/* * Licensed to the Apache Software Foundation (ASF) under one * or more contributor license agreements. See the NOTICE file * distributed with this work for additional information * regarding copyright ownership. The ASF licenses this file * to you under the Apache License, Version 2.0 (the * "License"); you may not use this file except in compliance * with the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, * software distributed under the License is distributed on an * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY * KIND, either express or implied. See the License for the * specific language governing permissions and limitations * under the License. */ #ifndef BOUNDS_ON_RATIOS_IN_SAMPLED_SETS_HPP_ #define BOUNDS_ON_RATIOS_IN_SAMPLED_SETS_HPP_ #include #include #include #include "bounds_binomial_proportions.hpp" namespace datasketches { /** * Bounds on ratios in sampled sets. * This class is used to compute the bounds on the estimate of the ratio |B| / |A|, where: *
    *
  • |A| is the unknown size of a set A of unique identifiers.
  • *
  • |B| is the unknown size of a subset B of A.
  • *
  • a = |SA| is the observed size of a sample of A * that was obtained by Bernoulli sampling with a known inclusion probability f.
  • *
  • b = |SA ∩ B| is the observed size of a subset * of SA.
  • *
*/ class bounds_on_ratios_in_sampled_sets { public: static constexpr double NUM_STD_DEVS = 2.0; /** * Return the approximate lower bound based on a 95% confidence interval * @param a See class javadoc * @param b See class javadoc * @param f the inclusion probability used to produce the set with size a and should * generally be less than 0.5. Above this value, the results not be reliable. * When f = 1.0 this returns the estimate. * @return the approximate upper bound */ static double lower_bound_for_b_over_a(uint64_t a, uint64_t b, double f) { check_inputs(a, b, f); if (a == 0) return 0.0; if (f == 1.0) return static_cast(b) / static_cast(a); return bounds_binomial_proportions::approximate_lower_bound_on_p(a, b, NUM_STD_DEVS * hacky_adjuster(f)); } /** * Return the approximate upper bound based on a 95% confidence interval * @param a See class javadoc * @param b See class javadoc * @param f the inclusion probability used to produce the set with size a. * @return the approximate lower bound */ static double upper_bound_for_b_over_a(uint64_t a, uint64_t b, double f) { check_inputs(a, b, f); if (a == 0) return 1.0; if (f == 1.0) return static_cast(b) / static_cast(a); return bounds_binomial_proportions::approximate_upper_bound_on_p(a, b, NUM_STD_DEVS * hacky_adjuster(f)); } /** * Return the estimate of b over a * @param a See class javadoc * @param b See class javadoc * @return the estimate of b over a */ static double get_estimate_of_b_over_a(uint64_t a, uint64_t b) { check_inputs(a, b, 0.3); if (a == 0) return 0.5; return static_cast(b) / static_cast(a); } /** * Return the estimate of A. See class javadoc. * @param a See class javadoc * @param f the inclusion probability used to produce the set with size a. * @return the approximate lower bound */ static double estimate_of_a(uint64_t a, double f) { check_inputs(a, 1, f); return a / f; } /** * Return the estimate of B. See class javadoc. * @param b See class javadoc * @param f the inclusion probability used to produce the set with size b. * @return the approximate lower bound */ static double estimate_of_b(uint64_t b, double f) { check_inputs(b + 1, b, f); return b / f; } private: /** * This hackyAdjuster is tightly coupled with the width of the confidence interval normally * specified with number of standard deviations. To simplify this interface the number of * standard deviations has been fixed to 2.0, which corresponds to a confidence interval of * 95%. * @param f the inclusion probability used to produce the set with size a. * @return the hacky Adjuster */ static double hacky_adjuster(double f) { const double tmp = sqrt(1.0 - f); return (f <= 0.5) ? tmp : tmp + (0.01 * (f - 0.5)); } static void check_inputs(uint64_t a, uint64_t b, double f) { if (a < b) { throw std::invalid_argument("a must be >= b: a = " + std::to_string(a) + ", b = " + std::to_string(b)); } if ((f > 1.0) || (f <= 0.0)) { throw std::invalid_argument("Required: ((f <= 1.0) && (f > 0.0)): " + std::to_string(f)); } } }; } /* namespace datasketches */ # endif