8 files changed, 69 insertions(+), 13 deletions(-)

M DESCRIPTION
M NEWS.md
M R/create.R
M README.Rmd
M README.md
M man/tdigest.Rd
M src/tdigest-main.c
M tests/testthat/test-tdigest.R

@@ 1,7 1,7 @@
 Package: tdigest
 Type: Package
 Title: Wicked Fast, Accurate Quantiles Using 't-Digests'
-Version: 0.2.0
+Version: 0.3.0
 Date: 2019-07-21
 Authors@R: c(
     person("Bob", "Rudis", email = "bob@rud.is", role = c("aut", "cre"), 


@@ 31,7 31,7 @@ Suggests:
     testthat,
     covr
 Depends:
-    R (>= 3.2.0)
+    R (>= 3.5.0)
 Imports: 
     magrittr,
     stats

@@ 1,3 1,7 @@
+0.3.0
+* ALTREP-aware
+* `length()` and `[` implemented for `tdigest` objects
+
 0.2.0
 * Added input vaildity checks
 * Added `quantile()` function S3 implementation for `tdigest` objects

@@ 11,7 11,9 @@
 #' The accuracy of quantile estimates produced by t-digests can be orders of
 #' magnitude more accurate than those produced by previous digest algorithms.
 #'
-#' @param vec vector (will be converted to `double` if not already double)
+#' @param vec vector (will be converted to `double` if not already double). NOTE that this
+#'        is ALTREP-aware and will not materialize the passed-in object in order to
+#'        add the values to the t-Digest.
 #' @param compression the input compression value; should be >= 1.0; this
 #'        will control how aggressively the TDigest compresses data together.
 #'        The original t-Digest paper suggests using a value of 100 for a good


@@ 129,6 131,7 @@ td_add <- function(td, val, count) {
   stopifnot(inherits(td, "tdigest"))
   stopifnot(!is_null_xptr(td))
   val <- as.double(val[1])
+  stopifnot(!is.na(val))
   count <- as.double(count[1])
   .Call("Rtd_add", tdig=td, val=val, count=count, PACKAGE="tdigest")
 }

@@ 88,6 88,18 @@ tquantile(td, c(0, 0.01, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 0.99, 1))
 quantile(td)
 ```
 
+#### ALTREP-aware
+
+```{r}
+N <- 1000000
+x.altrep <- seq_len(N) # this is an ALTREP in R version >= 3.5.0
+
+td <- tdigest(x.altrep)
+td[0.1]
+td[0.5]
+length(td)
+```
+
 #### Proof it's faster
 
 ```{r}

@@ 122,6 122,21 @@ quantile(td)
 ## [1]   0.00000  24.74751  49.99666  75.24783 100.00000
 ```
 
+#### ALTREP-aware
+
+``` r
+N <- 1000000
+x.altrep <- seq_len(N) # this is an ALTREP in R version >= 3.5.0
+
+td <- tdigest(x.altrep)
+td[0.1]
+## [1] 93051
+td[0.5]
+## [1] 491472.5
+length(td)
+## [1] 1000000
+```
+
 #### Proof it’s faster
 
 ``` r


@@ 130,18 145,18 @@ microbenchmark::microbenchmark(
   r_quantile = quantile(x, c(0, 0.01, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 0.99, 1))
 )
 ## Unit: microseconds
-##        expr       min         lq        mean   median         uq        max neval cld
-##     tdigest     8.994    10.5205    20.97971    12.20    33.1645     37.448   100  a 
-##  r_quantile 52181.822 53123.4685 55258.30131 53593.93 56231.9310 104215.008   100   b
+##        expr       min         lq        mean    median         uq       max neval cld
+##     tdigest     8.227     9.4895    21.66915    12.509    33.6245    69.111   100  a 
+##  r_quantile 53792.878 54695.9560 56684.11386 55361.924 57719.2745 99458.184   100   b
 ```
 
 ## tdigest Metrics
 
 | Lang         | \# Files | (%) | LoC |  (%) | Blank lines |  (%) | \# Lines |  (%) |
 | :----------- | -------: | --: | --: | ---: | ----------: | ---: | -------: | ---: |
-| C            |        3 | 0.3 | 337 | 0.67 |          45 | 0.38 |       26 | 0.11 |
-| R            |        5 | 0.5 | 128 | 0.25 |          28 | 0.23 |      133 | 0.58 |
-| Rmd          |        1 | 0.1 |  30 | 0.06 |          37 | 0.31 |       42 | 0.18 |
+| C            |        3 | 0.3 | 347 | 0.66 |          45 | 0.36 |       26 | 0.11 |
+| R            |        5 | 0.5 | 136 | 0.26 |          31 | 0.25 |      135 | 0.58 |
+| Rmd          |        1 | 0.1 |  36 | 0.07 |          40 | 0.32 |       45 | 0.19 |
 | C/C++ Header |        1 | 0.1 |  10 | 0.02 |          10 | 0.08 |       28 | 0.12 |
 
 ## Code of Conduct

@@ 10,7 10,9 @@ tdigest(vec, compression = 100)
 \method{print}{tdigest}(x, ...)
 }
 \arguments{
-\item{vec}{vector (will be converted to \code{double} if not already double)}
+\item{vec}{vector (will be converted to \code{double} if not already double). NOTE that this
+is ALTREP-aware and will not materialize the passed-in object in order to
+add the values to the t-Digest.}
 
 \item{compression}{the input compression value; should be >= 1.0; this
 will control how aggressively the TDigest compresses data together.

@@ 1,6 1,8 @@
 #include <R.h>
 #include <Rinternals.h>
 #include <Rdefines.h>
+#include <R_ext/Altrep.h>
+#include <R_ext/Itermacros.h>
 #include <stdio.h>
 #include <stdlib.h>
 #include <stdbool.h>


@@ 45,9 47,17 @@ SEXP Rtdig(SEXP vec, SEXP compression) {
   SEXP ptr;
   td_histogram_t *t = td_new(asReal(compression));
   if (t) {
-    R_xlen_t n = xlength(vec);
-    for (R_xlen_t i = 0; i < n; i++) {
-      td_add(t, REAL(vec)[i], 1);
+    R_xlen_t n = Rf_xlength(vec);
+    if (ALTREP(vec)) {
+      ITERATE_BY_REGION(vec, x, i, nbatch, double, REAL, {
+        for (R_xlen_t k = 0; k < nbatch; k++) {
+          if (!ISNAN(x[k])) td_add(t, x[k], 1);
+        }
+      });
+    } else {
+      for (R_xlen_t i = 0; i < n; i++) {
+        if (!ISNAN(REAL(vec)[i])) td_add(t, REAL(vec)[i], 1);
+      }
     }
     ptr = R_MakeExternalPtr(t, install("tdigest"), R_NilValue);
     R_RegisterCFinalizerEx(ptr, td_finalizer, TRUE);

@@ 53,3 53,13 @@ expect_equal(
   c(0, 25, 51, 76, 100),
   tolerance = 3
 )
+
+context("ALTREP test")
+
+N <- 1000000
+x.altrep <- seq_len(N) # this is an ALTREP in R version >= 3.5.0
+
+td <- tdigest(x.altrep)
+expect_equal(as.integer(td[0.1]), 93051)
+expect_equal(as.integer(td[0.5]), 491472)
+expect_equal(length(td), 1000000)