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Fix OOB access in Quantile() #32

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Fix OOB access in Quantile() #32

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29913c0
Use approx equality for floats in tdigest_test
hdrodz Apr 22, 2023
1f5ac7a
Add floating point error unit test
hdrodz Apr 22, 2023
3d4528d
Fix OOB access when sort.Search finds no matches
hdrodz Apr 22, 2023
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7 changes: 3 additions & 4 deletions go.mod
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Original file line number Diff line number Diff line change
@@ -1,10 +1,9 @@
module github.com/influxdata/tdigest

require (
github.com/google/go-cmp v0.2.0
golang.org/x/exp v0.0.0-20180321215751-8460e604b9de
gonum.org/v1/gonum v0.0.0-20181121035319-3f7ecaa7e8ca
gonum.org/v1/netlib v0.0.0-20181029234149-ec6d1f5cefe6 // indirect
github.com/google/go-cmp v0.5.7
golang.org/x/exp v0.0.0-20191002040644-a1355ae1e2c3
gonum.org/v1/gonum v0.12.0
)

go 1.13
111 changes: 111 additions & 0 deletions go.sum
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Original file line number Diff line number Diff line change
@@ -1,9 +1,120 @@
dmitri.shuralyov.com/gpu/mtl v0.0.0-20190408044501-666a987793e9/go.mod h1:H6x//7gZCb22OMCxBHrMx7a5I7Hp++hsVxbQ4BYO7hU=
gioui.org v0.0.0-20210308172011-57750fc8a0a6/go.mod h1:RSH6KIUZ0p2xy5zHDxgAM4zumjgTw83q2ge/PI+yyw8=
git.sr.ht/~sbinet/gg v0.3.1/go.mod h1:KGYtlADtqsqANL9ueOFkWymvzUvLMQllU5Ixo+8v3pc=
github.com/BurntSushi/toml v0.3.1/go.mod h1:xHWCNGjB5oqiDr8zfno3MHue2Ht5sIBksp03qcyfWMU=
github.com/BurntSushi/xgb v0.0.0-20160522181843-27f122750802/go.mod h1:IVnqGOEym/WlBOVXweHU+Q+/VP0lqqI8lqeDx9IjBqo=
github.com/ajstarks/deck v0.0.0-20200831202436-30c9fc6549a9/go.mod h1:JynElWSGnm/4RlzPXRlREEwqTHAN3T56Bv2ITsFT3gY=
github.com/ajstarks/deck/generate v0.0.0-20210309230005-c3f852c02e19/go.mod h1:T13YZdzov6OU0A1+RfKZiZN9ca6VeKdBdyDV+BY97Tk=
github.com/ajstarks/svgo v0.0.0-20180226025133-644b8db467af/go.mod h1:K08gAheRH3/J6wwsYMMT4xOr94bZjxIelGM0+d/wbFw=
github.com/ajstarks/svgo v0.0.0-20211024235047-1546f124cd8b/go.mod h1:1KcenG0jGWcpt8ov532z81sp/kMMUG485J2InIOyADM=
github.com/boombuler/barcode v1.0.0/go.mod h1:paBWMcWSl3LHKBqUq+rly7CNSldXjb2rDl3JlRe0mD8=
github.com/boombuler/barcode v1.0.1/go.mod h1:paBWMcWSl3LHKBqUq+rly7CNSldXjb2rDl3JlRe0mD8=
github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
github.com/fogleman/gg v1.2.1-0.20190220221249-0403632d5b90/go.mod h1:R/bRT+9gY/C5z7JzPU0zXsXHKM4/ayA+zqcVNZzPa1k=
github.com/fogleman/gg v1.3.0/go.mod h1:R/bRT+9gY/C5z7JzPU0zXsXHKM4/ayA+zqcVNZzPa1k=
github.com/go-fonts/dejavu v0.1.0/go.mod h1:4Wt4I4OU2Nq9asgDCteaAaWZOV24E+0/Pwo0gppep4g=
github.com/go-fonts/latin-modern v0.2.0/go.mod h1:rQVLdDMK+mK1xscDwsqM5J8U2jrRa3T0ecnM9pNujks=
github.com/go-fonts/liberation v0.1.1/go.mod h1:K6qoJYypsmfVjWg8KOVDQhLc8UDgIK2HYqyqAO9z7GY=
github.com/go-fonts/liberation v0.2.0/go.mod h1:K6qoJYypsmfVjWg8KOVDQhLc8UDgIK2HYqyqAO9z7GY=
github.com/go-fonts/stix v0.1.0/go.mod h1:w/c1f0ldAUlJmLBvlbkvVXLAD+tAMqobIIQpmnUIzUY=
github.com/go-gl/glfw v0.0.0-20190409004039-e6da0acd62b1/go.mod h1:vR7hzQXu2zJy9AVAgeJqvqgH9Q5CA+iKCZ2gyEVpxRU=
github.com/go-latex/latex v0.0.0-20210118124228-b3d85cf34e07/go.mod h1:CO1AlKB2CSIqUrmQPqA0gdRIlnLEY0gK5JGjh37zN5U=
github.com/go-latex/latex v0.0.0-20210823091927-c0d11ff05a81/go.mod h1:SX0U8uGpxhq9o2S/CELCSUxEWWAuoCUcVCQWv7G2OCk=
github.com/go-pdf/fpdf v0.5.0/go.mod h1:HzcnA+A23uwogo0tp9yU+l3V+KXhiESpt1PMayhOh5M=
github.com/go-pdf/fpdf v0.6.0/go.mod h1:HzcnA+A23uwogo0tp9yU+l3V+KXhiESpt1PMayhOh5M=
github.com/golang/freetype v0.0.0-20170609003504-e2365dfdc4a0/go.mod h1:E/TSTwGwJL78qG/PmXZO1EjYhfJinVAhrmmHX6Z8B9k=
github.com/google/go-cmp v0.2.0 h1:+dTQ8DZQJz0Mb/HjFlkptS1FeQ4cWSnN941F8aEG4SQ=
github.com/google/go-cmp v0.2.0/go.mod h1:oXzfMopK8JAjlY9xF4vHSVASa0yLyX7SntLO5aqRK0M=
github.com/google/go-cmp v0.5.7 h1:81/ik6ipDQS2aGcBfIN5dHDB36BwrStyeAQquSYCV4o=
github.com/google/go-cmp v0.5.7/go.mod h1:n+brtR0CgQNWTVd5ZUFpTBC8YFBDLK/h/bpaJ8/DtOE=
github.com/jung-kurt/gofpdf v1.0.0/go.mod h1:7Id9E/uU8ce6rXgefFLlgrJj/GYY22cpxn+r32jIOes=
github.com/jung-kurt/gofpdf v1.0.3-0.20190309125859-24315acbbda5/go.mod h1:7Id9E/uU8ce6rXgefFLlgrJj/GYY22cpxn+r32jIOes=
github.com/kisielk/gotool v1.0.0/go.mod h1:XhKaO+MFFWcvkIS/tQcRk01m1F5IRFswLeQ+oQHNcck=
github.com/phpdave11/gofpdf v1.4.2/go.mod h1:zpO6xFn9yxo3YLyMvW8HcKWVdbNqgIfOOp2dXMnm1mY=
github.com/phpdave11/gofpdi v1.0.12/go.mod h1:vBmVV0Do6hSBHC8uKUQ71JGW+ZGQq74llk/7bXwjDoI=
github.com/phpdave11/gofpdi v1.0.13/go.mod h1:vBmVV0Do6hSBHC8uKUQ71JGW+ZGQq74llk/7bXwjDoI=
github.com/pkg/errors v0.8.1/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
github.com/pkg/errors v0.9.1/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
github.com/ruudk/golang-pdf417 v0.0.0-20181029194003-1af4ab5afa58/go.mod h1:6lfFZQK844Gfx8o5WFuvpxWRwnSoipWe/p622j1v06w=
github.com/ruudk/golang-pdf417 v0.0.0-20201230142125-a7e3863a1245/go.mod h1:pQAZKsJ8yyVxGRWYNEm9oFB8ieLgKFnamEyDmSA0BRk=
github.com/stretchr/testify v1.2.2/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs=
github.com/yuin/goldmark v1.2.1/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74=
github.com/yuin/goldmark v1.4.1/go.mod h1:mwnBkeHKe2W/ZEtQ+71ViKU8L12m81fl3OWwC1Zlc8k=
golang.org/x/crypto v0.0.0-20190308221718-c2843e01d9a2/go.mod h1:djNgcEr1/C05ACkg1iLfiJU5Ep61QUkGW8qpdssI0+w=
golang.org/x/crypto v0.0.0-20190510104115-cbcb75029529/go.mod h1:yigFU9vqHzYiE8UmvKecakEJjdnWj3jj499lnFckfCI=
golang.org/x/crypto v0.0.0-20191011191535-87dc89f01550/go.mod h1:yigFU9vqHzYiE8UmvKecakEJjdnWj3jj499lnFckfCI=
golang.org/x/crypto v0.0.0-20200622213623-75b288015ac9/go.mod h1:LzIPMQfyMNhhGPhUkYOs5KpL4U8rLKemX1yGLhDgUto=
golang.org/x/exp v0.0.0-20180321215751-8460e604b9de h1:xSjD6HQTqT0H/k60N5yYBtnN1OEkVy7WIo/DYyxKRO0=
golang.org/x/exp v0.0.0-20180321215751-8460e604b9de/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
golang.org/x/exp v0.0.0-20180807140117-3d87b88a115f/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
golang.org/x/exp v0.0.0-20190125153040-c74c464bbbf2/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
golang.org/x/exp v0.0.0-20190306152737-a1d7652674e8/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
golang.org/x/exp v0.0.0-20191002040644-a1355ae1e2c3 h1:n9HxLrNxWWtEb1cA950nuEEj3QnKbtsCJ6KjcgisNUs=
golang.org/x/exp v0.0.0-20191002040644-a1355ae1e2c3/go.mod h1:NOZ3BPKG0ec/BKJQgnvsSFpcKLM5xXVWnvZS97DWHgE=
golang.org/x/image v0.0.0-20180708004352-c73c2afc3b81/go.mod h1:ux5Hcp/YLpHSI86hEcLt0YII63i6oz57MZXIpbrjZUs=
golang.org/x/image v0.0.0-20190227222117-0694c2d4d067/go.mod h1:kZ7UVZpmo3dzQBMxlp+ypCbDeSB+sBbTgSJuh5dn5js=
golang.org/x/image v0.0.0-20190802002840-cff245a6509b/go.mod h1:FeLwcggjj3mMvU+oOTbSwawSJRM1uh48EjtB4UJZlP0=
golang.org/x/image v0.0.0-20190910094157-69e4b8554b2a/go.mod h1:FeLwcggjj3mMvU+oOTbSwawSJRM1uh48EjtB4UJZlP0=
golang.org/x/image v0.0.0-20200119044424-58c23975cae1/go.mod h1:FeLwcggjj3mMvU+oOTbSwawSJRM1uh48EjtB4UJZlP0=
golang.org/x/image v0.0.0-20200430140353-33d19683fad8/go.mod h1:FeLwcggjj3mMvU+oOTbSwawSJRM1uh48EjtB4UJZlP0=
golang.org/x/image v0.0.0-20200618115811-c13761719519/go.mod h1:FeLwcggjj3mMvU+oOTbSwawSJRM1uh48EjtB4UJZlP0=
golang.org/x/image v0.0.0-20201208152932-35266b937fa6/go.mod h1:FeLwcggjj3mMvU+oOTbSwawSJRM1uh48EjtB4UJZlP0=
golang.org/x/image v0.0.0-20210216034530-4410531fe030/go.mod h1:FeLwcggjj3mMvU+oOTbSwawSJRM1uh48EjtB4UJZlP0=
golang.org/x/image v0.0.0-20210607152325-775e3b0c77b9/go.mod h1:023OzeP/+EPmXeapQh35lcL3II3LrY8Ic+EFFKVhULM=
golang.org/x/image v0.0.0-20210628002857-a66eb6448b8d/go.mod h1:023OzeP/+EPmXeapQh35lcL3II3LrY8Ic+EFFKVhULM=
golang.org/x/image v0.0.0-20211028202545-6944b10bf410/go.mod h1:023OzeP/+EPmXeapQh35lcL3II3LrY8Ic+EFFKVhULM=
golang.org/x/image v0.0.0-20220302094943-723b81ca9867/go.mod h1:023OzeP/+EPmXeapQh35lcL3II3LrY8Ic+EFFKVhULM=
golang.org/x/mobile v0.0.0-20190719004257-d2bd2a29d028/go.mod h1:E/iHnbuqvinMTCcRqshq8CkpyQDoeVncDDYHnLhea+o=
golang.org/x/mod v0.1.0/go.mod h1:0QHyrYULN0/3qlju5TqG8bIK38QM8yzMo5ekMj3DlcY=
golang.org/x/mod v0.3.0/go.mod h1:s0Qsj1ACt9ePp/hMypM3fl4fZqREWJwdYDEqhRiZZUA=
golang.org/x/mod v0.5.1/go.mod h1:5OXOZSfqPIIbmVBIIKWRFfZjPR0E5r58TLhUjH0a2Ro=
golang.org/x/net v0.0.0-20190404232315-eb5bcb51f2a3/go.mod h1:t9HGtf8HONx5eT2rtn7q6eTqICYqUVnKs3thJo3Qplg=
golang.org/x/net v0.0.0-20190620200207-3b0461eec859/go.mod h1:z5CRVTTTmAJ677TzLLGU+0bjPO0LkuOLi4/5GtJWs/s=
golang.org/x/net v0.0.0-20201021035429-f5854403a974/go.mod h1:sp8m0HH+o8qH0wwXwYZr8TS3Oi6o0r6Gce1SSxlDquU=
golang.org/x/net v0.0.0-20211015210444-4f30a5c0130f/go.mod h1:9nx3DQGgdP8bBQD5qxJ1jj9UTztislL4KSBs9R2vV5Y=
golang.org/x/sync v0.0.0-20190423024810-112230192c58/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
golang.org/x/sync v0.0.0-20201020160332-67f06af15bc9/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
golang.org/x/sync v0.0.0-20210220032951-036812b2e83c/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
golang.org/x/sys v0.0.0-20190215142949-d0b11bdaac8a/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
golang.org/x/sys v0.0.0-20190312061237-fead79001313/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20190412213103-97732733099d/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20200930185726-fdedc70b468f/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20201119102817-f84b799fce68/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20210119212857-b64e53b001e4/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20210304124612-50617c2ba197/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20210423082822-04245dca01da/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20211019181941-9d821ace8654/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/term v0.0.0-20201126162022-7de9c90e9dd1/go.mod h1:bj7SfCRtBDWHUb9snDiAeCFNEtKQo2Wmx5Cou7ajbmo=
golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
golang.org/x/text v0.3.3/go.mod h1:5Zoc/QRtKVWzQhOtBMvqHzDpF6irO9z98xDceosuGiQ=
golang.org/x/text v0.3.5/go.mod h1:5Zoc/QRtKVWzQhOtBMvqHzDpF6irO9z98xDceosuGiQ=
golang.org/x/text v0.3.6/go.mod h1:5Zoc/QRtKVWzQhOtBMvqHzDpF6irO9z98xDceosuGiQ=
golang.org/x/text v0.3.7/go.mod h1:u+2+/6zg+i71rQMx5EYifcz6MCKuco9NR6JIITiCfzQ=
golang.org/x/tools v0.0.0-20180525024113-a5b4c53f6e8b/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=
golang.org/x/tools v0.0.0-20180917221912-90fa682c2a6e/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=
golang.org/x/tools v0.0.0-20190206041539-40960b6deb8e/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=
golang.org/x/tools v0.0.0-20190927191325-030b2cf1153e/go.mod h1:b+2E5dAYhXwXZwtnZ6UAqBI28+e2cm9otk0dWdXHAEo=
golang.org/x/tools v0.0.0-20191119224855-298f0cb1881e/go.mod h1:b+2E5dAYhXwXZwtnZ6UAqBI28+e2cm9otk0dWdXHAEo=
golang.org/x/tools v0.1.0/go.mod h1:xkSsbof2nBLbhDlRMhhhyNLN/zl3eTqcnHD5viDpcZ0=
golang.org/x/tools v0.1.9/go.mod h1:nABZi5QlRsZVlzPpHl034qft6wpY4eDcsTt5AaioBiU=
golang.org/x/xerrors v0.0.0-20190717185122-a985d3407aa7/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
golang.org/x/xerrors v0.0.0-20191011141410-1b5146add898/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
golang.org/x/xerrors v0.0.0-20191204190536-9bdfabe68543/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
golang.org/x/xerrors v0.0.0-20200804184101-5ec99f83aff1/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
gonum.org/v1/gonum v0.0.0-20180816165407-929014505bf4/go.mod h1:Y+Yx5eoAFn32cQvJDxZx5Dpnq+c3wtXuadVZAcxbbBo=
gonum.org/v1/gonum v0.0.0-20181121035319-3f7ecaa7e8ca h1:PupagGYwj8+I4ubCxcmcBRk3VlUWtTg5huQpZR9flmE=
gonum.org/v1/gonum v0.0.0-20181121035319-3f7ecaa7e8ca/go.mod h1:Y+Yx5eoAFn32cQvJDxZx5Dpnq+c3wtXuadVZAcxbbBo=
gonum.org/v1/gonum v0.8.2/go.mod h1:oe/vMfY3deqTw+1EZJhuvEW2iwGF1bW9wwu7XCu0+v0=
gonum.org/v1/gonum v0.9.3/go.mod h1:TZumC3NeyVQskjXqmyWt4S3bINhy7B4eYwW69EbyX+0=
gonum.org/v1/gonum v0.12.0 h1:xKuo6hzt+gMav00meVPUlXwSdoEJP46BR+wdxQEFK2o=
gonum.org/v1/gonum v0.12.0/go.mod h1:73TDxJfAAHeA8Mk9mf8NlIppyhQNo5GLTcYeqgo2lvY=
gonum.org/v1/netlib v0.0.0-20181029234149-ec6d1f5cefe6 h1:4WsZyVtkthqrHTbDCJfiTs8IWNYE4uvsSDgaV6xpp+o=
gonum.org/v1/netlib v0.0.0-20181029234149-ec6d1f5cefe6/go.mod h1:wa6Ws7BG/ESfp6dHfk7C6KdzKA7wR7u/rKwOGE66zvw=
gonum.org/v1/netlib v0.0.0-20190313105609-8cb42192e0e0 h1:OE9mWmgKkjJyEmDAAtGMPjXu+YNeGvK9VTSHY6+Qihc=
gonum.org/v1/netlib v0.0.0-20190313105609-8cb42192e0e0/go.mod h1:wa6Ws7BG/ESfp6dHfk7C6KdzKA7wR7u/rKwOGE66zvw=
gonum.org/v1/plot v0.0.0-20190515093506-e2840ee46a6b/go.mod h1:Wt8AAjI+ypCyYX3nZBvf6cAIx93T+c/OS2HFAYskSZc=
gonum.org/v1/plot v0.9.0/go.mod h1:3Pcqqmp6RHvJI72kgb8fThyUnav364FOsdDo2aGW5lY=
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honnef.co/go/tools v0.1.3/go.mod h1:NgwopIslSNH47DimFoV78dnkksY2EFtX0ajyb3K/las=
rsc.io/pdf v0.1.1/go.mod h1:n8OzWcQ6Sp37PL01nO98y4iUCRdTGarVfzxY20ICaU4=
9 changes: 5 additions & 4 deletions tdigest.go
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -209,15 +209,16 @@ func (t *TDigest) Quantile(q float64) float64 {
return t.cumulative[i] >= index
})

if lower+1 != len(t.cumulative) {
if lower+1 < len(t.cumulative) {
z1 := index - t.cumulative[lower-1]
z2 := t.cumulative[lower] - index
return weightedAverage(t.processed[lower-1].Mean, z2, t.processed[lower].Mean, z1)
}

z1 := index - t.processedWeight - t.processed[lower-1].Weight/2.0
z2 := (t.processed[lower-1].Weight / 2.0) - z1
return weightedAverage(t.processed[t.processed.Len()-1].Mean, z1, t.max, z2)
end := t.processed.Len() - 1
z1 := index - t.processedWeight - t.processed[end].Weight/2.0
z2 := (t.processed[end].Weight / 2.0) - z1
return weightedAverage(t.processed[end].Mean, z1, t.max, z2)
}

// CDF returns the cumulative distribution function for a given value x.
Expand Down
32 changes: 27 additions & 5 deletions tdigest_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -8,6 +8,7 @@ import (

"github.com/influxdata/tdigest"
"golang.org/x/exp/rand"
"gonum.org/v1/gonum/floats/scalar"
"gonum.org/v1/gonum/stat/distuv"
)

Expand All @@ -16,7 +17,8 @@ const (
Mu = 10
Sigma = 3

seed = 42
seed = 42
tolerance = 1e-9
)

// NormalData is a slice of N random values that are normaly distributed with mean Mu and standard deviation Sigma.
Expand All @@ -25,6 +27,7 @@ var UniformData []float64

var NormalDigest *tdigest.TDigest
var UniformDigest *tdigest.TDigest
var FPErrorDigest *tdigest.TDigest

func init() {
dist := distuv.Normal{
Expand All @@ -47,6 +50,14 @@ func init() {
UniformData[i] = uniform.Float64() * 100
UniformDigest.Add(UniformData[i], 1)
}

FPErrorDigest = tdigest.NewWithCompression(1000)
FPErrorDigest.Add(0.1, 0.1)
FPErrorDigest.Add(0.2, 0.2)
FPErrorDigest.Add(0.1, 0.1)
FPErrorDigest.Add(0.2, 0.2)
FPErrorDigest.Add(0.1, 0.1)
FPErrorDigest.Add(0.2, 0.2)
}

// Compares the quantile results of two digests, and fails if the
Expand All @@ -64,6 +75,11 @@ func compareQuantiles(td1, td2 *tdigest.TDigest, maxErr float64) error {
return nil
}

// approx returns true if x and y are approximately equal to one another.
func approx(x, y float64) bool {
return scalar.EqualWithinRel(x, y, tolerance)
}

// All Add methods should yield equivalent results.
func TestTdigest_AddFuncs(t *testing.T) {
centroids := NormalDigest.Centroids(nil)
Expand Down Expand Up @@ -115,7 +131,7 @@ func TestTdigest_Count(t *testing.T) {
}
}
got := td.Count()
if got != tt.want {
if !approx(got, tt.want) {
t.Errorf("unexpected count, got %g want %g", got, tt.want)
}
})
Expand Down Expand Up @@ -202,6 +218,12 @@ func TestTdigest_Quantile(t *testing.T) {
digest: UniformDigest,
want: 99.90103781043621,
},
{
name: "fp error 100.0",
quantile: 1.0,
digest: FPErrorDigest,
want: 0.2,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
Expand All @@ -213,7 +235,7 @@ func TestTdigest_Quantile(t *testing.T) {
}
}
got := td.Quantile(tt.quantile)
if got != tt.want {
if !approx(got, tt.want) {
t.Errorf("unexpected quantile %f, got %g want %g", tt.quantile, got, tt.want)
}
})
Expand Down Expand Up @@ -305,7 +327,7 @@ func TestTdigest_CDFs(t *testing.T) {
}
}
got := td.CDF(tt.cdf)
if got != tt.want {
if !approx(got, tt.want) {
t.Errorf("unexpected CDF %f, got %g want %g", tt.cdf, got, tt.want)
}
})
Expand All @@ -323,7 +345,7 @@ func TestTdigest_Reset(t *testing.T) {
for _, x := range NormalData {
td.Add(x, 1)
}
if q2 := td.Quantile(0.9); q2 != q1 {
if q2 := td.Quantile(0.9); !approx(q2, q1) {
t.Errorf("unexpected quantile, got %g want %g", q2, q1)
}
}
Expand Down