diff options
Diffstat (limited to 'web/api/queries/stddev')
| -rw-r--r-- | web/api/queries/stddev/Makefile.am | 8 | ||||
| -rw-r--r-- | web/api/queries/stddev/README.md | 93 | ||||
| -rw-r--r-- | web/api/queries/stddev/stddev.c | 176 | ||||
| -rw-r--r-- | web/api/queries/stddev/stddev.h | 18 |
4 files changed, 295 insertions, 0 deletions
diff --git a/web/api/queries/stddev/Makefile.am b/web/api/queries/stddev/Makefile.am new file mode 100644 index 0000000..161784b --- /dev/null +++ b/web/api/queries/stddev/Makefile.am @@ -0,0 +1,8 @@ +# SPDX-License-Identifier: GPL-3.0-or-later + +AUTOMAKE_OPTIONS = subdir-objects +MAINTAINERCLEANFILES = $(srcdir)/Makefile.in + +dist_noinst_DATA = \ + README.md \ + $(NULL) diff --git a/web/api/queries/stddev/README.md b/web/api/queries/stddev/README.md new file mode 100644 index 0000000..7cd7d62 --- /dev/null +++ b/web/api/queries/stddev/README.md @@ -0,0 +1,93 @@ +<!-- +title: "standard deviation (`stddev`)" +custom_edit_url: https://github.com/netdata/netdata/edit/master/web/api/queries/stddev/README.md +--> + +# standard deviation (`stddev`) + +The standard deviation is a measure that is used to quantify the amount of variation or dispersion +of a set of data values. + +A low standard deviation indicates that the data points tend to be close to the mean (also called the +expected value) of the set, while a high standard deviation indicates that the data points are spread +out over a wider range of values. + +## how to use + +Use it in alarms like this: + +``` + alarm: my_alarm + on: my_chart +lookup: stddev -1m unaligned of my_dimension + warn: $this > 1000 +``` + +`stdev` does not change the units. For example, if the chart units is `requests/sec`, the standard +deviation will be again expressed in the same units. + +It can also be used in APIs and badges as `&group=stddev` in the URL. + +## Examples + +Examining last 1 minute `successful` web server responses: + +-  +-  +-  +-  + +## References + +Check <https://en.wikipedia.org/wiki/Standard_deviation>. + +--- + +# Coefficient of variation (`cv`) + +> This query is also available as `rsd`. + +The coefficient of variation (`cv`), also known as relative standard deviation (`rsd`), +is a standardized measure of dispersion of a probability distribution or frequency distribution. + +It is defined as the ratio of the **standard deviation** to the **mean**. + +In simple terms, it gives the percentage of change. So, if the average value of a metric is 1000 +and its standard deviation is 100 (meaning that it variates from 900 to 1100), then `cv` is 10%. + +This is an easy way to check the % variation, without using absolute values. + +For example, you may trigger an alarm if your web server requests/sec `cv` is above 20 (`%`) +over the last minute. So if your web server was serving 1000 reqs/sec over the last minute, +it will trigger the alarm if had spikes below 800/sec or above 1200/sec. + +## how to use + +Use it in alarms like this: + +``` + alarm: my_alarm + on: my_chart +lookup: cv -1m unaligned of my_dimension + units: % + warn: $this > 20 +``` + +The units reported by `cv` is always `%`. + +It can also be used in APIs and badges as `&group=cv` in the URL. + +## Examples + +Examining last 1 minute `successful` web server responses: + +-  +-  +-  +-  + +## References + +Check <https://en.wikipedia.org/wiki/Coefficient_of_variation>. + +[](<>) diff --git a/web/api/queries/stddev/stddev.c b/web/api/queries/stddev/stddev.c new file mode 100644 index 0000000..1625844 --- /dev/null +++ b/web/api/queries/stddev/stddev.c @@ -0,0 +1,176 @@ +// 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) { + UNUSED (r); + return callocz(1, sizeof(struct grouping_stddev)); +} + +// 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(calculated_number_isnumber(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(!calculated_number_isnumber(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(!calculated_number_isnumber(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 diff --git a/web/api/queries/stddev/stddev.h b/web/api/queries/stddev/stddev.h new file mode 100644 index 0000000..7a46975 --- /dev/null +++ b/web/api/queries/stddev/stddev.h @@ -0,0 +1,18 @@ +// SPDX-License-Identifier: GPL-3.0-or-later + +#ifndef NETDATA_API_QUERIES_STDDEV_H +#define NETDATA_API_QUERIES_STDDEV_H + +#include "../query.h" +#include "../rrdr.h" + +extern void *grouping_create_stddev(RRDR *r); +extern void grouping_reset_stddev(RRDR *r); +extern void grouping_free_stddev(RRDR *r); +extern void grouping_add_stddev(RRDR *r, calculated_number value); +extern calculated_number grouping_flush_stddev(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr); +extern calculated_number grouping_flush_coefficient_of_variation(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr); +// extern calculated_number grouping_flush_mean(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr); +// extern calculated_number grouping_flush_variance(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr); + +#endif //NETDATA_API_QUERIES_STDDEV_H |