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1 // SPDX-License-Identifier: GPL-3.0-or-later
2
3 #ifndef NETDATA_API_QUERIES_STDDEV_H
4 #define NETDATA_API_QUERIES_STDDEV_H
5
6 #include "../query.h"
7 #include "../rrdr.h"
8
9 // this implementation comes from:
10 // https://www.johndcook.com/blog/standard_deviation/
11
12 struct tg_stddev {
13 long count;
14 NETDATA_DOUBLE m_oldM, m_newM, m_oldS, m_newS;
15 };
16
17 static inline void tg_stddev_create(RRDR *r, const char *options __maybe_unused) {
18 r->time_grouping.data = onewayalloc_callocz(r->internal.owa, 1, sizeof(struct tg_stddev));
19 }
20
21 // resets when switches dimensions
22 // so, clear everything to restart
23 static inline void tg_stddev_reset(RRDR *r) {
24 struct tg_stddev *g = (struct tg_stddev *)r->time_grouping.data;
25 g->count = 0;
26 }
27
28 static inline void tg_stddev_free(RRDR *r) {
29 onewayalloc_freez(r->internal.owa, r->time_grouping.data);
30 r->time_grouping.data = NULL;
31 }
32
33 static inline void tg_stddev_add(RRDR *r, NETDATA_DOUBLE value) {
34 struct tg_stddev *g = (struct tg_stddev *)r->time_grouping.data;
35
36 g->count++;
37
38 // See Knuth TAOCP vol 2, 3rd edition, page 232
39 if (g->count == 1) {
40 g->m_oldM = g->m_newM = value;
41 g->m_oldS = 0.0;
42 }
43 else {
44 g->m_newM = g->m_oldM + (value - g->m_oldM) / g->count;
45 g->m_newS = g->m_oldS + (value - g->m_oldM) * (value - g->m_newM);
46
47 // set up for next iteration
48 g->m_oldM = g->m_newM;
49 g->m_oldS = g->m_newS;
50 }
51 }
52
53 static inline NETDATA_DOUBLE tg_stddev_mean(struct tg_stddev *g) {
54 return (g->count > 0) ? g->m_newM : 0.0;
55 }
56
57 static inline NETDATA_DOUBLE tg_stddev_variance(struct tg_stddev *g) {
58 return ( (g->count > 1) ? g->m_newS/(NETDATA_DOUBLE)(g->count - 1) : 0.0 );
59 }
60 static inline NETDATA_DOUBLE tg_stddev_stddev(struct tg_stddev *g) {
61 return sqrtndd(tg_stddev_variance(g));
62 }
63
64 static inline NETDATA_DOUBLE tg_stddev_flush(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) {
65 struct tg_stddev *g = (struct tg_stddev *)r->time_grouping.data;
66
67 NETDATA_DOUBLE value;
68
69 if(likely(g->count > 1)) {
70 value = tg_stddev_stddev(g);
71
72 if(!netdata_double_isnumber(value)) {
73 value = 0.0;
74 *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY;
75 }
76 }
77 else if(g->count == 1) {
78 value = 0.0;
79 }
80 else {
81 value = 0.0;
82 *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY;
83 }
84
85 tg_stddev_reset(r);
86
87 return value;
88 }
89
90 // https://en.wikipedia.org/wiki/Coefficient_of_variation
91 static inline NETDATA_DOUBLE tg_stddev_coefficient_of_variation_flush(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) {
92 struct tg_stddev *g = (struct tg_stddev *)r->time_grouping.data;
93
94 NETDATA_DOUBLE value;
95
96 if(likely(g->count > 1)) {
97 NETDATA_DOUBLE m = tg_stddev_mean(g);
98 value = 100.0 * tg_stddev_stddev(g) / ((m < 0)? -m : m);
99
100 if(unlikely(!netdata_double_isnumber(value))) {
101 value = 0.0;
102 *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY;
103 }
104 }
105 else if(g->count == 1) {
106 // one value collected
107 value = 0.0;
108 }
109 else {
110 // no values collected
111 value = 0.0;
112 *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY;
113 }
114
115 tg_stddev_reset(r);
116
117 return value;
118 }
119
120 #endif //NETDATA_API_QUERIES_STDDEV_H