henrike@webrtc.org | 0e118e7 | 2013-07-10 00:45:36 +0000 | [diff] [blame] | 1 | /* |
| 2 | * libjingle |
| 3 | * Copyright 2011, Google Inc. |
| 4 | * |
| 5 | * Redistribution and use in source and binary forms, with or without |
| 6 | * modification, are permitted provided that the following conditions are met: |
| 7 | * |
| 8 | * 1. Redistributions of source code must retain the above copyright notice, |
| 9 | * this list of conditions and the following disclaimer. |
| 10 | * 2. Redistributions in binary form must reproduce the above copyright notice, |
| 11 | * this list of conditions and the following disclaimer in the documentation |
| 12 | * and/or other materials provided with the distribution. |
| 13 | * 3. The name of the author may not be used to endorse or promote products |
| 14 | * derived from this software without specific prior written permission. |
| 15 | * |
| 16 | * THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``AS IS'' AND ANY EXPRESS OR IMPLIED |
| 17 | * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF |
| 18 | * MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO |
| 19 | * EVENT SHALL THE AUTHOR BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, |
| 20 | * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, |
| 21 | * PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; |
| 22 | * OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, |
| 23 | * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR |
| 24 | * OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF |
| 25 | * ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. |
| 26 | */ |
| 27 | |
| 28 | #ifndef TALK_BASE_ROLLINGACCUMULATOR_H_ |
| 29 | #define TALK_BASE_ROLLINGACCUMULATOR_H_ |
| 30 | |
| 31 | #include <vector> |
| 32 | |
| 33 | #include "talk/base/common.h" |
| 34 | |
| 35 | namespace talk_base { |
| 36 | |
| 37 | // RollingAccumulator stores and reports statistics |
| 38 | // over N most recent samples. |
| 39 | // |
| 40 | // T is assumed to be an int, long, double or float. |
| 41 | template<typename T> |
| 42 | class RollingAccumulator { |
| 43 | public: |
| 44 | explicit RollingAccumulator(size_t max_count) |
henrike@webrtc.org | 7587c5e | 2014-02-27 17:52:04 +0000 | [diff] [blame] | 45 | : samples_(max_count) { |
| 46 | Reset(); |
henrike@webrtc.org | 0e118e7 | 2013-07-10 00:45:36 +0000 | [diff] [blame] | 47 | } |
| 48 | ~RollingAccumulator() { |
| 49 | } |
| 50 | |
| 51 | size_t max_count() const { |
| 52 | return samples_.size(); |
| 53 | } |
| 54 | |
| 55 | size_t count() const { |
| 56 | return count_; |
| 57 | } |
| 58 | |
henrike@webrtc.org | 7587c5e | 2014-02-27 17:52:04 +0000 | [diff] [blame] | 59 | void Reset() { |
| 60 | count_ = 0U; |
| 61 | next_index_ = 0U; |
| 62 | sum_ = 0.0; |
| 63 | sum_2_ = 0.0; |
| 64 | max_ = T(); |
| 65 | max_stale_ = false; |
| 66 | min_ = T(); |
| 67 | min_stale_ = false; |
| 68 | } |
| 69 | |
henrike@webrtc.org | 0e118e7 | 2013-07-10 00:45:36 +0000 | [diff] [blame] | 70 | void AddSample(T sample) { |
| 71 | if (count_ == max_count()) { |
| 72 | // Remove oldest sample. |
| 73 | T sample_to_remove = samples_[next_index_]; |
| 74 | sum_ -= sample_to_remove; |
| 75 | sum_2_ -= sample_to_remove * sample_to_remove; |
henrike@webrtc.org | 7587c5e | 2014-02-27 17:52:04 +0000 | [diff] [blame] | 76 | if (sample_to_remove >= max_) { |
| 77 | max_stale_ = true; |
| 78 | } |
| 79 | if (sample_to_remove <= min_) { |
| 80 | min_stale_ = true; |
| 81 | } |
henrike@webrtc.org | 0e118e7 | 2013-07-10 00:45:36 +0000 | [diff] [blame] | 82 | } else { |
| 83 | // Increase count of samples. |
| 84 | ++count_; |
| 85 | } |
| 86 | // Add new sample. |
| 87 | samples_[next_index_] = sample; |
| 88 | sum_ += sample; |
| 89 | sum_2_ += sample * sample; |
henrike@webrtc.org | 7587c5e | 2014-02-27 17:52:04 +0000 | [diff] [blame] | 90 | if (count_ == 1 || sample >= max_) { |
| 91 | max_ = sample; |
| 92 | max_stale_ = false; |
| 93 | } |
| 94 | if (count_ == 1 || sample <= min_) { |
| 95 | min_ = sample; |
| 96 | min_stale_ = false; |
| 97 | } |
henrike@webrtc.org | 0e118e7 | 2013-07-10 00:45:36 +0000 | [diff] [blame] | 98 | // Update next_index_. |
| 99 | next_index_ = (next_index_ + 1) % max_count(); |
| 100 | } |
| 101 | |
| 102 | T ComputeSum() const { |
| 103 | return static_cast<T>(sum_); |
| 104 | } |
| 105 | |
henrike@webrtc.org | 7587c5e | 2014-02-27 17:52:04 +0000 | [diff] [blame] | 106 | double ComputeMean() const { |
henrike@webrtc.org | 0e118e7 | 2013-07-10 00:45:36 +0000 | [diff] [blame] | 107 | if (count_ == 0) { |
henrike@webrtc.org | 7587c5e | 2014-02-27 17:52:04 +0000 | [diff] [blame] | 108 | return 0.0; |
henrike@webrtc.org | 0e118e7 | 2013-07-10 00:45:36 +0000 | [diff] [blame] | 109 | } |
henrike@webrtc.org | 7587c5e | 2014-02-27 17:52:04 +0000 | [diff] [blame] | 110 | return sum_ / count_; |
| 111 | } |
| 112 | |
| 113 | T ComputeMax() const { |
| 114 | if (max_stale_) { |
| 115 | ASSERT(count_ > 0 && |
| 116 | "It shouldn't be possible for max_stale_ && count_ == 0"); |
| 117 | max_ = samples_[next_index_]; |
| 118 | for (size_t i = 1u; i < count_; i++) { |
| 119 | max_ = _max(max_, samples_[(next_index_ + i) % max_count()]); |
| 120 | } |
| 121 | max_stale_ = false; |
| 122 | } |
| 123 | return max_; |
| 124 | } |
| 125 | |
| 126 | T ComputeMin() const { |
| 127 | if (min_stale_) { |
| 128 | ASSERT(count_ > 0 && |
| 129 | "It shouldn't be possible for min_stale_ && count_ == 0"); |
| 130 | min_ = samples_[next_index_]; |
| 131 | for (size_t i = 1u; i < count_; i++) { |
| 132 | min_ = _min(min_, samples_[(next_index_ + i) % max_count()]); |
| 133 | } |
| 134 | min_stale_ = false; |
| 135 | } |
| 136 | return min_; |
henrike@webrtc.org | 0e118e7 | 2013-07-10 00:45:36 +0000 | [diff] [blame] | 137 | } |
| 138 | |
| 139 | // O(n) time complexity. |
| 140 | // Weights nth sample with weight (learning_rate)^n. Learning_rate should be |
| 141 | // between (0.0, 1.0], otherwise the non-weighted mean is returned. |
henrike@webrtc.org | 7587c5e | 2014-02-27 17:52:04 +0000 | [diff] [blame] | 142 | double ComputeWeightedMean(double learning_rate) const { |
henrike@webrtc.org | 0e118e7 | 2013-07-10 00:45:36 +0000 | [diff] [blame] | 143 | if (count_ < 1 || learning_rate <= 0.0 || learning_rate >= 1.0) { |
| 144 | return ComputeMean(); |
| 145 | } |
| 146 | double weighted_mean = 0.0; |
| 147 | double current_weight = 1.0; |
| 148 | double weight_sum = 0.0; |
| 149 | const size_t max_size = max_count(); |
| 150 | for (size_t i = 0; i < count_; ++i) { |
| 151 | current_weight *= learning_rate; |
| 152 | weight_sum += current_weight; |
| 153 | // Add max_size to prevent underflow. |
| 154 | size_t index = (next_index_ + max_size - i - 1) % max_size; |
| 155 | weighted_mean += current_weight * samples_[index]; |
| 156 | } |
henrike@webrtc.org | 7587c5e | 2014-02-27 17:52:04 +0000 | [diff] [blame] | 157 | return weighted_mean / weight_sum; |
henrike@webrtc.org | 0e118e7 | 2013-07-10 00:45:36 +0000 | [diff] [blame] | 158 | } |
| 159 | |
| 160 | // Compute estimated variance. Estimation is more accurate |
| 161 | // as the number of samples grows. |
henrike@webrtc.org | 7587c5e | 2014-02-27 17:52:04 +0000 | [diff] [blame] | 162 | double ComputeVariance() const { |
henrike@webrtc.org | 0e118e7 | 2013-07-10 00:45:36 +0000 | [diff] [blame] | 163 | if (count_ == 0) { |
henrike@webrtc.org | 7587c5e | 2014-02-27 17:52:04 +0000 | [diff] [blame] | 164 | return 0.0; |
henrike@webrtc.org | 0e118e7 | 2013-07-10 00:45:36 +0000 | [diff] [blame] | 165 | } |
| 166 | // Var = E[x^2] - (E[x])^2 |
| 167 | double count_inv = 1.0 / count_; |
| 168 | double mean_2 = sum_2_ * count_inv; |
| 169 | double mean = sum_ * count_inv; |
henrike@webrtc.org | 7587c5e | 2014-02-27 17:52:04 +0000 | [diff] [blame] | 170 | return mean_2 - (mean * mean); |
henrike@webrtc.org | 0e118e7 | 2013-07-10 00:45:36 +0000 | [diff] [blame] | 171 | } |
| 172 | |
| 173 | private: |
| 174 | size_t count_; |
| 175 | size_t next_index_; |
henrike@webrtc.org | 7587c5e | 2014-02-27 17:52:04 +0000 | [diff] [blame] | 176 | double sum_; // Sum(x) - double to avoid overflow |
| 177 | double sum_2_; // Sum(x*x) - double to avoid overflow |
| 178 | mutable T max_; |
| 179 | mutable bool max_stale_; |
| 180 | mutable T min_; |
| 181 | mutable bool min_stale_; |
henrike@webrtc.org | 0e118e7 | 2013-07-10 00:45:36 +0000 | [diff] [blame] | 182 | std::vector<T> samples_; |
| 183 | |
| 184 | DISALLOW_COPY_AND_ASSIGN(RollingAccumulator); |
| 185 | }; |
| 186 | |
| 187 | } // namespace talk_base |
| 188 | |
| 189 | #endif // TALK_BASE_ROLLINGACCUMULATOR_H_ |