Class DefaultAlgorithmRReservoir

A histogram with a uniform reservoir produces quantiles which are valid for the entirely of the histogram’s lifetime.

This sampling reservoir can be used when you are interested in long-term measurements, it does not offer a sence of recency.

All samples are equally likely to be evicted when the reservoir is at full capacity.

Inheritance

System.Object

DefaultAlgorithmRReservoir

Namespace:App.Metrics.ReservoirSampling.Uniform

Assembly:cs.temp.dll.dll

Syntax

public sealed class DefaultAlgorithmRReservoir : IReservoir

Remarks

Uses Vitter's Algorithm R for reservoir sampling

Constructors

DefaultAlgorithmRReservoir()

Initializes a new instance of the DefaultAlgorithmRReservoir class.

Declaration

public DefaultAlgorithmRReservoir()

DefaultAlgorithmRReservoir(Int32)

Initializes a new instance of the DefaultAlgorithmRReservoir class.

Declaration

public DefaultAlgorithmRReservoir(int sampleSize)

Parameters

Type	Name	Description
System.Int32	sampleSize	The number of samples to keep in the sampling reservoir

Properties

Size

Gets the size.

Declaration

public int Size { get; }

Property Value

Type	Description
System.Int32	The size.

Methods

GetSnapshot()

Declaration

public IReservoirSnapshot GetSnapshot()

Returns

Type	Description
IReservoirSnapshot

GetSnapshot(Boolean)

Declaration

public IReservoirSnapshot GetSnapshot(bool resetReservoir)

Parameters

Type	Name	Description
System.Boolean	resetReservoir

Returns

Type	Description
IReservoirSnapshot

Reset()

Declaration

public void Reset()

Update(Int64)

Declaration

public void Update(long value)

Parameters

Type	Name	Description
System.Int64	value

Update(Int64, String)

Updates the sample set adding the specified value using Vitter's Algorithm R.

Declaration

public void Update(long value, string userValue)

Parameters

Type	Name	Description
System.Int64	value	The value to add to the sample set.
System.String	userValue	The user value to track, which records the last, min and max user values within the sample.

Examples

-- S has items to sample, R will contain the result
ReservoirSample(S[1..n], R[1..k])
    -- fill the reservoir array
    for i = 1 to k
        R[i] := S[i]
        -- replace elements with gradually decreasing probability
    for i = k+1 to n
        j := random(1, i)   -- important: inclusive range
        if j <= k
        R[j] := S[i]