1#include <math.h>
2
3#include "stat.h"
4
5void update_stats(struct stats *stats, u64 val)
6{
7	double delta;
8
9	stats->n++;
10	delta = val - stats->mean;
11	stats->mean += delta / stats->n;
12	stats->M2 += delta*(val - stats->mean);
13
14	if (val > stats->max)
15		stats->max = val;
16
17	if (val < stats->min)
18		stats->min = val;
19}
20
21double avg_stats(struct stats *stats)
22{
23	return stats->mean;
24}
25
26/*
27 * http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
28 *
29 *       (\Sum n_i^2) - ((\Sum n_i)^2)/n
30 * s^2 = -------------------------------
31 *                  n - 1
32 *
33 * http://en.wikipedia.org/wiki/Stddev
34 *
35 * The std dev of the mean is related to the std dev by:
36 *
37 *             s
38 * s_mean = -------
39 *          sqrt(n)
40 *
41 */
42double stddev_stats(struct stats *stats)
43{
44	double variance, variance_mean;
45
46	if (stats->n < 2)
47		return 0.0;
48
49	variance = stats->M2 / (stats->n - 1);
50	variance_mean = variance / stats->n;
51
52	return sqrt(variance_mean);
53}
54
55double rel_stddev_stats(double stddev, double avg)
56{
57	double pct = 0.0;
58
59	if (avg)
60		pct = 100.0 * stddev/avg;
61
62	return pct;
63}
64