Commit 314045a5 authored by Steffen Vogel's avatar Steffen Vogel 🎅🏼

hist: port to C++

parent 405aa948
/** Histogram functions.
/** Histogram class.
*
* @file
* @author Steffen Vogel <stvogel@eonerc.rwth-aachen.de>
......@@ -28,13 +28,81 @@
#include <jansson.h>
#define HIST_HEIGHT (LOG_WIDTH - 55)
#define HIST_SEQ 17
#define HEIGHT (LOG_WIDTH - 55)
#define SEQ 17
typedef uintmax_t hist_cnt_t;
namespace villas {
/** Histogram structure used to collect statistics. */
struct hist {
class Hist {
public:
using cnt_t = uintmax_t;
/** Initialize struct hist with supplied values and allocate memory for buckets. */
Hist(int buckets, cnt_t warmup);
/** Free the dynamically allocated memory. */
~Hist();
/** Reset all counters and values back to zero. */
void reset();
/** Count a value within its corresponding bucket. */
void put(double value);
/** Calcluate the variance of all counted values. */
double getVar() const;
/** Calculate the mean average of all counted values. */
double getMean() const;
/** Calculate the standard derivation of all counted values. */
double getStddev() const;
/** Print all statistical properties of distribution including a graphilcal plot of the histogram. */
void print(const int details) const;
/** Print ASCII style plot of histogram */
void plot() const;
/** Dump histogram data in Matlab format.
*
* @return The string containing the dump. The caller is responsible to free() the buffer.
*/
char * dump() const;
/** Prints Matlab struct containing all infos to file. */
int dumpMatlab(FILE *f) const;
/** Write the histogram in JSON format to fiel \p f. */
int dumpJson(FILE *f) const;
/** Build a libjansson / JSON object of the histogram. */
json_t * toJson() const;
double getHigh() const
{
return high;
}
double getLow() const
{
return low;
}
double getHighest() const
{
return highest;
}
double getLowest() const
{
return lowest;
}
double getLast() const
{
return last;
}
protected:
double resolution; /**< The distance between two adjacent buckets. */
double high; /**< The value of the highest bucket. */
......@@ -46,60 +114,16 @@ struct hist {
int length; /**< The number of buckets in #data. */
hist_cnt_t total; /**< Total number of counted values. */
hist_cnt_t warmup; /**< Number of values which are used during warmup phase. */
cnt_t total; /**< Total number of counted values. */
cnt_t warmup; /**< Number of values which are used during warmup phase. */
hist_cnt_t higher; /**< The number of values which are higher than #high. */
hist_cnt_t lower; /**< The number of values which are lower than #low. */
cnt_t higher; /**< The number of values which are higher than #high. */
cnt_t lower; /**< The number of values which are lower than #low. */
hist_cnt_t *data; /**< Pointer to dynamically allocated array of size length. */
cnt_t *data; /**< Pointer to dynamically allocated array of size length. */
double _m[2], _s[2]; /**< Private variables for online variance calculation */
};
#define hist_last(h) ((h)->last)
#define hist_highest(h) ((h)->highest)
#define hist_lowest(h) ((h)->lowest)
#define hist_total(h) ((h)->total)
/** Initialize struct hist with supplied values and allocate memory for buckets. */
int hist_init(struct hist *h, int buckets, hist_cnt_t warmup);
/** Free the dynamically allocated memory. */
int hist_destroy(struct hist *h);
/** Reset all counters and values back to zero. */
void hist_reset(struct hist *h);
/** Count a value within its corresponding bucket. */
void hist_put(struct hist *h, double value);
/** Calcluate the variance of all counted values. */
double hist_var(const struct hist *h);
/** Calculate the mean average of all counted values. */
double hist_mean(const struct hist *h);
/** Calculate the standard derivation of all counted values. */
double hist_stddev(const struct hist *h);
/** Print all statistical properties of distribution including a graphilcal plot of the histogram. */
void hist_print(const struct hist *h, int details);
/** Print ASCII style plot of histogram */
void hist_plot(const struct hist *h);
/** Dump histogram data in Matlab format.
*
* @return The string containing the dump. The caller is responsible to free() the buffer.
*/
char * hist_dump(const struct hist *h);
/** Prints Matlab struct containing all infos to file. */
int hist_dump_matlab(const struct hist *h, FILE *f);
/** Write the histogram in JSON format to fiel \p f. */
int hist_dump_json(const struct hist *h, FILE *f);
/** Build a libjansson / JSON object of the histogram. */
json_t * hist_json(const struct hist *h);
} /* namespace villas */
/** Histogram functions.
/** Histogram class.
*
* @author Steffen Vogel <stvogel@eonerc.rwth-aachen.de>
* @copyright 2014-2019, Institute for Automation of Complex Power Systems, EONERC
......@@ -34,141 +34,134 @@
using namespace villas::utils;
#define VAL(h, i) ((h)->low + (i) * (h)->resolution)
#define INDEX(h, v) round((v - (h)->low) / (h)->resolution)
namespace villas {
int hist_init(struct hist *h, int buckets, hist_cnt_t warmup)
Hist::Hist(int buckets, Hist::cnt_t wu)
{
h->length = buckets;
h->warmup = warmup;
length = buckets;
warmup = wu;
h->data = (hist_cnt_t *) (buckets ? alloc(h->length * sizeof(hist_cnt_t)) : nullptr);
data = (Hist::cnt_t *) (buckets ? alloc(length * sizeof(Hist::cnt_t)) : nullptr);
hist_reset(h);
return 0;
Hist::reset();
}
int hist_destroy(struct hist *h)
Hist::~Hist()
{
if (h->data) {
free(h->data);
h->data = nullptr;
}
return 0;
if (data)
free(data);
}
void hist_put(struct hist *h, double value)
void Hist::put(double value)
{
h->last = value;
last = value;
/* Update min/max */
if (value > h->highest)
h->highest = value;
if (value < h->lowest)
h->lowest = value;
if (value > highest)
highest = value;
if (value < lowest)
lowest = value;
if (h->total < h->warmup) {
if (total < warmup) {
}
else if (h->total == h->warmup) {
h->low = hist_mean(h) - 3 * hist_stddev(h);
h->high = hist_mean(h) + 3 * hist_stddev(h);
h->resolution = (h->high - h->low) / h->length;
else if (total == warmup) {
low = getMean() - 3 * getStddev();
high = getMean() + 3 * getStddev();
resolution = (high - low) / length;
}
else {
int idx = INDEX(h, value);
int idx = round((value - low) / resolution);
/* Check bounds and increment */
if (idx >= h->length)
h->higher++;
if (idx >= length)
higher++;
else if (idx < 0)
h->lower++;
else if (h->data != nullptr)
h->data[idx]++;
lower++;
else if (data != nullptr)
data[idx]++;
}
h->total++;
total++;
/* Online / running calculation of variance and mean
* by Donald Knuth’s Art of Computer Programming, Vol 2, page 232, 3rd edition */
if (h->total == 1) {
h->_m[1] = h->_m[0] = value;
h->_s[1] = 0.0;
if (total == 1) {
_m[1] = _m[0] = value;
_s[1] = 0.0;
}
else {
h->_m[0] = h->_m[1] + (value - h->_m[1]) / h->total;
h->_s[0] = h->_s[1] + (value - h->_m[1]) * (value - h->_m[0]);
_m[0] = _m[1] + (value - _m[1]) / total;
_s[0] = _s[1] + (value - _m[1]) * (value - _m[0]);
/* Set up for next iteration */
h->_m[1] = h->_m[0];
h->_s[1] = h->_s[0];
_m[1] = _m[0];
_s[1] = _s[0];
}
}
void hist_reset(struct hist *h)
void Hist::reset()
{
h->total = 0;
h->higher = 0;
h->lower = 0;
total = 0;
higher = 0;
lower = 0;
h->highest = -DBL_MAX;
h->lowest = DBL_MAX;
highest = -DBL_MAX;
lowest = DBL_MAX;
if (h->data)
memset(h->data, 0, h->length * sizeof(unsigned));
if (data)
memset(data, 0, length * sizeof(unsigned));
}
double hist_mean(const struct hist *h)
double Hist::getMean() const
{
return (h->total > 0) ? h->_m[0] : NAN;
return (total > 0) ? _m[0] : NAN;
}
double hist_var(const struct hist *h)
double Hist::getVar() const
{
return (h->total > 1) ? h->_s[0] / (h->total - 1) : NAN;
return (total > 1) ? _s[0] / (total - 1) : NAN;
}
double hist_stddev(const struct hist *h)
double Hist::getStddev() const
{
return sqrt(hist_var(h));
return sqrt(getVar());
}
void hist_print(const struct hist *h, int details)
void Hist::print(int details) const
{
if (h->total > 0) {
hist_cnt_t missed = h->total - h->higher - h->lower;
info("Counted values: %ju (%ju between %f and %f)", h->total, missed, h->low, h->high);
info("Highest: %g", h->highest);
info("Lowest: %g", h->lowest);
info("Mu: %g", hist_mean(h));
info("1/Mu: %g", 1.0/hist_mean(h));
info("Variance: %g", hist_var(h));
info("Stddev: %g", hist_stddev(h));
if (details > 0 && h->total - h->higher - h->lower > 0) {
char *buf = hist_dump(h);
if (total > 0) {
Hist::cnt_t missed = total - higher - lower;
info("Counted values: %ju (%ju between %f and %f)", total, missed, low, high);
info("Highest: %g", highest);
info("Lowest: %g", lowest);
info("Mu: %g", getMean());
info("1/Mu: %g", 1.0 / getMean());
info("Variance: %g", getVar());
info("Stddev: %g", getStddev());
if (details > 0 && total - higher - lower > 0) {
char *buf =dump();
info("Matlab: %s", buf);
free(buf);
hist_plot(h);
plot();
}
}
else
info("Counted values: %ju", h->total);
info("Counted values: %ju", total);
}
void hist_plot(const struct hist *h)
void Hist::plot() const
{
hist_cnt_t max = 1;
Hist::cnt_t max = 1;
/* Get highest bar */
for (int i = 0; i < h->length; i++) {
if (h->data[i] > max)
max = h->data[i];
for (int i = 0; i < length; i++) {
if (data[i] > max)
max = data[i];
}
std::vector<TableColumn> cols = {
......@@ -182,9 +175,9 @@ void hist_plot(const struct hist *h)
/* Print plot */
table.header();
for (int i = 0; i < h->length; i++) {
double value = VAL(h, i);
hist_cnt_t cnt = h->data[i];
for (int i = 0; i < length; i++) {
double value = low + (i) * resolution;
Hist::cnt_t cnt = data[i];
int bar = cols[2].getWidth() * ((double) cnt / max);
char *buf = strf("%s", "");
......@@ -197,47 +190,47 @@ void hist_plot(const struct hist *h)
}
}
char * hist_dump(const struct hist *h)
char * Hist::dump() const
{
char *buf = (char *) alloc(128);
strcatf(&buf, "[ ");
for (int i = 0; i < h->length; i++)
strcatf(&buf, "%ju ", h->data[i]);
for (int i = 0; i < length; i++)
strcatf(&buf, "%ju ", data[i]);
strcatf(&buf, "]");
return buf;
}
json_t * hist_json(const struct hist *h)
json_t * Hist::toJson() const
{
json_t *json_buckets, *json_hist;
json_hist = json_pack("{ s: f, s: f, s: i }",
"low", h->low,
"high", h->high,
"total", h->total
"low", low,
"high", high,
"total", total
);
if (h->total > 0) {
if (total > 0) {
json_object_update(json_hist, json_pack("{ s: i, s: i, s: f, s: f, s: f, s: f, s: f }",
"higher", h->higher,
"lower", h->lower,
"highest", h->highest,
"lowest", h->lowest,
"mean", hist_mean(h),
"variance", hist_var(h),
"stddev", hist_stddev(h)
"higher", higher,
"lower", lower,
"highest", highest,
"lowest", lowest,
"mean", getMean(),
"variance", getVar(),
"stddev", getStddev()
));
}
if (h->total - h->lower - h->higher > 0) {
if (total - lower - higher > 0) {
json_buckets = json_array();
for (int i = 0; i < h->length; i++)
json_array_append(json_buckets, json_integer(h->data[i]));
for (int i = 0; i < length; i++)
json_array_append(json_buckets, json_integer(data[i]));
json_object_set(json_hist, "buckets", json_buckets);
}
......@@ -245,9 +238,9 @@ json_t * hist_json(const struct hist *h)
return json_hist;
}
int hist_dump_json(const struct hist *h, FILE *f)
int Hist::dumpJson(FILE *f) const
{
json_t *j = hist_json(h);
json_t *j = Hist::toJson();
int ret = json_dumpf(j, f, 0);
......@@ -256,29 +249,31 @@ int hist_dump_json(const struct hist *h, FILE *f)
return ret;
}
int hist_dump_matlab(const struct hist *h, FILE *f)
int Hist::dumpMatlab(FILE *f) const
{
fprintf(f, "struct(");
fprintf(f, "'low', %f, ", h->low);
fprintf(f, "'high', %f, ", h->high);
fprintf(f, "'total', %ju, ", h->total);
fprintf(f, "'higher', %ju, ", h->higher);
fprintf(f, "'lower', %ju, ", h->lower);
fprintf(f, "'highest', %f, ", h->highest);
fprintf(f, "'lowest', %f, ", h->lowest);
fprintf(f, "'mean', %f, ", hist_mean(h));
fprintf(f, "'variance', %f, ", hist_var(h));
fprintf(f, "'stddev', %f, ", hist_stddev(h));
if (h->total - h->lower - h->higher > 0) {
char *buf = hist_dump(h);
fprintf(f, "'low', %f, ", low);
fprintf(f, "'high', %f, ", high);
fprintf(f, "'total', %ju, ", total);
fprintf(f, "'higher', %ju, ", higher);
fprintf(f, "'lower', %ju, ", lower);
fprintf(f, "'highest', %f, ", highest);
fprintf(f, "'lowest', %f, ", lowest);
fprintf(f, "'mean', %f, ", getMean());
fprintf(f, "'variance', %f, ", getVar());
fprintf(f, "'stddev', %f, ", getStddev());
if (total - lower - higher > 0) {
char *buf = dump();
fprintf(f, "'buckets', %s", buf);
free(buf);
}
else
fprintf(f, "'buckets', zeros(1, %d)", h->length);
fprintf(f, "'buckets', zeros(1, %d)", length);
fprintf(f, ")");
return 0;
}
} /* namespace villas */
......@@ -27,21 +27,18 @@
const double test_data[] = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10};
using namespace villas;
TestSuite(hist, .description = "Histogram");
Test(hist, simple) {
struct hist h;
int ret;
ret = hist_init(&h, 0, 0);
cr_assert_eq(ret, 0);
Hist h(0, 0);
for (unsigned i = 0; i < ARRAY_LEN(test_data); i++)
hist_put(&h, test_data[i]);
cr_assert_float_eq(hist_mean(&h), 5.5, 1e-6);
cr_assert_float_eq(hist_var(&h), 9.1666, 1e-3,);
cr_assert_float_eq(hist_stddev(&h), 3.027650, 1e-6);
h.put(test_data[i]);
hist_destroy(&h);
cr_assert_float_eq(h.getMean(), 5.5, 1e-6);
cr_assert_float_eq(h.getVar(), 9.1666, 1e-3,);
cr_assert_float_eq(h.getStddev(), 3.027650, 1e-6);
}
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