Add quantile aggregator plugin #8594
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added 3 commits
December 18, 2020 13:04
… of the caio/tdigest library. This will conflict otherwise.
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Dec 18, 2020
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Co-authored-by: reimda <[email protected]>
Co-authored-by: reimda <[email protected]>
Co-authored-by: reimda <[email protected]>
reimda
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Feb 10, 2021
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Sorry to nitpick on naming and documentation :)
Thanks for removing the term "approximator" from the settings and documentation. Let's also replace "approximator" with "algorithm" everywhere in the code and also in the filename "approximator.go". It will be unnecessarily confusing to future devs to have to try to understand what an exact approximator is.
Other than that I think it's ready to merge
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@reimda don't worry, your feedback is very much appreciated! |
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This PR implements a quantile aggregator allowing to aggregate multiple series and output the specified quantiles per field and metric. It provides three types of approximations, T-Digest as well as exact approximations using Hyndman & Fan's R7 (equivalent to Excel and Numpy) and R8 (recommended in the paper) approach.
The plugin adds no further dependencies, but it was necessary to update
github.com/wavefronthq/wavefront-sdk-gofrom 0.9.2 to 0.9.7 to get an up-to-dategithub.aaakk.us.kg/caio/go-tdigestlibrary used here.The approach is similar to PR #6887 but has much less code. Closes #6440.