOut</a></code>B - the output stream</p> </dd> </dl> <h3 id="cdf"><span class="symbol-name">cdf</span><span class="signature"><span class="signature-params">(vals)</span> → <span class="signature-returns"> (number or Array)</span></span></h3> <p>Provided a given value or array of values it returns the corresponding values of the cumulative distribution function.</p> <section> <h4> Example </h4> <div> <pre class="prettyprint"><code>var qm = require('qminer'); var gk = new qm.analytics.quantiles.Gk({ eps: 0.1 }); gk.insert(1.0); gk.insert(2.0); gk.insert(1.0); gk.insert(3.0); gk.insert(2.0); console.log(gk.cdf(0)); // prints the CDF for x = 0 console.log(gk.cdf(2)); // prints the CDF for x = 2 console.log(gk.cdf(4)); // prints the CDF for x = 4</code></pre> </div> </section> <section> <h4>Parameter</h4> <table class="jsdoc-details-table"> <thead> <tr> <th>Name</th> <th>Type</th> <th>Optional</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td> <p>vals</p> </td> <td> <p>(number or Array)</p> </td> <td> <p> </p> </td> <td> <p>the values which we a querying (quantiles)</p> </td> </tr> </tbody> </table> </section> <dl class="dl-compact"> <dt>Returns</dt> <dd> <p><code>(number or Array)</code>B pVals - depending whether the input was a single value or array the method returns a probability or array of probabilities</p> </dd> </dl> <h3 id="getParams"><span class="symbol-name">getParams</span><span class="signature"><span class="signature-params">()</span> → <span class="signature-returns"> module:analytics.quantiles~GkParam</span></span></h3> <p>Returns the models' parameters as a JavaScript object (JSON). These parameters are the same as are set through the constructor.</p> <dl class="dl-compact"> <dt>Returns</dt> <dd> <p><code>module:analytics.quantiles~GkParam</code>B The construction parameters.</p> <p>var analytics = qm.analytics; var gk = new analytics.quantiles.Gk(); var params = gk.getParams();</p> <p>console.log(params.eps); console.log(params.autoCompress);</p> </dd> </dl> <h3 id="quantile"><span class="symbol-name">quantile</span><span class="signature"><span class="signature-params">(pVals)</span> → <span class="signature-returns"> (number or Array)</span></span></h3> <p>Given an input cumulative probability, returns a quantile associated with that probability (e.g. for input 0.5 it will return the median).</p> <section> <h4> Example </h4> <div> <pre class="prettyprint"><code>var qm = require('qminer'); var gk = new qm.analytics.quantiles.Gk({ eps: 0.1 }); gk.insert(1.0); gk.insert(2.0); gk.insert(1.0); gk.insert(3.0); gk.insert(2.0); console.log(gk.quantile(0.01)); // prints the first percentile console.log(gk.quantile(0.25)); // prints the first quartile console.log(gk.quantile(0.5)); // prints the median</code></pre> </div> </section> <section> <h4>Parameter</h4> <table class="jsdoc-details-table"> <thead> <tr> <th>Name</th> <th>Type</th> <th>Optional</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td> <p>pVals</p> </td> <td> <p>(number or Array)</p> </td> <td> <p> </p> </td> <td> <p>the p-values which we a querying</p> </td> </tr> </tbody> </table> </section> <dl class="dl-compact"> <dt>Returns</dt> <dd> <p><code>(number or Array)</code>B quantiles - depending whether the input was a single value or array the method returns a quantile or array of quantiles</p> </dd> </dl> </section> </section> </div> </div> <nav id="jsdoc-toc-nav" role="navigation"></nav> </div> </div> <footer id="jsdoc-footer" class="jsdoc-footer"> <div id="jsdoc-footer-container"> <p> </p> </div> </footer> <script src="scripts/jquery.min.js"></script> <script src="scripts/tree.jquery.js"></script> <script src="scripts/prettify.js"></script> <script src="scripts/jsdoc-toc.js"></script> <script src="scripts/linenumber.js"></script> <script src="scripts/scrollanchor.js"></script> </body> </html>