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65 lines
No EOL
1.8 KiB
Text
65 lines
No EOL
1.8 KiB
Text
@load ./average
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module Measurement;
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export {
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redef enum Calculation += {
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## Find the variance of the values.
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VARIANCE
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};
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redef record Result += {
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## For numeric data, this calculates the variance.
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variance: double &log &optional;
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};
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}
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redef record Result += {
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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 &optional;
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};
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hook add_to_reducer(r: Reducer, val: double, data: DataPoint, result: Result)
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{
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if ( VARIANCE in r$apply )
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result$prev_avg = result$average;
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}
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# Reduced priority since this depends on the average
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hook add_to_reducer(r: Reducer, val: double, data: DataPoint, result: Result) &priority=-5
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{
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if ( VARIANCE in r$apply )
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{
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if ( ! result?$var_s )
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result$var_s = 0.0;
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result$var_s += (val - result$prev_avg) * (val - result$average);
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result$variance = (val > 0) ? result$var_s/val : 0.0;
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}
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}
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# Reduced priority since this depends on the average
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hook compose_resultvals_hook(result: Result, rv1: Result, rv2: Result) &priority=-5
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{
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if ( rv1?$var_s && rv2?$var_s )
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{
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local rv1_avg_sq = (rv1$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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} |