1 | /* |
2 | * Copyright (C) 2012, 2016 Apple Inc. All rights reserved. |
3 | * |
4 | * Redistribution and use in source and binary forms, with or without |
5 | * modification, are permitted provided that the following conditions |
6 | * are met: |
7 | * 1. Redistributions of source code must retain the above copyright |
8 | * notice, this list of conditions and the following disclaimer. |
9 | * 2. Redistributions in binary form must reproduce the above copyright |
10 | * notice, this list of conditions and the following disclaimer in the |
11 | * documentation and/or other materials provided with the distribution. |
12 | * |
13 | * THIS SOFTWARE IS PROVIDED BY APPLE INC. ``AS IS'' AND ANY |
14 | * EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE |
15 | * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR |
16 | * PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL APPLE INC. OR |
17 | * CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, |
18 | * EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, |
19 | * PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR |
20 | * PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY |
21 | * OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT |
22 | * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE |
23 | * OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. |
24 | */ |
25 | |
26 | #pragma once |
27 | |
28 | #include <wtf/MathExtras.h> |
29 | #include <wtf/StdLibExtras.h> |
30 | |
31 | namespace WTF { |
32 | |
33 | // Simple and cheap way of tracking statistics if you're not worried about chopping on |
34 | // the sum of squares (i.e. the sum of squares is unlikely to exceed 2^52). |
35 | class SimpleStats { |
36 | WTF_MAKE_FAST_ALLOCATED; |
37 | public: |
38 | SimpleStats() |
39 | : m_count(0) |
40 | , m_sum(0) |
41 | , m_sumOfSquares(0) |
42 | { |
43 | } |
44 | |
45 | void add(double value) |
46 | { |
47 | m_count++; |
48 | m_sum += value; |
49 | m_sumOfSquares += value * value; |
50 | } |
51 | |
52 | explicit operator bool() const |
53 | { |
54 | return !!m_count; |
55 | } |
56 | |
57 | double count() const |
58 | { |
59 | return m_count; |
60 | } |
61 | |
62 | double sum() const |
63 | { |
64 | return m_sum; |
65 | } |
66 | |
67 | double sumOfSquares() const |
68 | { |
69 | return m_sumOfSquares; |
70 | } |
71 | |
72 | double mean() const |
73 | { |
74 | return m_sum / m_count; |
75 | } |
76 | |
77 | // NB. This gives a biased variance as it divides by the number of samples rather |
78 | // than the degrees of freedom. This is fine once the count grows large, which in |
79 | // our case will happen rather quickly. |
80 | double variance() const |
81 | { |
82 | if (m_count < 2) |
83 | return 0; |
84 | |
85 | // Compute <x^2> - <x>^2 |
86 | double secondMoment = m_sumOfSquares / m_count; |
87 | double firstMoment = m_sum / m_count; |
88 | |
89 | double result = secondMoment - firstMoment * firstMoment; |
90 | |
91 | // It's possible to get -epsilon. Protect against this and turn it into |
92 | // +0. |
93 | if (result <= 0) |
94 | return 0; |
95 | |
96 | return result; |
97 | } |
98 | |
99 | // NB. This gives a biased standard deviation. See above. |
100 | double standardDeviation() const |
101 | { |
102 | return sqrt(variance()); |
103 | } |
104 | |
105 | private: |
106 | double m_count; |
107 | double m_sum; |
108 | double m_sumOfSquares; |
109 | }; |
110 | |
111 | } // namespace WTF |
112 | |
113 | using WTF::SimpleStats; |
114 | |