commit in quantile test

test/Makefile

@@ -1,5 +1,5 @@
 export CC  = gcc
-export CXX = g++
+export CXX = clang++
 export MPICXX = mpicxx
 export LDFLAGS= -pthread -lm 
 export CFLAGS = -Wall -O3 -msse2  -Wno-unknown-pragmas -fPIC -I../src

test/mkquantest.py

@@ -0,0 +1,35 @@
+#!/usr/bin/python
+import math
+import sys
+import random
+import subprocess
+
+funcs = {
+    'seq': 'lambda n: sorted([(x,1) for x in range(1,n+1)], key = lambda x:random.random())',
+    'seqlogw': 'lambda n: sorted([(x, math.log(x)) for x in range(1,n+1)], key = lambda x:random.random())'
+}
+
+if len(sys.argv) < 3:
+    print 'Usage: python mkquantest.py <maxn> <eps> [generate-type] [ndata]|./test_quantile'
+    print 'Possible generate-types:' 
+    for k, v in funcs.items():
+        print '\t%s: %s' % (k, v)
+    exit(-1)
+random.seed(0)
+maxn = int(sys.argv[1])
+eps = float(sys.argv[2])
+if len(sys.argv) > 3:
+    method = sys.argv[3]
+    assert method in funcs, ('cannot find method %s' % method)
+else:
+    method = 'seq'
+if len(sys.argv) > 4:
+    ndata = int(sys.argv[4])
+    assert ndata <= maxn, 'ndata must be smaller than maxn'
+else:
+    ndata = maxn
+    
+fo = sys.stdout
+fo.write('%d\t%g\n' % (maxn, eps))
+for x, w in eval(funcs[method])(ndata):
+    fo.write(str(x)+'\t'+str(w)+'\n')

test/test_quantile.cpp

@@ -0,0 +1,23 @@
+#include <vector>
+#include <utils/quantile.h>
+using namespace xgboost;
+
+int main(int argc, char *argv[]) {  
+  utils::WQuantileSketch<float, float> sketch;
+  size_t n;
+  double wsum = 0.0;
+  float eps, x, w;
+  utils::Check(scanf("%lu%f", &n, &eps) == 2, "needs to start with n eps");
+  sketch.Init(n, eps);
+  printf("nlevel = %lu, limit_size=%lu\n", sketch.nlevel, sketch.limit_size);
+  while (scanf("%f%f", &x, &w) == 2) {
+    sketch.Push(x, w);
+    wsum += w;
+  }
+  sketch.CheckValid(0.1);
+  utils::WQuantileSketch<float, float>::SummaryContainer out;
+  sketch.GetSummary(&out);
+  printf("MaxError=%f/%f = %g\n", out.MaxError(), wsum, out.MaxError() / wsum);
+  out.Print();
+  return 0;
+}