Fast percentile implementation

stats/percentile_test.go

@@ -1,30 +1,65 @@
 package stats
 
 import (
-	"testing"
 	"math/rand"
+	"testing"
+	"time"
 )
 
 func TestPercentiles(t *testing.T) {
-	testInRange(t, 1, 0.5)
-	testInRange(t, 1, 0.9)
-	testInRange(t, 1, 0.95)
-	testInRange(t, 10000, 0.5)
-	testInRange(t, 10000, 0.9)
-	testInRange(t, 10000, 0.95)
+	rand.Seed(time.Now().Unix())
+
+	testUniformRandom(t, 1, 0.5)
+	testUniformRandom(t, 1, 0.9)
+	testUniformRandom(t, 1, 0.95)
+	testUniformRandom(t, 10000, 0.5)
+	testUniformRandom(t, 10000, 0.9)
+	testUniformRandom(t, 10000, 0.95)
 }
 
-func testInRange(t *testing.T, max, percentile float64) {
-	p := NewPercentile(percentile, 10)
+func testUniformRandom(t *testing.T, max, percentile float64) {
+	p := NewPercentile(percentile, 256)
 
-	for i := 0; i < 1000; i++ {
+	for i := 0; i < 100000; i++ {
 		p.AddSample(rand.Float64() * max)
 	}
 
 	got := p.Value()
 	expected := percentile * max
+	maxError := 0.01
 
-	if got < expected * (1 - 0.02) || got > expected * (1 + 0.02) {
-		t.Errorf("Percentile out of range\n  actual: %f\nexpected: %f", got, expected)
+	if got < expected*(1-maxError) || got > expected*(1+maxError) {
+		t.Errorf("Percentile out of range\n  actual: %f\nexpected: %f\n   error: %f%%\n", got, expected, (got-expected)/expected*100)
+	}
+}
+
+func BenchmarkPercentiles64(b *testing.B) {
+	benchmarkUniformRandom(b, 64, 0.5)
+}
+
+func BenchmarkPercentiles128(b *testing.B) {
+	benchmarkUniformRandom(b, 128, 0.5)
+}
+
+func BenchmarkPercentiles256(b *testing.B) {
+	benchmarkUniformRandom(b, 256, 0.5)
+}
+
+func BenchmarkPercentiles512(b *testing.B) {
+	benchmarkUniformRandom(b, 512, 0.5)
+}
+
+func benchmarkUniformRandom(b *testing.B, window int, percentile float64) {
+	p := NewPercentile(percentile, window)
+
+	numbers := make([]float64, b.N)
+
+	for i := 0; i < b.N; i++ {
+		numbers[i] = rand.Float64()
+	}
+
+	b.ResetTimer()
+	for i := 0; i < b.N; i++ {
+		p.AddSample(numbers[i])
 	}
 }