diff options
Diffstat (limited to 'web/api/queries/stddev/stddev.h')
-rw-r--r-- | web/api/queries/stddev/stddev.h | 118 |
1 files changed, 110 insertions, 8 deletions
diff --git a/web/api/queries/stddev/stddev.h b/web/api/queries/stddev/stddev.h index 4b8ffcd53..f7a1a06c3 100644 --- a/web/api/queries/stddev/stddev.h +++ b/web/api/queries/stddev/stddev.h @@ -6,13 +6,115 @@ #include "../query.h" #include "../rrdr.h" -void grouping_create_stddev(RRDR *r, const char *options __maybe_unused); -void grouping_reset_stddev(RRDR *r); -void grouping_free_stddev(RRDR *r); -void grouping_add_stddev(RRDR *r, NETDATA_DOUBLE value); -NETDATA_DOUBLE grouping_flush_stddev(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr); -NETDATA_DOUBLE grouping_flush_coefficient_of_variation(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr); -// NETDATA_DOUBLE grouping_flush_mean(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr); -// NETDATA_DOUBLE grouping_flush_variance(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr); +// this implementation comes from: +// https://www.johndcook.com/blog/standard_deviation/ + +struct tg_stddev { + long count; + NETDATA_DOUBLE m_oldM, m_newM, m_oldS, m_newS; +}; + +static inline void tg_stddev_create(RRDR *r, const char *options __maybe_unused) { + r->time_grouping.data = onewayalloc_callocz(r->internal.owa, 1, sizeof(struct tg_stddev)); +} + +// resets when switches dimensions +// so, clear everything to restart +static inline void tg_stddev_reset(RRDR *r) { + struct tg_stddev *g = (struct tg_stddev *)r->time_grouping.data; + g->count = 0; +} + +static inline void tg_stddev_free(RRDR *r) { + onewayalloc_freez(r->internal.owa, r->time_grouping.data); + r->time_grouping.data = NULL; +} + +static inline void tg_stddev_add(RRDR *r, NETDATA_DOUBLE value) { + struct tg_stddev *g = (struct tg_stddev *)r->time_grouping.data; + + 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 NETDATA_DOUBLE tg_stddev_mean(struct tg_stddev *g) { + return (g->count > 0) ? g->m_newM : 0.0; +} + +static inline NETDATA_DOUBLE tg_stddev_variance(struct tg_stddev *g) { + return ( (g->count > 1) ? g->m_newS/(NETDATA_DOUBLE)(g->count - 1) : 0.0 ); +} +static inline NETDATA_DOUBLE tg_stddev_stddev(struct tg_stddev *g) { + return sqrtndd(tg_stddev_variance(g)); +} + +static inline NETDATA_DOUBLE tg_stddev_flush(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) { + struct tg_stddev *g = (struct tg_stddev *)r->time_grouping.data; + + NETDATA_DOUBLE value; + + if(likely(g->count > 1)) { + value = tg_stddev_stddev(g); + + if(!netdata_double_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; + } + + tg_stddev_reset(r); + + return value; +} + +// https://en.wikipedia.org/wiki/Coefficient_of_variation +static inline NETDATA_DOUBLE tg_stddev_coefficient_of_variation_flush(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) { + struct tg_stddev *g = (struct tg_stddev *)r->time_grouping.data; + + NETDATA_DOUBLE value; + + if(likely(g->count > 1)) { + NETDATA_DOUBLE m = tg_stddev_mean(g); + value = 100.0 * tg_stddev_stddev(g) / ((m < 0)? -m : m); + + if(unlikely(!netdata_double_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; + } + + tg_stddev_reset(r); + + return value; +} #endif //NETDATA_API_QUERIES_STDDEV_H |