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// 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
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