void req_error_vs_rank_profile::run()

in cpp/src/req_error_vs_rank_profile_impl.hpp [41:88]

• 38 lines of code
• 7 McCabe index (conditional complexity)

void req_error_vs_rank_profile<T>::run() {
  const size_t lg_stream_len = 25;
  const size_t plot_points = 100;

  const size_t num_trials = 10000;

  const bool hra = true;
  const uint16_t k = 12;

  const uint16_t error_sketch_k = 1000;

  size_t stream_len = 1 << lg_stream_len;
  std::vector<T> values(stream_len);

  std::vector<double> plot_ranks(plot_points);
  for (size_t i = 0; i < plot_points; ++i) plot_ranks[i] = static_cast<double>(i) / (plot_points - 1);

  std::vector<kll_sketch<double>> error_distributions(plot_points);
  std::generate(error_distributions.begin(), error_distributions.end(), []{return kll_sketch<double>(error_sketch_k);});

  std::cout << "Trials: " << num_trials << "\n";
  for (size_t t = 1; t <= num_trials; ++t) {
    if (t % 10 == 0) std::cout << "trial " << t << "\n";
    std::generate(values.begin(), values.end(), [this]{return sample();});
//    req_sketch<T> sketch(k, hra);
    tdigest<T> sketch(100);
    for (auto value: values) sketch.update(value);
    std::sort(values.begin(), values.end());
    for (size_t i = 0; i < plot_points; ++i) {
      const T quantile = get_quantile(values, values.size(), plot_ranks[i]);
//      const double true_rank = get_rank(values, values.size(), quantile, INCLUSIVE);
      const double true_rank = get_rank(values, values.size(), quantile, MIDPOINT);
      error_distributions[i].update(sketch.get_rank(quantile) - true_rank);
    }
  }

  std::cout << "Rank\t-3SD\t-2SD\t-1SD\tMed\t+1SD\t+2SD\t+3SD\n";
  for (size_t i = 0; i < plot_points; ++i) {
    std::cout << plot_ranks[i] << "\t";
    std::cout << error_distributions[i].get_quantile(M3SD) << "\t";
    std::cout << error_distributions[i].get_quantile(M2SD) << "\t";
    std::cout << error_distributions[i].get_quantile(M1SD) << "\t";
    std::cout << error_distributions[i].get_quantile(0.5) << "\t";
    std::cout << error_distributions[i].get_quantile(P1SD) << "\t";
    std::cout << error_distributions[i].get_quantile(P2SD) << "\t";
    std::cout << error_distributions[i].get_quantile(P3SD) << "\n";
  }
}