Welford's algorithm for computing streaming statistics. More...

#include <stream_aggregator.h>

Collaboration diagram for kcenon::monitoring::online_statistics:

Public Member Functions
	online_statistics ()=default

void	add_value (double value)
	Add a value to the statistics.

size_t	count () const
	Get sample count.

double	mean () const
	Get running mean.

double	variance () const
	Get running variance (sample variance)

double	stddev () const
	Get running standard deviation.

double	min () const
	Get minimum value.

double	max () const
	Get maximum value.

double	sum () const
	Get sum of all values.

streaming_statistics	get_statistics () const
	Get full statistics.

void	reset ()
	Reset statistics.

Private Attributes
std::shared_mutex	mutex_

size_t	count_ = 0

double	mean_ = 0.0

double	m2_ = 0.0

double	sum_ = 0.0

double	min_value_ = 0.0

double	max_value_ = 0.0

Detailed Description

Welford's algorithm for computing streaming statistics.

This class computes running mean, variance, and standard deviation using Welford's numerically stable online algorithm.

Definition at line 58 of file stream_aggregator.h.

Constructor & Destructor Documentation

◆ online_statistics()

kcenon::monitoring::online_statistics::online_statistics ( )

default

Member Function Documentation

◆ add_value()

void kcenon::monitoring::online_statistics::add_value ( double value )

inline

Add a value to the statistics.

Parameters

value The value to add

Definition at line 66 of file stream_aggregator.h.

                                 {
        std::unique_lock<std::shared_mutex> lock(mutex_);
        count_++;
        sum_ += value;
 
        double delta = value - mean_;
        mean_ += delta / static_cast<double>(count_);
        double delta2 = value - mean_;
        m2_ += delta * delta2;
 
        if (count_ == 1) {
            min_value_ = value;
            max_value_ = value;
        } else {
            min_value_ = std::min(min_value_, value);
            max_value_ = std::max(max_value_, value);
        }
    }

References count_, m2_, max_value_, mean_, min_value_, mutex_, and sum_.

Referenced by kcenon::monitoring::stream_aggregator::add_observation(), TEST_F(), and TEST_F().

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◆ count()

size_t kcenon::monitoring::online_statistics::count ( ) const

inline

Get sample count.

Definition at line 88 of file stream_aggregator.h.

                         {
        std::shared_lock<std::shared_mutex> lock(mutex_);
        return count_;
    }

References count_, and mutex_.

Referenced by kcenon::monitoring::stream_aggregator::add_observation(), kcenon::monitoring::stream_aggregator::count(), and TEST_F().

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◆ get_statistics()

streaming_statistics kcenon::monitoring::online_statistics::get_statistics ( ) const

inline

Get full statistics.

Definition at line 146 of file stream_aggregator.h.

                                                {
        std::shared_lock<std::shared_mutex> lock(mutex_);
        streaming_statistics stats;
        stats.count = count_;
        stats.mean = mean_;
        stats.sum = sum_;
        stats.min_value = min_value_;
        stats.max_value = max_value_;
 
        if (count_ >= 2) {
            stats.variance = m2_ / static_cast<double>(count_ - 1);
            stats.std_deviation = std::sqrt(stats.variance);
        }
 
        return stats;
    }

References kcenon::monitoring::streaming_statistics::count, count_, m2_, kcenon::monitoring::streaming_statistics::max_value, max_value_, kcenon::monitoring::streaming_statistics::mean, mean_, kcenon::monitoring::streaming_statistics::min_value, min_value_, mutex_, kcenon::monitoring::streaming_statistics::std_deviation, kcenon::monitoring::streaming_statistics::sum, sum_, and kcenon::monitoring::streaming_statistics::variance.

Referenced by kcenon::monitoring::stream_aggregator::get_statistics(), TEST_F(), and TEST_F().

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◆ max()

double kcenon::monitoring::online_statistics::max ( ) const

inline

Get maximum value.

Definition at line 130 of file stream_aggregator.h.

                       {
        std::shared_lock<std::shared_mutex> lock(mutex_);
        return max_value_;
    }

References max_value_, and mutex_.

◆ mean()

double kcenon::monitoring::online_statistics::mean ( ) const

inline

Get running mean.

Definition at line 96 of file stream_aggregator.h.

                        {
        std::shared_lock<std::shared_mutex> lock(mutex_);
        return mean_;
    }

References mean_, and mutex_.

Referenced by kcenon::monitoring::stream_aggregator::add_observation(), kcenon::monitoring::stream_aggregator::mean(), and TEST_F().

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◆ min()

double kcenon::monitoring::online_statistics::min ( ) const

inline

Get minimum value.

Definition at line 122 of file stream_aggregator.h.

                       {
        std::shared_lock<std::shared_mutex> lock(mutex_);
        return min_value_;
    }

References min_value_, and mutex_.

◆ reset()

void kcenon::monitoring::online_statistics::reset ( )

inline

Reset statistics.

Definition at line 166 of file stream_aggregator.h.

                 {
        std::unique_lock<std::shared_mutex> lock(mutex_);
        count_ = 0;
        mean_ = 0.0;
        m2_ = 0.0;
        sum_ = 0.0;
        min_value_ = 0.0;
        max_value_ = 0.0;
    }

References count_, m2_, max_value_, mean_, min_value_, mutex_, and sum_.

Referenced by kcenon::monitoring::stream_aggregator::reset().

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◆ stddev()

double kcenon::monitoring::online_statistics::stddev ( ) const

inline

Get running standard deviation.

Definition at line 115 of file stream_aggregator.h.

                          {
        return std::sqrt(variance());
    }

References variance().

Referenced by kcenon::monitoring::stream_aggregator::add_observation(), and kcenon::monitoring::stream_aggregator::stddev().

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◆ sum()

double kcenon::monitoring::online_statistics::sum ( ) const

inline

Get sum of all values.

Definition at line 138 of file stream_aggregator.h.

                       {
        std::shared_lock<std::shared_mutex> lock(mutex_);
        return sum_;
    }

References mutex_, and sum_.

◆ variance()

double kcenon::monitoring::online_statistics::variance ( ) const

inline

Get running variance (sample variance)

Definition at line 104 of file stream_aggregator.h.

                            {
        std::shared_lock<std::shared_mutex> lock(mutex_);
        if (count_ < 2) {
            return 0.0;
        }
        return m2_ / static_cast<double>(count_ - 1);
    }

References count_, m2_, and mutex_.

Referenced by stddev(), TEST_F(), and kcenon::monitoring::stream_aggregator::variance().

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Member Data Documentation

◆ count_

size_t kcenon::monitoring::online_statistics::count_ = 0

private

Definition at line 178 of file stream_aggregator.h.

Referenced by add_value(), count(), get_statistics(), reset(), and variance().

◆ m2_

double kcenon::monitoring::online_statistics::m2_ = 0.0

private

Definition at line 180 of file stream_aggregator.h.

Referenced by add_value(), get_statistics(), reset(), and variance().

◆ max_value_

double kcenon::monitoring::online_statistics::max_value_ = 0.0

private

Definition at line 183 of file stream_aggregator.h.

Referenced by add_value(), get_statistics(), max(), and reset().

◆ mean_

double kcenon::monitoring::online_statistics::mean_ = 0.0

private

Definition at line 179 of file stream_aggregator.h.

Referenced by add_value(), get_statistics(), mean(), and reset().

◆ min_value_

double kcenon::monitoring::online_statistics::min_value_ = 0.0

private

Definition at line 182 of file stream_aggregator.h.

Referenced by add_value(), get_statistics(), min(), and reset().

◆ mutex_

std::shared_mutex kcenon::monitoring::online_statistics::mutex_

mutableprivate

Definition at line 177 of file stream_aggregator.h.

Referenced by add_value(), count(), get_statistics(), max(), mean(), min(), reset(), sum(), and variance().

◆ sum_

double kcenon::monitoring::online_statistics::sum_ = 0.0

private

Definition at line 181 of file stream_aggregator.h.

Referenced by add_value(), get_statistics(), reset(), and sum().

The documentation for this class was generated from the following file:

include/kcenon/monitoring/utils/stream_aggregator.h

Public Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ online_statistics()

Member Function Documentation

◆ add_value()

◆ count()

◆ get_statistics()

◆ max()

◆ mean()

◆ min()

◆ reset()

◆ stddev()

◆ sum()

◆ variance()

Member Data Documentation

◆ count_

◆ m2_

◆ max_value_

◆ mean_

◆ min_value_

◆ mutex_

◆ sum_