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71 lines
1.8 KiB
Text
71 lines
1.8 KiB
Text
##! Calculate the variance.
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@load ./average
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@load ../main
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module SumStats;
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export {
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redef enum Calculation += {
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## Calculate the variance of the values.
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VARIANCE
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};
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redef record ResultVal += {
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## For numeric data, this is the variance.
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variance: double &optional;
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};
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}
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redef record ResultVal += {
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# Internal use only. Used for incrementally calculating variance.
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prev_avg: double &optional;
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# Internal use only. For calculating incremental variance.
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var_s: double &default=0.0;
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};
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function calc_variance(rv: ResultVal)
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{
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rv$variance = (rv$num > 1) ? rv$var_s/(rv$num-1) : 0.0;
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}
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hook register_observe_plugins() &priority=-5
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{
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register_observe_plugin(VARIANCE, function(r: Reducer, val: double, obs: Observation, rv: ResultVal)
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{
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if ( rv$num > 1 )
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rv$var_s += ((val - rv$prev_avg) * (val - rv$average));
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calc_variance(rv);
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rv$prev_avg = rv$average;
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});
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add_observe_plugin_dependency(VARIANCE, AVERAGE);
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}
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# Reduced priority since this depends on the average
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hook compose_resultvals_hook(result: ResultVal, rv1: ResultVal, rv2: ResultVal) &priority=-5
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{
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if ( rv1?$var_s && rv1?$average &&
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rv2?$var_s && rv2?$average )
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{
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local rv1_avg_sq = (rv1$average - result$average);
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rv1_avg_sq = rv1_avg_sq*rv1_avg_sq;
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local rv2_avg_sq = (rv2$average - result$average);
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rv2_avg_sq = rv2_avg_sq*rv2_avg_sq;
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result$var_s = rv1$num*(rv1$var_s/rv1$num + rv1_avg_sq) + rv2$num*(rv2$var_s/rv2$num + rv2_avg_sq);
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}
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else if ( rv1?$var_s )
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result$var_s = rv1$var_s;
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else if ( rv2?$var_s )
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result$var_s = rv2$var_s;
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if ( rv1?$prev_avg && rv2?$prev_avg )
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result$prev_avg = ((rv1$prev_avg*rv1$num) + (rv2$prev_avg*rv2$num))/(rv1$num+rv2$num);
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else if ( rv1?$prev_avg )
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result$prev_avg = rv1$prev_avg;
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else if ( rv2?$prev_avg )
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result$prev_avg = rv2$prev_avg;
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calc_variance(result);
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}
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