Add generic support; CopyFrom(), Init() methods

.github/ISSUE_TEMPLATE/bug_report.md

@@ -0,0 +1,20 @@
+---
+name: Bug report
+about: Create a report to help us improve
+title: ''
+labels: ''
+assignees: ''
+
+---
+
+**Describe the bug**
+A clear and concise description of what the bug is.
+
+**To Reproduce**
+Steps to reproduce the behavior. Include code samples here when possible.
+
+**Expected behavior**
+A clear and concise description of what you expected to happen.
+
+**Additional context**
+Add any other context about the problem here.

.github/ISSUE_TEMPLATE/feature_request.md

@@ -0,0 +1,20 @@
+---
+name: Feature request
+about: Suggest an idea for this project
+title: ''
+labels: ''
+assignees: ''
+
+---
+
+**Is your feature request related to a problem? Please describe.**
+A clear and concise description of what the problem is. Ex. I'm always frustrated when [...]
+
+**Describe the solution you'd like**
+A clear and concise description of what you want to happen.
+
+**Describe alternatives you've considered**
+A clear and concise description of any alternative solutions or features you've considered.
+
+**Additional context**
+Add any other context or screenshots about the feature request here.

.github/pull_request_template.md

@@ -0,0 +1,9 @@
+**Description:** <Describe what has changed. 
+Ex. Fixing a bug - Describe the bug and how this fixes the issue.
+Ex. Adding a feature - Explain what this achieves.>
+
+**Link to tracking Issue:** <Issue number if applicable>
+
+**Testing:** < Describe what testing was performed and which tests were added.>
+
+**Documentation:** < Describe the documentation added.>

.github/workflows/build.yml

@@ -0,0 +1,32 @@
+name: build
+
+on:
+  push:
+    branches: [ main ]
+  pull_request:
+    branches: [ main ]
+
+jobs:
+
+  build:
+    strategy:
+      matrix:
+        go-version: [1.21.3]
+    name: Build
+    runs-on: ubuntu-latest
+    steps:
+
+    - name: Set up Go 1.x
+      uses: actions/setup-go@v2
+      with:
+        go-version: ${{ matrix.go-version }}
+      id: go
+
+    - name: Check out code into the Go module directory
+      uses: actions/checkout@v2
+
+    - name: Build
+      run: make ci
+
+    - name: Code coverage
+      run: bash <(curl -s https://codecov.io/bash)

.github/workflows/build.yml~

@@ -0,0 +1,38 @@
+name: build
+
+on:
+  push:
+    branches: [ main ]
+  pull_request:
+    branches: [ main ]
+
+jobs:
+
+  build:
+    strategy:
+      matrix:
+        go-version: [1.21.3]
+    name: Build
+    runs-on: ubuntu-latest
+    steps:
+
+    - name: Set up Go 1.x
+      uses: actions/setup-go@v2
+      with:
+        go-version: ${{ matrix.go-version }}
+      id: go
+
+    - name: Check out code into the Go module directory
+      uses: actions/checkout@v2
+
+    - name: Build
+      run: make ci
+
+    - name: Code coverage
+      run: bash <(curl -s https://codecov.io/bash)
+
+    - name: Send telemetry to Lightstep
+      uses: codeboten/github-action-to-otlp@v1
+      with:
+        endpoint: "ingest.lightstep.com:443"
+        headers: "lightstep-access-token=${{ secrets.ACCESS_TOKEN }}"

.gitignore

@@ -0,0 +1,3 @@
+go.work
+go.work.sum
+

LICENSE

@@ -0,0 +1,201 @@
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
+
+   TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
+   1. Definitions.
+
+      "License" shall mean the terms and conditions for use, reproduction,
+      and distribution as defined by Sections 1 through 9 of this document.
+
+      "Licensor" shall mean the copyright owner or entity authorized by
+      the copyright owner that is granting the License.
+
+      "Legal Entity" shall mean the union of the acting entity and all
+      other entities that control, are controlled by, or are under common
+      control with that entity. For the purposes of this definition,
+      "control" means (i) the power, direct or indirect, to cause the
+      direction or management of such entity, whether by contract or
+      otherwise, or (ii) ownership of fifty percent (50%) or more of the
+      outstanding shares, or (iii) beneficial ownership of such entity.
+
+      "You" (or "Your") shall mean an individual or Legal Entity
+      exercising permissions granted by this License.
+
+      "Source" form shall mean the preferred form for making modifications,
+      including but not limited to software source code, documentation
+      source, and configuration files.
+
+      "Object" form shall mean any form resulting from mechanical
+      transformation or translation of a Source form, including but
+      not limited to compiled object code, generated documentation,
+      and conversions to other media types.
+
+      "Work" shall mean the work of authorship, whether in Source or
+      Object form, made available under the License, as indicated by a
+      copyright notice that is included in or attached to the work
+      (an example is provided in the Appendix below).
+
+      "Derivative Works" shall mean any work, whether in Source or Object
+      form, that is based on (or derived from) the Work and for which the
+      editorial revisions, annotations, elaborations, or other modifications
+      represent, as a whole, an original work of authorship. For the purposes
+      of this License, Derivative Works shall not include works that remain
+      separable from, or merely link (or bind by name) to the interfaces of,
+      the Work and Derivative Works thereof.
+
+      "Contribution" shall mean any work of authorship, including
+      the original version of the Work and any modifications or additions
+      to that Work or Derivative Works thereof, that is intentionally
+      submitted to Licensor for inclusion in the Work by the copyright owner
+      or by an individual or Legal Entity authorized to submit on behalf of
+      the copyright owner. For the purposes of this definition, "submitted"
+      means any form of electronic, verbal, or written communication sent
+      to the Licensor or its representatives, including but not limited to
+      communication on electronic mailing lists, source code control systems,
+      and issue tracking systems that are managed by, or on behalf of, the
+      Licensor for the purpose of discussing and improving the Work, but
+      excluding communication that is conspicuously marked or otherwise
+      designated in writing by the copyright owner as "Not a Contribution."
+
+      "Contributor" shall mean Licensor and any individual or Legal Entity
+      on behalf of whom a Contribution has been received by Licensor and
+      subsequently incorporated within the Work.
+
+   2. Grant of Copyright License. Subject to the terms and conditions of
+      this License, each Contributor hereby grants to You a perpetual,
+      worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+      copyright license to reproduce, prepare Derivative Works of,
+      publicly display, publicly perform, sublicense, and distribute the
+      Work and such Derivative Works in Source or Object form.
+
+   3. Grant of Patent License. Subject to the terms and conditions of
+      this License, each Contributor hereby grants to You a perpetual,
+      worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+      (except as stated in this section) patent license to make, have made,
+      use, offer to sell, sell, import, and otherwise transfer the Work,
+      where such license applies only to those patent claims licensable
+      by such Contributor that are necessarily infringed by their
+      Contribution(s) alone or by combination of their Contribution(s)
+      with the Work to which such Contribution(s) was submitted. If You
+      institute patent litigation against any entity (including a
+      cross-claim or counterclaim in a lawsuit) alleging that the Work
+      or a Contribution incorporated within the Work constitutes direct
+      or contributory patent infringement, then any patent licenses
+      granted to You under this License for that Work shall terminate
+      as of the date such litigation is filed.
+
+   4. Redistribution. You may reproduce and distribute copies of the
+      Work or Derivative Works thereof in any medium, with or without
+      modifications, and in Source or Object form, provided that You
+      meet the following conditions:
+
+      (a) You must give any other recipients of the Work or
+          Derivative Works a copy of this License; and
+
+      (b) You must cause any modified files to carry prominent notices
+          stating that You changed the files; and
+
+      (c) You must retain, in the Source form of any Derivative Works
+          that You distribute, all copyright, patent, trademark, and
+          attribution notices from the Source form of the Work,
+          excluding those notices that do not pertain to any part of
+          the Derivative Works; and
+
+      (d) If the Work includes a "NOTICE" text file as part of its
+          distribution, then any Derivative Works that You distribute must
+          include a readable copy of the attribution notices contained
+          within such NOTICE file, excluding those notices that do not
+          pertain to any part of the Derivative Works, in at least one
+          of the following places: within a NOTICE text file distributed
+          as part of the Derivative Works; within the Source form or
+          documentation, if provided along with the Derivative Works; or,
+          within a display generated by the Derivative Works, if and
+          wherever such third-party notices normally appear. The contents
+          of the NOTICE file are for informational purposes only and
+          do not modify the License. You may add Your own attribution
+          notices within Derivative Works that You distribute, alongside
+          or as an addendum to the NOTICE text from the Work, provided
+          that such additional attribution notices cannot be construed
+          as modifying the License.
+
+      You may add Your own copyright statement to Your modifications and
+      may provide additional or different license terms and conditions
+      for use, reproduction, or distribution of Your modifications, or
+      for any such Derivative Works as a whole, provided Your use,
+      reproduction, and distribution of the Work otherwise complies with
+      the conditions stated in this License.
+
+   5. Submission of Contributions. Unless You explicitly state otherwise,
+      any Contribution intentionally submitted for inclusion in the Work
+      by You to the Licensor shall be under the terms and conditions of
+      this License, without any additional terms or conditions.
+      Notwithstanding the above, nothing herein shall supersede or modify
+      the terms of any separate license agreement you may have executed
+      with Licensor regarding such Contributions.
+
+   6. Trademarks. This License does not grant permission to use the trade
+      names, trademarks, service marks, or product names of the Licensor,
+      except as required for reasonable and customary use in describing the
+      origin of the Work and reproducing the content of the NOTICE file.
+
+   7. Disclaimer of Warranty. Unless required by applicable law or
+      agreed to in writing, Licensor provides the Work (and each
+      Contributor provides its Contributions) on an "AS IS" BASIS,
+      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
+      implied, including, without limitation, any warranties or conditions
+      of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
+      PARTICULAR PURPOSE. You are solely responsible for determining the
+      appropriateness of using or redistributing the Work and assume any
+      risks associated with Your exercise of permissions under this License.
+
+   8. Limitation of Liability. In no event and under no legal theory,
+      whether in tort (including negligence), contract, or otherwise,
+      unless required by applicable law (such as deliberate and grossly
+      negligent acts) or agreed to in writing, shall any Contributor be
+      liable to You for damages, including any direct, indirect, special,
+      incidental, or consequential damages of any character arising as a
+      result of this License or out of the use or inability to use the
+      Work (including but not limited to damages for loss of goodwill,
+      work stoppage, computer failure or malfunction, or any and all
+      other commercial damages or losses), even if such Contributor
+      has been advised of the possibility of such damages.
+
+   9. Accepting Warranty or Additional Liability. While redistributing
+      the Work or Derivative Works thereof, You may choose to offer,
+      and charge a fee for, acceptance of support, warranty, indemnity,
+      or other liability obligations and/or rights consistent with this
+      License. However, in accepting such obligations, You may act only
+      on Your own behalf and on Your sole responsibility, not on behalf
+      of any other Contributor, and only if You agree to indemnify,
+      defend, and hold each Contributor harmless for any liability
+      incurred by, or claims asserted against, such Contributor by reason
+      of your accepting any such warranty or additional liability.
+
+   END OF TERMS AND CONDITIONS
+
+   APPENDIX: How to apply the Apache License to your work.
+
+      To apply the Apache License to your work, attach the following
+      boilerplate notice, with the fields enclosed by brackets "[]"
+      replaced with your own identifying information. (Don't include
+      the brackets!)  The text should be enclosed in the appropriate
+      comment syntax for the file format. We also recommend that a
+      file or class name and description of purpose be included on the
+      same "printed page" as the copyright notice for easier
+      identification within third-party archives.
+
+   Copyright [yyyy] [name of copyright owner]
+
+   Licensed under the Apache License, Version 2.0 (the "License");
+   you may not use this file except in compliance with the License.
+   You may obtain a copy of the License at
+
+       http://www.apache.org/licenses/LICENSE-2.0
+
+   Unless required by applicable law or agreed to in writing, software
+   distributed under the License is distributed on an "AS IS" BASIS,
+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.

README.md

@@ -1,3 +1,58 @@
+[![Docs](https://godoc.org/github.com/lightstep/varopt?status.svg)](https://godoc.org/github.com/lightstep/varopt)
+
+# VarOpt Sampling Algorithm
+
 This is an implementation of VarOpt, an unbiased weighted sampling
 algorithm described in the paper [Stream sampling for variance-optimal
-estimation of subset sums](https://arxiv.org/pdf/0803.0473.pdf).
+estimation of subset sums](https://arxiv.org/pdf/0803.0473.pdf) (2008)
+by Edith Cohen, Nick Duffield, Haim Kaplan, Carsten Lund, and Mikkel
+Thorup.
+
+VarOpt is a reservoir-type sampler that maintains a fixed-size sample
+and provides a mechanism for merging unequal-weight samples.
+
+This repository also includes a simple reservoir sampling algorithm,
+often useful in conjunction with weighed reservoir sampling, that
+implements Algorithm R from [Random sampling with a
+reservoir](https://en.wikipedia.org/wiki/Reservoir_sampling#Algorithm_R)
+(1985) by Jeffrey Vitter.
+
+## Usage: Natural Weights
+
+A typical use of VarOpt sampling is to estimate network flows using
+sample packets.  In this use-case, the weight applied to each sample
+is the size of the packet.  Because VarOpt computes an unbiased
+sample, sample data points can be summarized along secondary
+dimensions.  For example, we can select a subset of sampled packets
+according to a secondary attribute, sum the sample weights, and the
+result is expected to equal the size of packets corresponding to the
+secondary attribute from the original population.
+
+See [weighted_test.go](https://github.com/lightstep/varopt/blob/master/weighted_test.go) for an example.
+
+## Usage: Inverse-probability Weights
+
+Another use for VarOpt sampling uses inverse-probability weights to
+estimate frequencies while simultaneously controlling sample
+diversity.  Suppose a sequence of observations can be naturally
+categorized into N different buckets.  The goal in this case is to
+compute a sample where each bucket is well represented, while
+maintaining frequency estimates.
+
+In this use-case, the weight assigned to each observation is the
+inverse probability of the bucket it belongs to.  The result of
+weighted sampling with inverse-probability weights is a uniform
+expectated value; in this example we expect an equal number of
+observations falling into each bucket.  Each observation represents a
+frequency of its sample weight (computed by VarOpt) divided by its
+original weight (the inverse-probability).
+
+See [frequency_test.go](https://github.com/lightstep/varopt/blob/master/frequency_test.go) for an example.
+
+## Usage: Merging Samples
+
+VarOpt supports merging independently collected samples one
+observation at a time.  This is useful for building distributed
+sampling schemes.  In this use-case, each node in a distributed system
+computes a weighted sample.  To combine samples, simply input all the
+observations and their corresponding weights into a new VarOpt sample.