// 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