src/lib/math/stats.h

   1 /* Copyright (c) 2022, The Tor Project, Inc. */
   2 /* See LICENSE for licensing information */
   3
   4 /**
   5  * \file stats.h
   6  *
   7  * \brief Header for stats.c
   8  **/
   9
  10 #ifndef TOR_STATS_H
  11 #define TOR_STATS_H
  12
  13 /**
  14  * Compute an N-count EWMA, aka N-EWMA. N-EWMA is defined as:
  15  *  EWMA = alpha*value + (1-alpha)*EWMA_prev
  16  * with alpha = 2/(N+1).
  17  *
  18  * This works out to:
  19  *  EWMA = value*2/(N+1) + EMA_prev*(N-1)/(N+1)
  20  *       = (value*2 + EWMA_prev*(N-1))/(N+1)
  21  */
  22 static inline double
  23 n_count_ewma_double(double avg, double value, uint64_t N)
  24 {
  25   /* If the average was not previously computed, return value.
  26    * The less than is because we have stupid C warning flags that
  27    * prevent exact comparison to 0.0, so we can't do an exact
  28    * check for uninitialized double values. Yay pedantry!
  29    * Love it when it introduces surprising edge case bugs like
  30    * this will. */
  31   if (avg < 0.0000002)
  32     return value;
  33   else
  34     return (2*value + (N-1)*avg)/(N+1);
  35 }
  36
  37 /* For most stats, an N_EWMA of 100 is sufficient */
  38 #define DEFAULT_STATS_N_EWMA_COUNT 100
  39 #define stats_update_running_avg(avg, value) \
  40     n_count_ewma_double(avg, value, DEFAULT_STATS_N_EWMA_COUNT)
  41
  42 #endif /* !defined(TOR_STATS_H) */