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// 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(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;
}
*/
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