47 lines
1.5 KiB
C
47 lines
1.5 KiB
C
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// hakmem_p2.h - P² (P-square) Algorithm for Percentile Estimation
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// Purpose: O(1) memory, O(1) update, 1-2% accuracy for p99 estimation
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//
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// Reference: Jain & Chlamtac (1985) "The P² algorithm for dynamic
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// calculation of quantiles and histograms without storing observations"
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//
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// License: MIT
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// Date: 2025-10-21
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#ifndef HAKMEM_P2_H
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#define HAKMEM_P2_H
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#include <stdint.h>
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// ============================================================================
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// P² Estimator (5 markers: min, p25, p50, p75, p99)
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// ============================================================================
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typedef struct {
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double q[5]; // Marker heights (quantile values)
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int n[5]; // Marker positions (1-based indices)
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double dn[5]; // Desired marker positions (increments)
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int count; // Total samples processed
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double target_p; // Target percentile (0.99 for p99)
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} hak_p2_t;
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// ============================================================================
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// Public API
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// ============================================================================
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// Initialize P² estimator for target percentile (e.g., 0.99 for p99)
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void hak_p2_init(hak_p2_t* p2, double target_p);
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// Add a new sample value
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void hak_p2_add(hak_p2_t* p2, double value);
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// Get current percentile estimate
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double hak_p2_get(hak_p2_t* p2);
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// Reset estimator (start new window)
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void hak_p2_reset(hak_p2_t* p2);
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// Get sample count
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int hak_p2_count(hak_p2_t* p2);
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#endif // HAKMEM_P2_H
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