/* * libjingle * Copyright 2011, Google Inc. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions are met: * * 1. Redistributions of source code must retain the above copyright notice, * this list of conditions and the following disclaimer. * 2. Redistributions in binary form must reproduce the above copyright notice, * this list of conditions and the following disclaimer in the documentation * and/or other materials provided with the distribution. * 3. The name of the author may not be used to endorse or promote products * derived from this software without specific prior written permission. * * THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``AS IS'' AND ANY EXPRESS OR IMPLIED * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF * MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO * EVENT SHALL THE AUTHOR BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, * PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; * OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR * OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF * ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #ifndef TALK_BASE_ROLLINGACCUMULATOR_H_ #define TALK_BASE_ROLLINGACCUMULATOR_H_ #include #include "talk/base/common.h" namespace talk_base { // RollingAccumulator stores and reports statistics // over N most recent samples. // // T is assumed to be an int, long, double or float. template class RollingAccumulator { public: explicit RollingAccumulator(size_t max_count) : count_(0), next_index_(0), sum_(0.0), sum_2_(0.0), samples_(max_count) { } ~RollingAccumulator() { } size_t max_count() const { return samples_.size(); } size_t count() const { return count_; } void AddSample(T sample) { if (count_ == max_count()) { // Remove oldest sample. T sample_to_remove = samples_[next_index_]; sum_ -= sample_to_remove; sum_2_ -= sample_to_remove * sample_to_remove; } else { // Increase count of samples. ++count_; } // Add new sample. samples_[next_index_] = sample; sum_ += sample; sum_2_ += sample * sample; // Update next_index_. next_index_ = (next_index_ + 1) % max_count(); } T ComputeSum() const { return static_cast(sum_); } T ComputeMean() const { if (count_ == 0) { return static_cast(0); } return static_cast(sum_ / count_); } // O(n) time complexity. // Weights nth sample with weight (learning_rate)^n. Learning_rate should be // between (0.0, 1.0], otherwise the non-weighted mean is returned. T ComputeWeightedMean(double learning_rate) const { if (count_ < 1 || learning_rate <= 0.0 || learning_rate >= 1.0) { return ComputeMean(); } double weighted_mean = 0.0; double current_weight = 1.0; double weight_sum = 0.0; const size_t max_size = max_count(); for (size_t i = 0; i < count_; ++i) { current_weight *= learning_rate; weight_sum += current_weight; // Add max_size to prevent underflow. size_t index = (next_index_ + max_size - i - 1) % max_size; weighted_mean += current_weight * samples_[index]; } return static_cast(weighted_mean / weight_sum); } // Compute estimated variance. Estimation is more accurate // as the number of samples grows. T ComputeVariance() const { if (count_ == 0) { return static_cast(0); } // Var = E[x^2] - (E[x])^2 double count_inv = 1.0 / count_; double mean_2 = sum_2_ * count_inv; double mean = sum_ * count_inv; return static_cast(mean_2 - (mean * mean)); } private: size_t count_; size_t next_index_; double sum_; // Sum(x) double sum_2_; // Sum(x*x) std::vector samples_; DISALLOW_COPY_AND_ASSIGN(RollingAccumulator); }; } // namespace talk_base #endif // TALK_BASE_ROLLINGACCUMULATOR_H_