1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
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;
}
*/
|
