View Source ddskerl_std (ddskerl v0.2.1)

DDSketch implementation in Erlang.

This implements an unbounded bucket count, that is, on a degenerate case, the memory consumption will be unbounded logarithmic on the number of different elements.

The underlying data structure is a map. Note however, that, if measuring picoseconds, a map with 2184 buckets would keep track of all values all the way to 107 days.

Because the data structure cannot be accessed concurretly (share-nothing semantics), a good strategy would be to keep many running in parallel, and running queries over a merge.

When to use

This is a good choice when the summary is tracked by a process and updates the state through its mailbox.

For example, the following could be used as a template:

...
-behaviour(gen_server).

-spec start_link(ddskerl_std:opts()) -> gen_server:start_ret().
start_link(Opts) ->
   gen_server:start_link(?MODULE, Opts, [{spawn_opt, [{message_queue_data, off_heap}]}]).

-spec init(ddskerl_std:opts()) -> {ok, ddskerl_std:ddsketch()}.
init(Opts) ->
   {ok, ddskerl_std:new(Opts)}.

handle_call({get_quantile, Q}, _From, Sketch) ->
   {reply, ddskerl_std:quantile(Sketch, Q), Sketch}.

handle_cast({new_value, Value}, Sketch) ->
   {noreply, ddskerl_std:insert(Sketch, Value)}.
...

Summary

Types

ddsketch()

DDSketch instance.

opts()

Options for the DDSketch.

Functions

insert/2

Insert a value into the DDSketch.

merge/2

Merge two DDSketch instances.

new/1

Create a new DDSketch instance.

quantile/2

Calculate the quantile of a DDSketch.

sum/1

Get the sum of elements in the DDSketch.

total/1

Get the total number of elements in the DDSketch.