dropwizard/metrics — pull request #421 by ceetav (2014-05-09 23:59:11+00:00)
Title: ExponentiallyDecayingReservoir: quantiles weighting

Dear Coda,

Not sure, whether is it an issue, that currently the result of priority sampling (ExponentiallyDecayingReservoir) treated like uniform sampling with discarded items weights.

Referenced [Cormode et al. Forward Decay] (://www.research.att.com/people/Cormode_Graham/library/publications/CormodeShkapenyukSrivastavaXu09.pdf) defines the quantile as the smallest item v satisfying ![equation]( http://latex.codecogs.com/gif.latex?r_v%20%5Cgeq%20%5Cphi%20C%20%20%5Ctext%20%7B%2C%20where%20%7DC%3D%5Csum_i%20w%28i%2Ct%29%20%5Ctext%7B%2C%20%7D%20r_v%3D%5Csum_%7Bv_i%20%5Cleq%20v%7Dw%28i%2Ct%29%7D ).

If go with that definition, the current version fails against the following test https://github.com/ceetav/metrics/commit/69e6ee26050263588b93f7297efc04fcf9726f64,
or, was it specially conceived that way -- priority sampling with quantiles calculation on uniform weights?

[] Thanks again for metrics.