Quantiles

Files
file	quantiles.hpp

Functions
std::unique_ptr< column >	cudf::quantile (column_view const &input, std::vector< double > const &q, interpolation interp=interpolation::LINEAR, column_view const &ordered_indices={}, bool exact=true, rmm::mr::device_memory_resource *mr=rmm::mr::get_current_device_resource())
	Computes quantiles with interpolation. More...
std::unique_ptr< table >	cudf::quantiles (table_view const &input, std::vector< double > const &q, interpolation interp=interpolation::NEAREST, cudf::sorted is_input_sorted=sorted::NO, std::vector< order > const &column_order={}, std::vector< null_order > const &null_precedence={}, rmm::mr::device_memory_resource *mr=rmm::mr::get_current_device_resource())
	Returns the rows of the input corresponding to the requested quantiles. More...
std::unique_ptr< column >	cudf::percentile_approx (tdigest::tdigest_column_view const &input, column_view const &percentiles, rmm::mr::device_memory_resource *mr=rmm::mr::get_current_device_resource())
	Calculate approximate percentiles on an input tdigest column. More...

Detailed Description

Function Documentation

percentile_approx()

std::unique_ptr<column> cudf::percentile_approx	(	tdigest::tdigest_column_view const &	input,
		column_view const &	percentiles,
		rmm::mr::device_memory_resource *	mr = rmm::mr::get_current_device_resource()
	)

Calculate approximate percentiles on an input tdigest column.

tdigest (https://arxiv.org/pdf/1902.04023.pdf) columns are produced specifically by the TDIGEST and MERGE_TDIGEST aggregations. These columns represent compressed representations of a very large input data set that can be queried for quantile information.

Produces a LIST column where each row i represents output from querying the corresponding tdigest from input row i. The length of each output list is the number of percentages specified in percentages.

Parameters

input	tdigest input data. One tdigest per row
percentiles	Desired percentiles in range [0, 1]
mr	Device memory resource used to allocate the returned column's device memory

Exceptions

cudf::logic_error	if input is not a valid tdigest column.
cudf::logic_error	if percentiles is not a FLOAT64 column.

Returns

LIST Column containing requested percentile values as FLOAT64

quantile()

std::unique_ptr<column> cudf::quantile	(	column_view const &	input,
		std::vector< double > const &	q,
		interpolation	interp = interpolation::LINEAR,
		column_view const &	ordered_indices = {},
		bool	exact = true,
		rmm::mr::device_memory_resource *	mr = rmm::mr::get_current_device_resource()
	)

Computes quantiles with interpolation.

Computes the specified quantiles by interpolating values between which they lie, using the interpolation strategy specified in interp.

Parameters

[in]	input	Column from which to compute quantile values
[in]	q	Specified quantiles in range [0, 1]
[in]	interp	Strategy used to select between values adjacent to a specified quantile.
[in]	ordered_indices	Column containing the sorted order of input. If the column is empty, all input values are used in existing order. Indices must be in range [0, input.size()), but are not required to be unique. Values not indexed by this column will be ignored.
[in]	exact	If true, returns doubles. If false, returns same type as input.
[in]	mr	Device memory resource used to allocate the returned column's device memory

Returns

Column of specified quantiles, with nulls for indeterminable values

quantiles()

std::unique_ptr<table> cudf::quantiles	(	table_view const &	input,
		std::vector< double > const &	q,
		interpolation	interp = interpolation::NEAREST,
		cudf::sorted	is_input_sorted = sorted::NO,
		std::vector< order > const &	column_order = {},
		std::vector< null_order > const &	null_precedence = {},
		rmm::mr::device_memory_resource *	mr = rmm::mr::get_current_device_resource()
	)

Returns the rows of the input corresponding to the requested quantiles.

Quantiles are cut points that divide the range of a dataset into continuous intervals. e.g: quartiles are the three cut points that divide a dataset into four equal-sized groups. See https://en.wikipedia.org/wiki/Quantile

The indices used to gather rows are computed by interpolating between the index on either side of the desired quantile. Since some columns may be non-arithmetic, interpolation between rows is limited to non-arithmetic strategies.

Non-arithmetic interpolation strategies include HIGHER, LOWER, and NEAREST.

quantiles <= 0 correspond to row 0. (first) quantiles >= 1 correspond to row input.size() - 1. (last)

Parameters

input	Table used to compute quantile rows
q	Desired quantiles in range [0, 1]
interp	Strategy used to select between the two rows on either side of the desired quantile.
is_input_sorted	Indicates if the input has been pre-sorted
column_order	The desired sort order for each column
null_precedence	The desired order of null compared to other elements
mr	Device memory resource used to allocate the returned table's device memory

Returns

Table of specified quantiles, with nulls for indeterminable values

Exceptions

cudf::logic_error	if interp is an arithmetic interpolation strategy
cudf::logic_error	if input is empty