890f62b8fe
This CL implements Welford's algorithm for a numerically stable computation of the variance. This implementation is plugged in SamplesStatsCounter class (adapter pattern). A 'NumericalStability' unit test has been added, whose previous implementation of SamplesStatsCounter failed to pass. Follow-up CLs will factorize more occurences of duplicated and misbehaved computations. Bug: webrtc:10412 Change-Id: Id807c3d34e9c780fb1cbd769d30b655c575c88ac Reviewed-on: https://webrtc-review.googlesource.com/c/src/+/131394 Commit-Queue: Yves Gerey <yvesg@google.com> Reviewed-by: Artem Titov <titovartem@webrtc.org> Reviewed-by: Karl Wiberg <kwiberg@webrtc.org> Reviewed-by: Mirko Bonadei <mbonadei@webrtc.org> Cr-Commit-Position: refs/heads/master@{#27547}
88 lines
2.8 KiB
C++
88 lines
2.8 KiB
C++
/*
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* Copyright (c) 2018 The WebRTC project authors. All Rights Reserved.
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*
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* Use of this source code is governed by a BSD-style license
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* that can be found in the LICENSE file in the root of the source
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* tree. An additional intellectual property rights grant can be found
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* in the file PATENTS. All contributing project authors may
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* be found in the AUTHORS file in the root of the source tree.
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*/
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#ifndef RTC_BASE_NUMERICS_SAMPLES_STATS_COUNTER_H_
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#define RTC_BASE_NUMERICS_SAMPLES_STATS_COUNTER_H_
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#include <vector>
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#include "rtc_base/checks.h"
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#include "rtc_base/numerics/running_statistics.h"
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namespace webrtc {
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// This class extends RunningStatistics by providing GetPercentile() method,
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// while slightly adapting the interface.
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class SamplesStatsCounter {
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public:
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SamplesStatsCounter();
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~SamplesStatsCounter();
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SamplesStatsCounter(const SamplesStatsCounter&);
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SamplesStatsCounter& operator=(const SamplesStatsCounter&);
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SamplesStatsCounter(SamplesStatsCounter&&);
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SamplesStatsCounter& operator=(SamplesStatsCounter&&);
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// Adds sample to the stats in amortized O(1) time.
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void AddSample(double value);
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// Adds samples from another counter.
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void AddSamples(const SamplesStatsCounter& other);
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// Returns if there are any values in O(1) time.
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bool IsEmpty() const { return samples_.empty(); }
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// Returns min in O(1) time. This function may not be called if there are no
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// samples.
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double GetMin() const {
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RTC_DCHECK(!IsEmpty());
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return *stats_.GetMin();
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}
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// Returns max in O(1) time. This function may not be called if there are no
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// samples.
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double GetMax() const {
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RTC_DCHECK(!IsEmpty());
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return *stats_.GetMax();
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}
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// Returns average in O(1) time. This function may not be called if there are
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// no samples.
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double GetAverage() const {
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RTC_DCHECK(!IsEmpty());
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return *stats_.GetMean();
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}
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// Returns variance in O(1) time. This function may not be called if there are
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// no samples.
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double GetVariance() const {
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RTC_DCHECK(!IsEmpty());
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return *stats_.GetVariance();
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}
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// Returns standard deviation in O(1) time. This function may not be called if
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// there are no samples.
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double GetStandardDeviation() const {
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RTC_DCHECK(!IsEmpty());
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return *stats_.GetStandardDeviation();
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}
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// Returns percentile in O(nlogn) on first call and in O(1) after, if no
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// additions were done. This function may not be called if there are no
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// samples.
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//
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// |percentile| has to be in [0; 1]. 0 percentile is the min in the array and
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// 1 percentile is the max in the array.
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double GetPercentile(double percentile);
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private:
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RunningStatistics<double> stats_;
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std::vector<double> samples_;
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bool sorted_ = false;
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};
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} // namespace webrtc
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#endif // RTC_BASE_NUMERICS_SAMPLES_STATS_COUNTER_H_
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