cpp/matlab/tdigest_vs_req_error_exp.m (35 lines of code) (raw):
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clf;
td200=load('../results/tdigest_rank_error-200-double-exp1.5.tsv');
req40_hra=load('../results/req_sketch_error-40-double-exp1.5-hra.tsv');
req40_lra=load('../results/req_sketch_error-40-double-exp1.5-lra.tsv');
hold on;
semilogx(td200(:,1), td200(:,6), 'linewidth', 2);
semilogx(req40_hra(:,1), req40_hra(:,6), 'linewidth', 2);
#semilogx(td200(:,1), td200(:,2), 'linewidth', 2);
#semilogx(req40_lra(:,1), req40_lra(:,2), 'linewidth', 2);
set(gca, 'fontsize', 16);
title 'Rank Error of TDigest and REQ sketch, exponential distribution lambda=1.5, 1000 trials 99 pct'
xlabel 'stream size'
ylabel 'normalized rank error |true - esimate|, %'
grid minor on
legend(
'TDigest k=200 rank 0.99',
'REQ k=40 HRA rank 0.99',
'location', 'northwest'
);