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Improve quantile performance #86

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89ba1cb
Improve quicksort performance
bkamins Sep 8, 2021
5b8e75d
Update Statistics.jl
bkamins Sep 8, 2021
adaf111
Apply suggestions from code review
bkamins Sep 8, 2021
f8015c8
Update Statistics.jl
bkamins Sep 8, 2021
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24 changes: 16 additions & 8 deletions src/Statistics.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -938,7 +938,7 @@ function quantile!(q::AbstractArray, v::AbstractVector, p::AbstractArray;
isempty(q) && return q

minp, maxp = extrema(p)
_quantilesort!(v, sorted, minp, maxp)
_quantilesort!(v, sorted, minp, maxp, length(p))

for (i, j) in zip(eachindex(p), eachindex(q))
@inbounds q[j] = _quantile(v,p[i], alpha=alpha, beta=beta)
Expand All @@ -950,26 +950,34 @@ function quantile!(v::AbstractVector, p::Union{AbstractArray, Tuple{Vararg{Real}
sorted::Bool=false, alpha::Real=1., beta::Real=alpha)
if !isempty(p)
minp, maxp = extrema(p)
_quantilesort!(v, sorted, minp, maxp)
_quantilesort!(v, sorted, minp, maxp, length(p))
end
return map(x->_quantile(v, x, alpha=alpha, beta=beta), p)
end

quantile!(v::AbstractVector, p::Real; sorted::Bool=false, alpha::Real=1., beta::Real=alpha) =
_quantile(_quantilesort!(v, sorted, p, p), p, alpha=alpha, beta=beta)
_quantile(_quantilesort!(v, sorted, p, p, 1), p, alpha=alpha, beta=beta)

# Function to perform partial sort of v for quantiles in given range
function _quantilesort!(v::AbstractArray, sorted::Bool, minp::Real, maxp::Real)
function _quantilesort!(v::AbstractArray, sorted::Bool, minp::Real, maxp::Real, len::Int)
isempty(v) && throw(ArgumentError("empty data vector"))
require_one_based_indexing(v)

if !sorted
lv = length(v)
lo = floor(Int,minp*(lv))
hi = ceil(Int,1+maxp*(lv))

# only need to perform partial sort
sort!(v, 1, lv, Base.Sort.PartialQuickSort(lo:hi), Base.Sort.Forward)
if len == 2
lo1 = floor(Int,minp*(lv))
lo2 = ceil(Int,1+minp*(lv))
sort!(v, 1, lv, Base.Sort.PartialQuickSort(lo1:lo2), Base.Sort.Forward)
hi1 = floor(Int,maxp*(lv))
hi2 = ceil(Int,1+maxp*(lv))
sort!(v, 1, lv, Base.Sort.PartialQuickSort(hi1:hi2), Base.Sort.Forward)
else
lo = floor(Int,minp*(lv))
hi = ceil(Int,1+maxp*(lv))
sort!(v, 1, lv, Base.Sort.PartialQuickSort(lo:hi), Base.Sort.Forward)
end
end
if (sorted && (ismissing(v[end]) || (v[end] isa Number && isnan(v[end])))) ||
any(x -> ismissing(x) || (x isa Number && isnan(x)), v)
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