Jake Slack | 03928ae | 2014-05-13 18:41:56 -0700 | [diff] [blame] | 1 | // |
| 2 | // ======================================================================== |
| 3 | // Copyright (c) 1995-2014 Mort Bay Consulting Pty. Ltd. |
| 4 | // ------------------------------------------------------------------------ |
| 5 | // All rights reserved. This program and the accompanying materials |
| 6 | // are made available under the terms of the Eclipse Public License v1.0 |
| 7 | // and Apache License v2.0 which accompanies this distribution. |
| 8 | // |
| 9 | // The Eclipse Public License is available at |
| 10 | // http://www.eclipse.org/legal/epl-v10.html |
| 11 | // |
| 12 | // The Apache License v2.0 is available at |
| 13 | // http://www.opensource.org/licenses/apache2.0.php |
| 14 | // |
| 15 | // You may elect to redistribute this code under either of these licenses. |
| 16 | // ======================================================================== |
| 17 | // |
| 18 | |
| 19 | package org.eclipse.jetty.util.statistic; |
| 20 | |
| 21 | import java.util.concurrent.atomic.AtomicLong; |
| 22 | |
| 23 | import org.eclipse.jetty.util.Atomics; |
| 24 | |
| 25 | |
| 26 | /* ------------------------------------------------------------ */ |
| 27 | /** |
| 28 | * SampledStatistics |
| 29 | * <p> |
| 30 | * Provides max, total, mean, count, variance, and standard |
| 31 | * deviation of continuous sequence of samples. |
| 32 | * <p> |
| 33 | * Calculates estimates of mean, variance, and standard deviation |
| 34 | * characteristics of a sample using a non synchronized |
| 35 | * approximation of the on-line algorithm presented |
| 36 | * in Donald Knuth's Art of Computer Programming, Volume 2, |
| 37 | * Seminumerical Algorithms, 3rd edition, page 232, |
| 38 | * Boston: Addison-Wesley. that cites a 1962 paper by B.P. Welford |
| 39 | * that can be found by following the link http://www.jstor.org/pss/1266577 |
| 40 | * <p> |
| 41 | * This algorithm is also described in Wikipedia at |
| 42 | * http://en.wikipedia.org/w/index.php?title=Algorithms_for_calculating_variance§ion=4#On-line_algorithm |
| 43 | */ |
| 44 | public class SampleStatistic |
| 45 | { |
| 46 | protected final AtomicLong _max = new AtomicLong(); |
| 47 | protected final AtomicLong _total = new AtomicLong(); |
| 48 | protected final AtomicLong _count = new AtomicLong(); |
| 49 | protected final AtomicLong _totalVariance100 = new AtomicLong(); |
| 50 | |
| 51 | public void reset() |
| 52 | { |
| 53 | _max.set(0); |
| 54 | _total.set(0); |
| 55 | _count.set(0); |
| 56 | _totalVariance100.set(0); |
| 57 | } |
| 58 | |
| 59 | public void set(final long sample) |
| 60 | { |
| 61 | long total = _total.addAndGet(sample); |
| 62 | long count = _count.incrementAndGet(); |
| 63 | |
| 64 | if (count>1) |
| 65 | { |
| 66 | long mean10 = total*10/count; |
| 67 | long delta10 = sample*10 - mean10; |
| 68 | _totalVariance100.addAndGet(delta10*delta10); |
| 69 | } |
| 70 | |
| 71 | Atomics.updateMax(_max, sample); |
| 72 | } |
| 73 | |
| 74 | /** |
| 75 | * @return the max value |
| 76 | */ |
| 77 | public long getMax() |
| 78 | { |
| 79 | return _max.get(); |
| 80 | } |
| 81 | |
| 82 | public long getTotal() |
| 83 | { |
| 84 | return _total.get(); |
| 85 | } |
| 86 | |
| 87 | public long getCount() |
| 88 | { |
| 89 | return _count.get(); |
| 90 | } |
| 91 | |
| 92 | public double getMean() |
| 93 | { |
| 94 | return (double)_total.get()/_count.get(); |
| 95 | } |
| 96 | |
| 97 | public double getVariance() |
| 98 | { |
| 99 | final long variance100 = _totalVariance100.get(); |
| 100 | final long count = _count.get(); |
| 101 | |
| 102 | return count>1?((double)variance100)/100.0/(count-1):0.0; |
| 103 | } |
| 104 | |
| 105 | public double getStdDev() |
| 106 | { |
| 107 | return Math.sqrt(getVariance()); |
| 108 | } |
| 109 | } |