medfall

commit 046e695924a7f12912966391906a0115ac166f91
parent 37e13093a9e295b05a943037ccc4d2aef10c1d92
Author: Michael Savage <mikejsavage@gmail.com>
Date:   Sun Jan 17 16:58:31 +0000

Add quartile estimation to stats.cc

Diffstat:
stats.cc
 | 
35
++++++++++++++++++++++++++---------
stats.h
 | 
11
++++++++---
2 files changed, 34 insertions(+), 12 deletions(-)
diff --git a/stats.cc b/stats.cc
@@ -1,19 +1,21 @@
 #include <stdio.h>
 #include <math.h>
+#include <algorithm>
 
 #include "intrinsics.h"
 #include "stats.h"
 
 void stats_init( Stats * stats ) {
 	*stats = { };
+	rng_well512_init( &stats->rng );
 }
 
 double stats_mean( const Stats * stats ) {
-	return stats->sum / stats->num_samples;
+	return stats->sum / stats->num_records;
 }
 
 double stats_stddev( const Stats * stats ) {
-	double variance = ( stats->sum_of_squares - ( stats->sum * stats->sum / stats->num_samples ) );
+	double variance = ( stats->sum_of_squares - ( stats->sum * stats->sum / stats->num_records ) );
 	return sqrt( variance );
 }
 
@@ -21,7 +23,7 @@ void stats_record( Stats * stats, double x ) {
 	stats->sum += x;
 	stats->sum_of_squares += x * x;
 
-	if( stats->num_samples == 0 ) {
+	if( stats->num_records == 0 ) {
 		stats->min = stats->max = x;
 	}
 	else {
@@ -29,14 +31,29 @@ void stats_record( Stats * stats, double x ) {
 		if( x > stats->max ) stats->max = x;
 	}
 
-	stats->num_samples++;
+	if( stats->num_records < STATS_NUM_QUART_SAMPLES ) {
+		stats->samples[ stats->num_records ] = x;
+	}
+	else {
+		double p = ( double ) STATS_NUM_QUART_SAMPLES / ( stats->num_records + 1.0 );
+
+		if( rng_p( &stats->rng, p ) ) {
+			u32 i = rng_uniform( &stats->rng, STATS_NUM_QUART_SAMPLES );
+			stats->samples[ i ] = x;
+		}
+	}
+
+	stats->num_records++;
 }
 
-void stats_print( const Stats * stats, const char * name ) {
-	printf( "[%s]\n\tn: %llu\n\tmean: %f\n\tstddev: %f\n\trange: %f to %f\n",
-		name, stats->num_samples,
+void stats_print( Stats * stats, const char * name ) {
+	u32 num_samples = min( stats->num_records, ( u64 ) STATS_NUM_QUART_SAMPLES );
+	std::sort( stats->samples, stats->samples + num_samples );
+
+	printf( "[%s]\n\tn: %llu\n\tmean: %f\n\tstddev: %f\n\trange: %f to %f\n\t25%%: %f  75%%: %f",
+		name, stats->num_records,
 		stats_mean( stats ), stats_stddev( stats ),
-		stats->min, stats->max
+		stats->min, stats->max,
+		stats->samples[ num_samples / 4 ], stats->samples[ num_samples * 3 / 4 ]
 	);
 }
-
diff --git a/stats.h b/stats.h
@@ -2,20 +2,25 @@
 #define _STATS_H_
 
 #include "intrinsics.h"
+#include "rng/well512.h"
+
+const u32 STATS_NUM_QUART_SAMPLES = 1024;
 
 struct Stats {
 	double sum;
 	double sum_of_squares;
 	double min;
 	double max;
-	u64 num_samples;
-};
+	u64 num_records;
 
+	RNGWell512 rng;
+	double samples[ STATS_NUM_QUART_SAMPLES ];
+};
 
 void stats_init( Stats * stats );
 double stats_mean( const Stats * stats );
 double stats_stddev( const Stats * stats );
 void stats_record( Stats * stats, double x );
-void stats_print( const Stats * stats, const char * name );
+void stats_print( Stats * stats, const char * name = "stats" );
 
 #endif // _STATS_H_