Merge pull request #62 from microprediction/master

from_dict

setup.py

@@ -8,7 +8,7 @@ def read(fname):
 
 
 setup(name='tdigest',
-      version='0.5.2.2',
+      version='0.6.0.1',
       description='T-Digest data structure',
       author='Cam Davidson-pilon',
       author_email='[email protected]',

tdigest/tdigest.py

@@ -268,6 +268,17 @@ def to_dict(self):
         """
         return {'n':self.n, 'delta':self.delta, 'K':self.K, 'centroids':self.centroids_to_list()}
 
+    @classmethod
+    def from_dict(cls, d:dict):
+       t = TDigest()
+       for c in d['centroids']:
+           ci = Centroid(c['m'],c['c'])
+           t.C.insert(c['m'], ci)
+       t.K = d['K']
+       t.delta = d['delta']
+       t.n = d['n']
+       return t 
+
     def update_from_dict(self, dict_values):
         """
         Updates TDigest object with dictionary values.

tests/test_tdigest.py

@@ -181,6 +181,22 @@ def test_to_dict(self, empty_tdigest, sample_dict):
         td.update(3)
         assert td.to_dict() == sample_dict
 
+    def test_from_dict(self, empty_tdigest, sample_dict):
+        td0 = TDigest().update_from_dict(sample_dict)
+        td1 = TDigest.from_dict(sample_dict)
+        for val in [-2,4,17]:
+            assert abs(td0.cdf(val)-td1.cdf(val))<0.0001
+
+    def test_from_dict_random(self, example_random_data):
+        import numpy as np
+        t = TDigest()
+        t.batch_update(example_random_data)
+        td = t.to_dict()
+        td0 = TDigest().update_from_dict(td)
+        td1 = TDigest.from_dict(td)
+        for val in [0.2,0.5,1.4]:
+            assert abs(td0.cdf(val)-td1.cdf(val))<0.0001
+
     def test_centroids_to_list(self, empty_tdigest, sample_centroid_list):
         td = empty_tdigest
         td.update(1)