cpp/matlab/tdigest_error_vs_rank.m (40 lines of code) (raw):

# Licensed to the Apache Software Foundation (ASF) under one # or more contributor license agreements. See the NOTICE file # distributed with this work for additional information # regarding copyright ownership. 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. clf; td_cpp=load('../results/tdigest_error_vs_rank-k100-sl25.tsv'); hold on; plot(td_cpp(:,1), td_cpp(:,8), 'linewidth', 2); plot(td_cpp(:,1), td_cpp(:,7), 'linewidth', 2); plot(td_cpp(:,1), td_cpp(:,6), 'linewidth', 2); plot(td_cpp(:,1), td_cpp(:,5), 'linewidth', 2); plot(td_cpp(:,1), td_cpp(:,4), 'linewidth', 2); plot(td_cpp(:,1), td_cpp(:,3), 'linewidth', 2); plot(td_cpp(:,1), td_cpp(:,2), 'linewidth', 2); set(gca, 'fontsize', 16); title 'TDigest rank error K=100, N=2^2^5, uniform distribution, 10000 trials' xlabel 'normalized rank' ylabel 'rank error' grid minor on legend( '+3SD', '+2SD', '+1SD', 'median', '-1SD', '-2SD', '-3SD', 'location', 'northwest');