Ouranosinc / xclim / 10062310931

90%

Build Type

push

github

Committed by web-flow

Commit Message

Speed up quantiles with sorting (#1513)

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### Pull Request Checklist:
- [x] This PR addresses an already opened issue (for bug fixes /
features)
    - This PR will help #1255 
- [x] Tests for the changes have been added (for bug fixes / features)
- [ ] (If applicable) Documentation has been added / updated (for bug
fixes / features)
- [x] CHANGES.rst has been updated (with summary of main changes)
- [x] Link to issue (:issue:`number`) and pull request (:pull:`number`)
has been added

### What kind of change does this PR introduce?

* `nbutils.quantile` has a speed-up of more than 2.5x by a combination
of changes in `nbutils.quantile` and `nbutils._quantile`
* This does not cover `nbutils.vec_quantiles` (used for `adapt_freq`)
but similar principles could be used
* It adds the possibility of using `fastnanquantile` module which is
very fast

### Does this PR introduce a breaking change?
No

### Other information:
* The new low-level function to compute quantiles `nbutils._quantile` is
a 1d jitted version of `xclim.core.utils._nan_quantile`
* Manual benchmarking can be performed in the notebook
`benchmarks/sdba_quantile.ipynb`, attached to this PR.

Run Details

37 of 75 new or added lines in 1 file covered. (49.33%)

1 existing line in 1 file now uncovered.

8849 of 9788 relevant lines covered (90.41%)

5.8 hits per line