Method MergeInput

src/types/tdigest.cc:227–259

merge input data with current tdigest

  // merge input data with current tdigest
  void MergeInput(std::vector<double> input) {
    total_weight_ += static_cast<double>(input.size());

    std::sort(input.begin(), input.end());
    if (input.empty()) {
      return;
    }

    // pick next minimal centroid from input and tdigest, feed to merger
    merger_.Reset(total_weight_, &tdigests_[1 - current_]);
    const auto& td = tdigests_[current_];
    uint32_t tdigest_index = 0;
    uint32_t input_index = 0;
    while (tdigest_index < td.size() && input_index < input.size()) {
      if (td[tdigest_index].mean < input[input_index]) {
        merger_.Add(td[tdigest_index]);
        ++tdigest_index;
      } else {
        merger_.Add(Centroid{input[input_index], 1});
        ++input_index;
      }
    }
    while (tdigest_index < td.size()) {
      merger_.Add(td[tdigest_index]);
      ++tdigest_index;
    }
    while (input_index < input.size()) {
      merger_.Add(Centroid{input[input_index], 1});
      ++input_index;
    }
    merger_.Reset(0, nullptr);
    current_ = 1 - current_;
  }

  double Quantile(double q) const {
    const auto& td = tdigests_[current_];