webrtc/rtc_base/numerics/samples_stats_counter.cc
Yves Gerey 890f62b8fe Provide robust and efficient variance computation for online statistics.
This CL implements Welford's algorithm for a
numerically stable computation of the variance.
This implementation is plugged in SamplesStatsCounter class (adapter pattern).

A 'NumericalStability' unit test has been added,
whose previous implementation of SamplesStatsCounter failed to pass.

Follow-up CLs will factorize more occurences of duplicated and misbehaved
computations.

Bug: webrtc:10412
Change-Id: Id807c3d34e9c780fb1cbd769d30b655c575c88ac
Reviewed-on: https://webrtc-review.googlesource.com/c/src/+/131394
Commit-Queue: Yves Gerey <yvesg@google.com>
Reviewed-by: Artem Titov <titovartem@webrtc.org>
Reviewed-by: Karl Wiberg <kwiberg@webrtc.org>
Reviewed-by: Mirko Bonadei <mbonadei@webrtc.org>
Cr-Commit-Position: refs/heads/master@{#27547}
2019-04-10 16:27:57 +00:00

69 lines
2.2 KiB
C++

/*
* Copyright (c) 2018 The WebRTC project authors. All Rights Reserved.
*
* Use of this source code is governed by a BSD-style license
* that can be found in the LICENSE file in the root of the source
* tree. An additional intellectual property rights grant can be found
* in the file PATENTS. All contributing project authors may
* be found in the AUTHORS file in the root of the source tree.
*/
#include "rtc_base/numerics/samples_stats_counter.h"
#include <cmath>
#include "absl/algorithm/container.h"
namespace webrtc {
SamplesStatsCounter::SamplesStatsCounter() = default;
SamplesStatsCounter::~SamplesStatsCounter() = default;
SamplesStatsCounter::SamplesStatsCounter(const SamplesStatsCounter&) = default;
SamplesStatsCounter& SamplesStatsCounter::operator=(
const SamplesStatsCounter&) = default;
SamplesStatsCounter::SamplesStatsCounter(SamplesStatsCounter&&) = default;
SamplesStatsCounter& SamplesStatsCounter::operator=(SamplesStatsCounter&&) =
default;
void SamplesStatsCounter::AddSample(double value) {
stats_.AddSample(value);
samples_.push_back(value);
sorted_ = false;
}
void SamplesStatsCounter::AddSamples(const SamplesStatsCounter& other) {
stats_.MergeStatistics(other.stats_);
samples_.insert(samples_.end(), other.samples_.begin(), other.samples_.end());
sorted_ = false;
}
double SamplesStatsCounter::GetPercentile(double percentile) {
RTC_DCHECK(!IsEmpty());
RTC_CHECK_GE(percentile, 0);
RTC_CHECK_LE(percentile, 1);
if (!sorted_) {
absl::c_sort(samples_);
sorted_ = true;
}
const double raw_rank = percentile * (samples_.size() - 1);
double int_part;
double fract_part = std::modf(raw_rank, &int_part);
size_t rank = static_cast<size_t>(int_part);
if (fract_part >= 1.0) {
// It can happen due to floating point calculation error.
rank++;
fract_part -= 1.0;
}
RTC_DCHECK_GE(rank, 0);
RTC_DCHECK_LT(rank, samples_.size());
RTC_DCHECK_GE(fract_part, 0);
RTC_DCHECK_LT(fract_part, 1);
RTC_DCHECK(rank + fract_part == raw_rank);
const double low = samples_[rank];
const double high = samples_[std::min(rank + 1, samples_.size() - 1)];
return low + fract_part * (high - low);
}
} // namespace webrtc