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app_stats.go
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app_stats.go
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// Copyright 2017 The Cockroach Authors.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
// implied. See the License for the specific language governing
// permissions and limitations under the License.
package roachpb
// GetVariance retrieves the variance of the values.
func (l *NumericStat) GetVariance(count int64) float64 {
return l.SquaredDiffs / (float64(count) - 1)
}
// Record updates the underlying running counts, incorporating the given value.
// It follows Welford's algorithm (Technometrics, 1962). The running count must
// be stored as it is required to finalize and retrieve the variance.
func (l *NumericStat) Record(count int64, val float64) {
delta := val - l.Mean
l.Mean += delta / float64(count)
l.SquaredDiffs += delta * (val - l.Mean)
}
// Add combines b into this derived statistics.
func (l *NumericStat) Add(b NumericStat, countA, countB int64) {
*l = AddNumericStats(*l, b, countA, countB)
}
// AddNumericStats combines derived statistics.
// Adapted from https://www.johndcook.com/blog/skewness_kurtosis/
func AddNumericStats(a, b NumericStat, countA, countB int64) NumericStat {
total := float64(countA + countB)
delta := b.Mean - a.Mean
return NumericStat{
Mean: ((a.Mean * float64(countA)) + (b.Mean * float64(countB))) / total,
SquaredDiffs: (a.SquaredDiffs + b.SquaredDiffs) +
delta*delta*float64(countA)*float64(countB)/total,
}
}