org.kairosdb.util.UniformReservoir.java Source code

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Here is the source code for org.kairosdb.util.UniformReservoir.java

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/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements. The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

/*
 * Forked from https://github.com/codahale/metrics
 */

package org.kairosdb.util;

import com.google.common.util.concurrent.AtomicDoubleArray;

import java.util.Random;
import java.util.concurrent.atomic.AtomicLong;

/**
 * A random sampling reservoir of a stream of {@code long}s. Uses Vitter's Algorithm R to produce a
 * statistically representative sample.
 *
 * @see <a href="http://www.cs.umd.edu/~samir/498/vitter.pdf">Random Sampling with a Reservoir</a>
 */
public class UniformReservoir implements Reservoir {
    private static final int DEFAULT_SIZE = 1028;
    private static final int BITS_PER_LONG = 63;
    private final AtomicLong count = new AtomicLong();
    private final AtomicDoubleArray values;
    private static Random random;

    /**
     * Creates a new {@link UniformReservoir} of 1028 elements, which offers a 99.9% confidence level
     * with a 5% margin of error assuming a normal distribution.
     */
    public UniformReservoir() {
        this(DEFAULT_SIZE);
    }

    /**
     * Creates a new {@link UniformReservoir}.
     *
     * @param size the number of samples to keep in the sampling reservoir
     */
    public UniformReservoir(int size) {
        this.values = new AtomicDoubleArray(size);
        for (int i = 0; i < values.length(); i++) {
            values.set(i, 0);
        }
        count.set(0);
        random = new Random();
    }

    @Override
    public int size() {
        final long c = count.get();
        if (c > values.length()) {
            return values.length();
        }
        return (int) c;
    }

    @Override
    public void update(double value) {
        final long c = count.incrementAndGet();
        if (c <= values.length()) {
            values.set((int) c - 1, value);
        } else {
            final long r = nextLong(c);
            if (r < values.length()) {
                values.set((int) r, value);
            }
        }
    }

    /**
     * Get a pseudo-random long uniformly between 0 and n-1. Stolen from
     * {@link java.util.Random#nextInt()}.
     *
     * @param n the bound
     * @return a value select randomly from the range {@code [0..n)}.
     */
    private static long nextLong(long n) {
        long bits, val;
        do {
            bits = random.nextLong() & (~(1L << BITS_PER_LONG));
            val = bits % n;
        } while (bits - val + (n - 1) < 0L);
        return val;
    }

    public double[] getValues() {
        double[] doubleArray = new double[this.size()];
        for (int i = 0; i < this.size(); i++) {
            doubleArray[i] = values.get(i);
        }
        return doubleArray;
    }
}