From: g0dil Date: Tue, 29 Sep 2009 17:24:31 +0000 (+0000) Subject: Utils: Add stddev support to Statistics X-Git-Url: http://g0dil.de/git?a=commitdiff_plain;h=69be773e2fe0ea5d60cb4a763bfffa673cfc417f;p=senf.git Utils: Add stddev support to Statistics git-svn-id: https://svn.berlios.de/svnroot/repos/senf/trunk@1464 270642c3-0616-0410-b53a-bc976706d245 --- diff --git a/senf/Utils/Statistics.cc b/senf/Utils/Statistics.cc index cc13424..4351cca 100644 --- a/senf/Utils/Statistics.cc +++ b/senf/Utils/Statistics.cc @@ -27,6 +27,7 @@ //#include "Statistics.ih" // Custom includes +#include #include #include #include "StatisticsTargets.hh" @@ -38,11 +39,12 @@ /////////////////////////////////////////////////////////////////////////// // senf::StatisticsBase -prefix_ void senf::StatisticsBase::enter(float min, float avg, float max) +prefix_ void senf::StatisticsBase::enter(float min, float avg, float max, float dev) { min_ = min; avg_ = avg; max_ = max; + dev_ = dev; generateOutput(); signalChildren(); } @@ -120,16 +122,22 @@ std::string format_eng( float f) prefix_ void senf::StatisticsBase::consoleList(unsigned level, std::ostream & os) const { - os << boost::format("%s%-5d%|15t| %12s %12s %12s\n") - % std::string(2*level,' ') % rank() % format_eng(min()) % format_eng(avg()) % format_eng(max()); + os << boost::format("%s%-5d%|15t| %12s %12s+/-%12s %12s\n") + % std::string(2*level,' ') + % rank() + % format_eng(min()) + % format_eng(avg()) + % format_eng(dev()) + % format_eng(max()); { OutputMap::const_iterator i (outputs_.begin()); OutputMap::const_iterator i_end (outputs_.end()); for (; i != i_end; ++i) - os << boost::format(" %3d %12s %12s %12s\n") + os << boost::format(" %3d %12s %12s+/-%12s %12s\n") % i->second.n % format_eng(i->second.min/i->second.n) % format_eng(i->second.avg/i->second.n) + % format_eng(i->second.dev/i->second.n) % format_eng(i->second.max/i->second.n); } { @@ -142,14 +150,14 @@ prefix_ void senf::StatisticsBase::consoleList(unsigned level, std::ostream & os prefix_ void senf::StatisticsBase::generateOutput() { - queue_.push_front(QueueEntry(min_, avg_, max_)); + queue_.push_front(QueueEntry(min_, avg_, max_, dev_)); while (queue_.size() > maxQueueLen_) queue_.pop_back(); OutputMap::iterator i (outputs_.begin()); OutputMap::iterator const i_end (outputs_.end()); for (; i != i_end; ++i) { - i->second.min = i->second.avg = i->second.max = 0.0f; + i->second.min = i->second.avg = i->second.max = i->second.dev = 0.0f; Queue::const_iterator j (queue_.begin()); Queue::const_iterator const j_end (queue_.end()); unsigned n (0); @@ -157,8 +165,9 @@ prefix_ void senf::StatisticsBase::generateOutput() i->second.min += j->min; i->second.avg += j->avg; i->second.max += j->max; + i->second.dev += j->dev; } - i->second.signal(i->second.min/n, i->second.avg/n, i->second.max/n); + i->second.signal(i->second.min/n, i->second.avg/n, i->second.max/n, i->second.dev/n); } } @@ -167,7 +176,7 @@ prefix_ void senf::StatisticsBase::signalChildren() Children::iterator i (children_.begin()); Children::iterator const i_end (children_.end()); for (; i != i_end; ++i) - i->second.enter(min_, avg_, max_); + i->second.enter(min_, avg_, max_, dev_); } /////////////////////////////////////////////////////////////////////////// @@ -188,6 +197,7 @@ prefix_ senf::Statistics::Statistics() " WIN Size of output average window.\n" " MIN Last entered minimum value.\n" " AVG Last entered average value.\n" + " DEV Standard deviation of average value over the collector rank.\n" " MAX Last entered maximum value."); dir.add("collect", &Statistics::consoleCollect) .doc("Add statistics collection groups. The argument gives a sequence of collector\n" @@ -235,7 +245,7 @@ prefix_ senf::Statistics::Statistics() prefix_ void senf::Statistics::consoleList(std::ostream & os) { - os << "RANK WIN MIN AVG MAX\n"; + os << "RANK WIN MIN AVG DEV MAX\n"; StatisticsBase::consoleList(0, os); } @@ -289,16 +299,22 @@ prefix_ std::string senf::Statistics::v_path() /////////////////////////////////////////////////////////////////////////// // senf::Collector -prefix_ void senf::Collector::enter(float min, float avg, float max) +prefix_ void senf::Collector::enter(float min, float avg, float max, float dev) { - accAvg_ += avg; + accSum_ += avg; + accSumSq_ += avg*avg + dev*dev; if (min < accMin_) accMin_ = min; if (max > accMax_) accMax_ = max; + std::cerr << "! " << i_ << ' ' << avg << ' ' << dev << ' ' << accSum_ << ' ' << accSumSq_ + << std::endl; if (++i_ >= rank_) { - StatisticsBase::enter(accMin_, accAvg_ / i_, accMax_); + float accAvg (accSum_ / i_); + float accDev (std::sqrt(accSumSq_ / i_ - accAvg*accAvg)); + StatisticsBase::enter(accMin_, accAvg, accMax_, accDev); i_ = 0; accMin_ = FLT_MAX; - accAvg_ = 0.0f; + accSum_ = 0.0f; + accSumSq_ = 0.0f; accMax_ = -FLT_MAX; } } diff --git a/senf/Utils/Statistics.cci b/senf/Utils/Statistics.cci index 1f109db..d58a9bd 100644 --- a/senf/Utils/Statistics.cci +++ b/senf/Utils/Statistics.cci @@ -46,19 +46,19 @@ senf::StatisticsBase::Transform::operator()(first_argument_type i) // senf::StatisticsBase::OutputEntry prefix_ senf::StatisticsBase::OutputEntry::OutputEntry() - : n(), min(), avg(), max() + : n(), min(), avg(), max(), dev() { initDir(); } prefix_ senf::StatisticsBase::OutputEntry::OutputEntry(unsigned n_) - : n(n_), min(), avg(), max() + : n(n_), min(), avg(), max(), dev() { initDir(); } prefix_ senf::StatisticsBase::OutputEntry::OutputEntry(const OutputEntry& other) - : n(other.n), min(other.min), avg(other.avg), max(other.max) + : n(other.n), min(other.min), avg(other.avg), max(other.max), dev(other.dev) { initDir(); } @@ -76,6 +76,7 @@ senf::StatisticsBase::OutputEntry::operator=(const OutputEntry& other) min = other.min; avg = other.avg; max = other.max; + dev = other.dev; return *this; } @@ -120,6 +121,12 @@ prefix_ float senf::StatisticsBase::max() return max_; } +prefix_ float senf::StatisticsBase::dev() + const +{ + return dev_; +} + prefix_ unsigned senf::StatisticsBase::rank() const { @@ -141,7 +148,7 @@ prefix_ std::string senf::StatisticsBase::path() // senf::Collector prefix_ senf::Collector::Collector(StatisticsBase * owner, unsigned rank) - : rank_ (rank), i_ (0u), accMin_ (FLT_MAX), accAvg_ (0.0f), accMax_ (-FLT_MAX), + : rank_ (rank), i_ (0u), accMin_ (FLT_MAX), accSum_ (0.0f), accSumSq_ (0.0f), accMax_ (-FLT_MAX), owner_ (owner) {} @@ -161,14 +168,14 @@ senf::Collector::output(unsigned n) /////////////////////////////////////////////////////////////////////////// // senf::Statistics -prefix_ void senf::Statistics::operator()(float min, float avg, float max) +prefix_ void senf::Statistics::operator()(float min, float avg, float max, float dev) { - enter(min, avg, max); + enter(min, avg, max, dev); } -prefix_ void senf::Statistics::operator()(float value) +prefix_ void senf::Statistics::operator()(float value, float dev) { - enter(value, value, value); + enter(value, value, value, dev); } prefix_ senf::StatisticsBase::OutputProxy diff --git a/senf/Utils/Statistics.hh b/senf/Utils/Statistics.hh index 25ebb59..f95f8bf 100644 --- a/senf/Utils/Statistics.hh +++ b/senf/Utils/Statistics.hh @@ -111,7 +111,7 @@ namespace senf { // Function object struct Collector { - void operator()(float min, float avg, float max) + void operator()(float min, float avg, float max, float dev) { ... } }; \endcode @@ -153,6 +153,7 @@ namespace senf { float min() const; ///< Last min value entered float avg() const; ///< Last avg value entered float max() const; ///< Last max value entered + float dev() const; ///< Last dev value entered virtual unsigned rank() const; ///< Return collectors rank value /**< \returns number of basic values collected into each new @@ -227,7 +228,7 @@ namespace senf { protected: StatisticsBase(); virtual ~StatisticsBase(); - void enter(float min, float avg, float max); + void enter(float min, float avg, float max, float dev); private: virtual Statistics & v_base() = 0; @@ -239,15 +240,17 @@ namespace senf { float min_; float avg_; float max_; + float dev_; Children children_; struct QueueEntry { float min; float avg; float max; - QueueEntry() : min(), avg(), max() {} - QueueEntry(float min_, float avg_, float max_) - : min(min_), avg(avg_), max(max_) {} + float dev; + QueueEntry() : min(), avg(), max(), dev() {} + QueueEntry(float min_, float avg_, float max_, float dev_) + : min(min_), avg(avg_), max(max_), dev(dev_) {} }; typedef std::deque Queue; Queue queue_; @@ -282,8 +285,9 @@ namespace senf { float min; float avg; float max; + float dev; - boost::signal signal; + boost::signal signal; boost::ptr_vector targets_; senf::console::ScopedDirectory<> dir; @@ -416,7 +420,7 @@ namespace senf { Statistics(); - void operator()(float min, float avg, float max); + void operator()(float min, float avg, float max, float dev=0.0f); ///< Enter new data /**< This member must be called whenever a new data value is available. It is important to call this member \e @@ -429,9 +433,11 @@ namespace senf { \param[in] min minimal data value since last call \param[in] avg average data value since last call - \param[in] max maximal data values since last call */ + \param[in] max maximal data values since last call + \param[in] dev standard deviation of avg value */ - void operator()(float value); ///< Same as enter() with \a min == \a avg == \a max + void operator()(float value, float dev=0.0f); + ///< Same as enter() with \a min == \a avg == \a max /**< Provided so a Statistics instance can be directly used as a signal target. */ @@ -463,14 +469,15 @@ namespace senf { private: Collector(StatisticsBase * owner, unsigned rank); - void enter(float min, float avg, float max); + void enter(float min, float avg, float max, float dev); Statistics & v_base(); std::string v_path() const; unsigned rank_; unsigned i_; float accMin_; - float accAvg_; + float accSum_; + float accSumSq_; float accMax_; StatisticsBase * owner_; diff --git a/senf/Utils/Statistics.test.cc b/senf/Utils/Statistics.test.cc index 99c31e3..638783b 100644 --- a/senf/Utils/Statistics.test.cc +++ b/senf/Utils/Statistics.test.cc @@ -109,61 +109,64 @@ BOOST_AUTO_UNIT_TEST(statistics) BOOST_CHECK_CLOSE( stats.min(), 0.4f, .1f ); BOOST_CHECK_CLOSE( stats.avg(), 1.2f, .1f ); BOOST_CHECK_CLOSE( stats.max(), 4.0f, .1f ); + BOOST_CHECK_CLOSE( stats.dev(), 0.0f, .1f ); BOOST_CHECK_CLOSE( stats[4].min(), -2.0f, .1f ); BOOST_CHECK_CLOSE( stats[4].avg(), -0.05f, .1f ); BOOST_CHECK_CLOSE( stats[4].max(), 1.1f, .1f ); + BOOST_CHECK_CLOSE( stats[4].dev(), 1.08282f, .1f ); BOOST_CHECK_CLOSE( stats[4][3].min(), -2.0f, .1f ); BOOST_CHECK_CLOSE( stats[4][3].avg(), 1.15f, .1f ); BOOST_CHECK_CLOSE( stats[4][3].max(), 3.8f, .1f ); BOOST_CHECK_EQUAL( statslog.str(), - "level0 -1 2.3 2.5\n" - "level0 -0.35 2.35 3.15\n" - "level0 -0.4 1.05 1.9\n" - "level0 -0.7 1.45 1.65\n" - "level1 -1.1 1.9 3.8\n" - "averaged1 -1.1 1.9 3.8\n" - "level0 0.35 2.15 2.2\n" - "level0 0.75 0.8 0.8\n" - "level0 0.25 0.25 0.25\n" - "level0 -1 -0.9 -0.5\n" - "level1 -2 -0.05 1.1\n" - "averaged1 -1.55 0.925 2.45\n" - "level0 -1 0.25 0.7\n" - "level0 0.2 1.75 2.2\n" - "level0 -0.3 1.75 2.25\n" - "level0 -0.35 2.35 3.15\n" - "level1 -1 2.05 3.8\n" - "averaged1 -1.36667 1.3 2.9\n" - "level0 -0.4 1.05 1.9\n" - "level0 -0.7 1.45 1.65\n" - "level0 0.35 2.15 2.2\n" - "level0 0.75 0.8 0.8\n" - "level1 -1.1 1.125 3.3\n" - "averaged1 -1.36667 1.04167 2.73333\n" - "level0 0.25 0.25 0.25\n" - "level0 -1 -0.9 -0.5\n" - "level0 -1 0.25 0.7\n" - "level0 0.2 1.75 2.2\n" - "level1 -2 0.425 2.4\n" - "averaged1 -1.36667 1.2 3.16667\n" - "level0 -0.3 1.75 2.25\n" - "level0 -0.35 2.35 3.15\n" - "level0 -0.4 1.05 1.9\n" - "level0 -0.7 1.45 1.65\n" - "level1 -1.1 1.9 3.8\n" - "averaged1 -1.4 1.15 3.16667\n" - "level3 -2 1.225 3.8\n" - "level0 0.35 2.15 2.2\n" - "level0 0.75 0.8 0.8\n" - "level0 0.25 0.25 0.25\n" - "level0 -1 -0.9 -0.5\n" - "level1 -2 -0.05 1.1\n" - "averaged1 -1.7 0.758333 2.43333\n" - "level0 -1 0.25 0.7\n" - "level0 0.2 1.75 3.2\n" ); + "level0 -1 2.3 2.5 0\n" + "level0 -0.35 2.35 3.15 0\n" + "level0 -0.4 1.05 1.9 0\n" + "level0 -0.7 1.45 1.65 0\n" + "level1 -1.1 1.9 3.8 1.31719\n" + "averaged1 -1.1 1.9 3.8 1.31719\n" + "level0 0.35 2.15 2.2 0\n" + "level0 0.75 0.8 0.8 0\n" + "level0 0.25 0.25 0.25 0\n" + "level0 -1 -0.9 -0.5 0\n" + "level1 -2 -0.05 1.1 1.08282\n" + "averaged1 -1.55 0.925 2.45 1.20001\n" + "level0 -1 0.25 0.7 0\n" + "level0 0.2 1.75 2.2 0\n" + "level0 -0.3 1.75 2.25 0\n" + "level0 -0.35 2.35 3.15 0\n" + "level1 -1 2.05 3.8 0.492442\n" + "averaged1 -1.36667 1.3 2.9 0.964152\n" + "level0 -0.4 1.05 1.9 0\n" + "level0 -0.7 1.45 1.65 0\n" + "level0 0.35 2.15 2.2 0\n" + "level0 0.75 0.8 0.8 0\n" + "level1 -1.1 1.125 3.3 1.29687\n" + "averaged1 -1.36667 1.04167 2.73333 0.957378\n" + "level0 0.25 0.25 0.25 0\n" + "level0 -1 -0.9 -0.5 0\n" + "level0 -1 0.25 0.7 0\n" + "level0 0.2 1.75 2.2 0\n" + "level1 -2 0.425 2.4 1.52049\n" + "averaged1 -1.36667 1.2 3.16667 1.10327\n" + "level0 -0.3 1.75 2.25 0\n" + "level0 -0.35 2.35 3.15 0\n" + "level0 -0.4 1.05 1.9 0\n" + "level0 -0.7 1.45 1.65 0\n" + "level1 -1.1 1.9 3.8 1.31719\n" + "averaged1 -1.4 1.15 3.16667 1.37818\n" + "level3 -2 1.225 3.8 1.45752\n" + "level0 0.35 2.15 2.2 0\n" + "level0 0.75 0.8 0.8 0\n" + "level0 0.25 0.25 0.25 0\n" + "level0 -1 -0.9 -0.5 0\n" + "level1 -2 -0.05 1.1 1.08282\n" + "averaged1 -1.7 0.758333 2.43333 1.30683\n" + "level0 -1 0.25 0.7 0\n" + "level0 0.2 1.75 3.2 0\n" ); + } ///////////////////////////////cc.e//////////////////////////////////////// diff --git a/senf/Utils/StatisticsTargets.ct b/senf/Utils/StatisticsTargets.ct index 9bb386a..881ed18 100644 --- a/senf/Utils/StatisticsTargets.ct +++ b/senf/Utils/StatisticsTargets.ct @@ -36,9 +36,11 @@ template prefix_ void senf::detail::StatisticsLogger::operator()(float min, float avg, - float max) + float max, + float dev) { - SENF_LOG_TPL((StatisticsStream)(Stream)(Area)(Level)(label << min << " " << avg << " " << max)); + SENF_LOG_TPL((StatisticsStream)(Stream)(Area)(Level)( + label << min << ' ' << avg << ' ' << max << ' ' << dev)); } ///////////////////////////////ct.e//////////////////////////////////////// diff --git a/senf/Utils/StatisticsTargets.ih b/senf/Utils/StatisticsTargets.ih index 54c5d00..fcca853 100644 --- a/senf/Utils/StatisticsTargets.ih +++ b/senf/Utils/StatisticsTargets.ih @@ -65,7 +65,7 @@ namespace detail { : boost::noncopyable { StatisticsLogger(std::string const & label_); - void operator()(float min, float avg, float max); + void operator()(float min, float avg, float max, float dev); std::string label; };