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-rw-r--r--web/api/queries/stddev/stddev.c178
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;
+}
+*/ \ No newline at end of file