src/util/ckstatistics.h

   1 /*
   2 (Copied out of) Orion's Standard Library
   3 written by
   4 Orion Sky Lawlor, olawlor@acm.org, 11/25/2002
   5 */
   6 #ifndef __UIUC_OSL_STATISTICS_H
   7 #define __UIUC_OSL_STATISTICS_H
   8
   9 #include "math.h" //for sqrt
  10 #include "stdio.h" //for fprintf
  11 #include "pup.h" //for pup
  12
  13 /**
  14  * CkSampleT represents a statistical "sample" of some data values.
  15  * It maintains information it can use to compute means
  16  * and variances, max and min.
  17  *
  18  *  The REAL template parameter is the datatype of the values.
  19  *  The RET template parameter is the datatype of the various
  20  *     accumulators used, and the datatype for the derived parameters.
  21  *
  22  * The CkSample typedef is just CkSampleT<double,double>
  23  * Other sensible specializations might include CkSampleT<double, long double>
  24  * for higher precision accumulation, or CkSampleT<int, double> for computing
  25  * continuous statistics of a discrete distribution.
  26  */
  27 template<class real,class ret>
  28 class CkSampleT {
  29         real lo,hi; //smallest and largest values
  30         ret sum; //sum of values
  31         ret sq; //sum of squares of values
  32         int n; //number of values
  33 public:
  34         CkSampleT(void) {
  35                 lo=(real)1.0e20; hi=(real)-1.0e20;
  36                 sum=sq=(ret)0;
  37                 n=0;
  38         }
  39         /**
  40          * Add this value to the sample set.
  41          * This function updates the max, min, and mean and variance
  42          * for this sample.
  43          */
  44         inline void add(real r) {
  45                 if (r<lo) lo=r;
  46                 if (r>hi) hi=r;
  47                 sum+=(ret)r;
  48                 sq+=(ret)(r*r);
  49                 n++;
  50         }
  51         /// Shorthand for add function.
  52         inline void operator+=(real r) { add(r); }
  53
  54         /** Add all these samples to this set */
  55         inline void add(const CkSampleT<real,ret> &errs) {
  56                 if (errs.lo<lo) lo=errs.lo;
  57                 if (errs.hi>hi) hi=errs.hi;
  58                 sum+=errs.sum;
  59                 sq+=errs.sq;
  60                 n+=errs.n;
  61         }
  62
  63         /**
  64          * Return the mean value of this sample--the "average" value, in (value) units.
  65          * Computed as the sum of all values divided by the number of values.
  66          */
  67         ret getMean(void) const {
  68                 return sum/n;
  69         }
  70         /**
  71          * Return the variance of this sample, in (value^2) units.
  72          * Computed as the sum of the squares of the diffences between
  73          * each value and the mean, divided by the number of values minus 1.
  74          */
  75         ret getVariance(void) const {
  76                 return (sq-sum*sum/n)/(n-1);
  77         }
  78         /**
  79          * Return the standard deviation of this sample, in (value) units.
  80          * Computed as the square root of the variance.
  81          */
  82         ret getStddev(void) const {
  83                 return (ret)sqrt(getVariance());
  84         }
  85         /**
  86          * Return the smallest value encountered.
  87          */
  88         real getMin(void) const {return lo;}
  89         /**
  90          * Return the largest value encountered.
  91          */
  92         real getMax(void) const {return hi;}
  93         /**
  94          * Return the number of values in this sample.
  95          */
  96         int getCount(void) const {return n;}
  97
  98         /// Return the RMS value of this variable (square root of sum of squares over number)
  99         ret getRMS(void) const {return sqrt(sq/n);}
 100
 101         /**
 102          * Print a textual description of this sample to this FILE.
 103          * For example, a 1,000,000-value sample of a uniform distribution on [0,1] might give:
 104          *   ave= 0.500367  stddev= 0.288663  min= 1.27012e-06  max= 0.999999  n= 1000000
 105          */
 106         void print(FILE *dest) {
 107                 fprintf(dest,"ave= %g  stddev= %g  min= %g  max= %g  n= %d\n",
 108                         (double)getMean(), (double)getStddev(), (double)getMin(), (double)getMax(), (int)getCount());
 109         }
 110
 111         /**
 112          * Print a terse textual description of this sample to this FILE.
 113          */
 114         void printMinAveMax(FILE *dest) {
 115                 fprintf(dest,"min= %g  ave= %g  max= %g \n",
 116                         (double)getMin(), (double)getMean(), (double)getMax());
 117         }
 118
 119         /**
 120          * Print a textual description of this sample to stdout.
 121          */
 122         void print(void) {print(stdout);}
 123
 124         /// Pup routine, for migration and parameter marshalling.
 125         void pup(PUP::er &p) {
 126                 p|lo; p|hi;
 127                 p|sum; p|sq;
 128                 p|n;
 129         }
 130         friend inline void operator|(PUP::er &p,CkSampleT<real,ret> &s) {s.pup(p);}
 131 };
 132 typedef CkSampleT<double,double> CkSample;
 133
 134 #endif