fix weight in interpolation#58
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CamDavidsonPilon merged 5 commits intoCamDavidsonPilon:masterfrom Nov 21, 2021
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kunigami
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Nov 20, 2021
| t.batch_update([1, 1, 2, 2, 3, 4, 4, 4, 5, 5]) | ||
| assert t.percentile(30) == 2 | ||
| assert t.percentile(40)*3 == 7 | ||
| assert t.percentile(40)*3 == 8 |
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eh, sorry I didn't realize I would have to update this test again >.<
| # Test https://github.com/CamDavidsonPilon/tdigest/issues/16 | ||
| t = TDigest() | ||
| t.batch_update([62.0, 202.0, 1415.0, 1433.0]) | ||
| print(t.percentile(26)) |
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Cool! Thanks @kunigami! |
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This is essentially: #52 with extra simplifications.
Intuitively if
pis close tot(the mid point of the previous cluster), the weight forc_i.meanshould be higher. Whereas right nowz1 = p - tis smaller the closerpis tot.Note that when we do this change, the
p == t + kis handled too:Also noting that
k = z1 + z2:I added a test case to show case this:
it currently returns
132.0forp=40.