stat.c

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#include <math.h>

#include "stat.h"

void update_stats(struct stats *stats, u64 val)
{
    double delta;

    stats->n++;
    delta = val - stats->mean;
    stats->mean += delta / stats->n;
    stats->M2 += delta*(val - stats->mean);
}

double avg_stats(struct stats *stats)
{
    return stats->mean;
}

/*
 * http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
 *
 *       (\Sum n_i^2) - ((\Sum n_i)^2)/n
 * s^2 = -------------------------------
 *                  n - 1
 *
 * http://en.wikipedia.org/wiki/Stddev
 *
 * The std dev of the mean is related to the std dev by:
 *
 *             s
 * s_mean = -------
 *          sqrt(n)
 *
 */
double stddev_stats(struct stats *stats)
{
    double variance, variance_mean;

    if (!stats->n)
        return 0.0;

    variance = stats->M2 / (stats->n - 1);
    variance_mean = variance / stats->n;

    return sqrt(variance_mean);
}

double rel_stddev_stats(double stddev, double avg)
{
    double pct = 0.0;

    if (avg)
        pct = 100.0 * stddev/avg;

    return pct;
}