From b5f8ee61a7f7e9bd291dd26b0585d03eb686c941 Mon Sep 17 00:00:00 2001 From: Daniel Baumann Date: Sun, 5 May 2024 13:19:16 +0200 Subject: Adding upstream version 1.46.3. Signed-off-by: Daniel Baumann --- src/web/api/queries/stddev/README.md | 97 ++++++++++++++++++++++++++++ src/web/api/queries/stddev/stddev.c | 61 ++++++++++++++++++ src/web/api/queries/stddev/stddev.h | 120 +++++++++++++++++++++++++++++++++++ 3 files changed, 278 insertions(+) create mode 100644 src/web/api/queries/stddev/README.md create mode 100644 src/web/api/queries/stddev/stddev.c create mode 100644 src/web/api/queries/stddev/stddev.h (limited to 'src/web/api/queries/stddev') diff --git a/src/web/api/queries/stddev/README.md b/src/web/api/queries/stddev/README.md new file mode 100644 index 000000000..76cfee1f1 --- /dev/null +++ b/src/web/api/queries/stddev/README.md @@ -0,0 +1,97 @@ + + +# 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 alerts like this: + +``` + alarm: my_alert + 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: + +- ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&dimensions=success&group=min&after=-60&label=min) +- ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&dimensions=success&group=average&after=-60&label=average&value_color=yellow) +- ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&dimensions=success&group=stddev&after=-60&label=standard+deviation&value_color=orange) +- ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&dimensions=success&group=max&after=-60&label=max) + +## References + +Check . + +--- + +# 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 alert 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 alert if had spikes below 800/sec or above 1200/sec. + +## how to use + +Use it in alerts like this: + +``` + alarm: my_alert + 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: + +- ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&dimensions=success&group=min&after=-60&label=min) +- ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&dimensions=success&group=average&after=-60&label=average&value_color=yellow) +- ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&dimensions=success&group=cv&after=-60&label=coefficient+of+variation&value_color=orange&units=pcent) +- ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&dimensions=success&group=max&after=-60&label=max) + +## References + +Check . + + diff --git a/src/web/api/queries/stddev/stddev.c b/src/web/api/queries/stddev/stddev.c new file mode 100644 index 000000000..8f5431194 --- /dev/null +++ b/src/web/api/queries/stddev/stddev.c @@ -0,0 +1,61 @@ +// SPDX-License-Identifier: GPL-3.0-or-later + +#include "stddev.h" + + +// ---------------------------------------------------------------------------- +// stddev + +/* + * Mean = average + * +NETDATA_DOUBLE grouping_flush_mean(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) { + struct grouping_stddev *g = (struct grouping_stddev *)r->grouping.grouping_data; + + NETDATA_DOUBLE 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 + * +NETDATA_DOUBLE grouping_flush_variance(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) { + struct grouping_stddev *g = (struct grouping_stddev *)r->grouping.grouping_data; + + NETDATA_DOUBLE 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/src/web/api/queries/stddev/stddev.h b/src/web/api/queries/stddev/stddev.h new file mode 100644 index 000000000..f7a1a06c3 --- /dev/null +++ b/src/web/api/queries/stddev/stddev.h @@ -0,0 +1,120 @@ +// 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" + +// 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 -- cgit v1.2.3