diff options
Diffstat (limited to 'core/src/main/scala/org/apache/spark/partial/StudentTCacher.scala')
-rw-r--r-- | core/src/main/scala/org/apache/spark/partial/StudentTCacher.scala | 43 |
1 files changed, 43 insertions, 0 deletions
diff --git a/core/src/main/scala/org/apache/spark/partial/StudentTCacher.scala b/core/src/main/scala/org/apache/spark/partial/StudentTCacher.scala new file mode 100644 index 0000000000..92915ee66d --- /dev/null +++ b/core/src/main/scala/org/apache/spark/partial/StudentTCacher.scala @@ -0,0 +1,43 @@ +/* + * 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. + */ + +package org.apache.spark.partial + +import cern.jet.stat.Probability + +/** + * A utility class for caching Student's T distribution values for a given confidence level + * and various sample sizes. This is used by the MeanEvaluator to efficiently calculate + * confidence intervals for many keys. + */ +private[spark] class StudentTCacher(confidence: Double) { + val NORMAL_APPROX_SAMPLE_SIZE = 100 // For samples bigger than this, use Gaussian approximation + val normalApprox = Probability.normalInverse(1 - (1 - confidence) / 2) + val cache = Array.fill[Double](NORMAL_APPROX_SAMPLE_SIZE)(-1.0) + + def get(sampleSize: Long): Double = { + if (sampleSize >= NORMAL_APPROX_SAMPLE_SIZE) { + normalApprox + } else { + val size = sampleSize.toInt + if (cache(size) < 0) { + cache(size) = Probability.studentTInverse(1 - confidence, size - 1) + } + cache(size) + } + } +} |