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fix weight in interpolation #58
Merged
CamDavidsonPilon
merged 5 commits into
CamDavidsonPilon:master
from
kunigami:fix_weight
Nov 21, 2021
Merged
fix weight in interpolation #58
CamDavidsonPilon
merged 5 commits into
CamDavidsonPilon:master
from
kunigami:fix_weight
Nov 21, 2021
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kunigami
commented
Nov 20, 2021
@@ -220,7 +227,7 @@ def test_ints(self): | |||
t = TDigest() | |||
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 >.<
@@ -142,7 +142,6 @@ def test_negative_extreme_percentile_is_still_positive(self, empty_tdigest): | |||
# 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
p
is close tot
(the mid point of the previous cluster), the weight forc_i.mean
should be higher. Whereas right nowz1 = p - t
is smaller the closerp
is tot
.Note that when we do this change, the
p == t + k
is handled too:Also noting that
k = z1 + z2
:I added a test case to show case this:
it currently returns
132.0
forp=40
.