Implement get rank

Author: geonove

ddsketch/include/ddsketch_impl.hpp

@@ -20,6 +20,8 @@
 #ifndef DDSKETCH_IMPL_H
 #define DDSKETCH_IMPL_H
 
+#include <iomanip>
+#include <iostream>
 #include "ddsketch.hpp"
 #include "store_factory.hpp"
 namespace datasketches {
@@ -134,6 +136,27 @@ double DDSketch<Store, Mapping>::get_max() const {
   return -index_mapping.value(negative_store.get_min_index());
 }
 
+template<store_concept Store, class Mapping>
+double DDSketch<Store, Mapping>::get_rank(const double &item) const {
+  double rank = 0.0;
+
+  if (!negative_store.is_empty()) {
+    for (auto it = negative_store.rbegin(); it != negative_store.rend() && index_mapping.value((*it).getIndex()) <= item; ++it) {
+      rank += (*it).getCount();
+    }
+  }
+  if (item >= 0) {
+    rank += zero_count;
+  }
+  if (!positive_store.is_empty()) {
+    for (auto it = positive_store.begin(); it != positive_store.end() && index_mapping.value((*it).getIndex()) <= item; ++it) {
+      rank += (*it).getCount();
+    }
+  }
+  return rank / get_count();
+}
+
+
 template<store_concept Store, class Mapping>
 double DDSketch<Store, Mapping>::get_quantile(const double& rank) const {
   return get_quantile(rank, get_count());

ddsketch/test/DDSketchTest.cpp

@@ -515,4 +515,19 @@ TEMPLATE_TEST_CASE("DDSketch merging random test", "[ddsketch][random]",
     test_merging<decltype(sketch)>(sketch, value_arrays, relative_accuracy);
   }
 }
+
+TEST_CASE("quantile", "[ddsketch]") {
+  std::random_device rd{};
+  std::mt19937_64 gen{rd()};
+  std::normal_distribution<double> d(0.0, 1.0);
+
+  DDSketch<SparseStore<A>, LogarithmicMapping> ddsketch(0.01);
+  for (size_t i = 0; i < 1000000; ++i) {
+    double val = d(gen);
+    ddsketch.update(val);
+  }
+
+  std::cout << ddsketch.get_quantile(0.5) << std::endl;
+  std::cout << ddsketch.get_rank(4) << std::endl;
+}
 } /* namespace datasketches */

tdigest/test/tdigest_test.cpp

@@ -84,6 +84,20 @@ TEST_CASE("many values", "[tdigest]") {
   REQUIRE(cdf[1] == 1);
 }
 
+TEST_CASE("rank - quantile", "[tdigest]") {
+  std::random_device rd{};
+  std::mt19937_64 gen{rd()};
+  std::normal_distribution<double> d(0.0, 1.0);
+  tdigest_double td;
+  for (size_t i = 0; i < 10000; ++i) {
+    double val = d(gen);
+    td.update(val);
+  }
+
+  std::cout << td.get_quantile(0.5) << std::endl;
+  std::cout << td.get_rank(0) << std::endl;
+}
+
 TEST_CASE("rank - two values", "[tdigest]") {
   tdigest_double td(100);
   td.update(1);