#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; }