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Diffstat (limited to 'web/api/queries/stddev/stddev.c')
| -rw-r--r-- | web/api/queries/stddev/stddev.c | 178 |
1 files changed, 178 insertions, 0 deletions
diff --git a/web/api/queries/stddev/stddev.c b/web/api/queries/stddev/stddev.c new file mode 100644 index 0000000..3858003 --- /dev/null +++ b/web/api/queries/stddev/stddev.c @@ -0,0 +1,178 @@ +// SPDX-License-Identifier: GPL-3.0-or-later + +#include "stddev.h" + + +// ---------------------------------------------------------------------------- +// stddev + +// this implementation comes from: +// https://www.johndcook.com/blog/standard_deviation/ + +struct grouping_stddev { + long count; + calculated_number m_oldM, m_newM, m_oldS, m_newS; +}; + +void *grouping_create_stddev(RRDR *r) { + long entries = r->group; + if(entries < 0) entries = 0; + + return callocz(1, sizeof(struct grouping_stddev) + entries * sizeof(LONG_DOUBLE)); +} + +// resets when switches dimensions +// so, clear everything to restart +void grouping_reset_stddev(RRDR *r) { + struct grouping_stddev *g = (struct grouping_stddev *)r->internal.grouping_data; + g->count = 0; +} + +void grouping_free_stddev(RRDR *r) { + freez(r->internal.grouping_data); + r->internal.grouping_data = NULL; +} + +void grouping_add_stddev(RRDR *r, calculated_number value) { + struct grouping_stddev *g = (struct grouping_stddev *)r->internal.grouping_data; + + if(isnormal(value)) { + g->count++; + + // See Knuth TAOCP vol 2, 3rd edition, page 232 + if (g->count == 1) { + g->m_oldM = g->m_newM = value; + g->m_oldS = 0.0; + } + else { + g->m_newM = g->m_oldM + (value - g->m_oldM) / g->count; + g->m_newS = g->m_oldS + (value - g->m_oldM) * (value - g->m_newM); + + // set up for next iteration + g->m_oldM = g->m_newM; + g->m_oldS = g->m_newS; + } + } +} + +static inline calculated_number mean(struct grouping_stddev *g) { + return (g->count > 0) ? g->m_newM : 0.0; +} + +static inline calculated_number variance(struct grouping_stddev *g) { + return ( (g->count > 1) ? g->m_newS/(g->count - 1) : 0.0 ); +} +static inline calculated_number stddev(struct grouping_stddev *g) { + return sqrtl(variance(g)); +} + +calculated_number grouping_flush_stddev(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) { + struct grouping_stddev *g = (struct grouping_stddev *)r->internal.grouping_data; + + calculated_number value; + + if(likely(g->count > 1)) { + value = stddev(g); + + if(!isnormal(value)) { + value = 0.0; + *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY; + } + } + else if(g->count == 1) { + value = 0.0; + } + else { + value = 0.0; + *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY; + } + + grouping_reset_stddev(r); + + return value; +} + +// https://en.wikipedia.org/wiki/Coefficient_of_variation +calculated_number grouping_flush_coefficient_of_variation(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) { + struct grouping_stddev *g = (struct grouping_stddev *)r->internal.grouping_data; + + calculated_number value; + + if(likely(g->count > 1)) { + calculated_number m = mean(g); + value = 100.0 * stddev(g) / ((m < 0)? -m : m); + + if(unlikely(!isnormal(value))) { + value = 0.0; + *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY; + } + } + else if(g->count == 1) { + // one value collected + value = 0.0; + } + else { + // no values collected + value = 0.0; + *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY; + } + + grouping_reset_stddev(r); + + return value; +} + + +/* + * Mean = average + * +calculated_number grouping_flush_mean(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) { + struct grouping_stddev *g = (struct grouping_stddev *)r->internal.grouping_data; + + calculated_number value; + + if(unlikely(!g->count)) { + value = 0.0; + *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY; + } + else { + value = mean(g); + + if(!isnormal(value)) { + value = 0.0; + *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY; + } + } + + grouping_reset_stddev(r); + + return value; +} + */ + +/* + * It is not advised to use this version of variance directly + * +calculated_number grouping_flush_variance(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) { + struct grouping_stddev *g = (struct grouping_stddev *)r->internal.grouping_data; + + calculated_number value; + + if(unlikely(!g->count)) { + value = 0.0; + *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY; + } + else { + value = variance(g); + + if(!isnormal(value)) { + value = 0.0; + *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY; + } + } + + grouping_reset_stddev(r); + + return value; +} +*/
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