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authorLuca Muscariello <lumuscar+fdio@cisco.com>2017-02-23 17:01:02 +0100
committerLuca Muscariello <lumuscar+fdio@cisco.com>2017-02-23 17:21:02 +0100
commitec688b4723a041044226358bcd4dd6e2da39da49 (patch)
tree3a244c48d1eb9e4d90f9050fd1a61ae5c0327526 /libparc/parc/statistics/parc_EWMA.c
parent9b30fc10fb1cbebe651e5a107e8ca5b24de54675 (diff)
Initial commit: cframework. Longbow and Libparc
Change-Id: I90378dbd30da6033b20fb1f829b3b822cf366c59 Signed-off-by: Luca Muscariello <lumuscar+fdio@cisco.com>
Diffstat (limited to 'libparc/parc/statistics/parc_EWMA.c')
-rw-r--r--libparc/parc/statistics/parc_EWMA.c207
1 files changed, 207 insertions, 0 deletions
diff --git a/libparc/parc/statistics/parc_EWMA.c b/libparc/parc/statistics/parc_EWMA.c
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+++ b/libparc/parc/statistics/parc_EWMA.c
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+/*
+ * Copyright (c) 2017 Cisco and/or its affiliates.
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at:
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+/**
+ */
+#include <config.h>
+
+#include <math.h>
+
+#include <parc/algol/parc_Object.h>
+#include <parc/algol/parc_DisplayIndented.h>
+#include <parc/algol/parc_Memory.h>
+
+#include <parc/statistics/parc_EWMA.h>
+
+struct PARCEWMA {
+ bool initialized;
+ int64_t value;
+ double coefficient;
+ double coefficient_r;
+};
+
+static inline bool
+_parcEWMA_FloatEquals(double x, double y, double e)
+{
+ return fabs(x - y) < e;
+}
+
+static bool
+_parcEWMA_Destructor(PARCEWMA **instancePtr)
+{
+ assertNotNull(instancePtr, "Parameter must be a non-null pointer to a PARCEWMA pointer.");
+
+ return true;
+}
+
+parcObject_ImplementAcquire(parcEWMA, PARCEWMA);
+
+parcObject_ImplementRelease(parcEWMA, PARCEWMA);
+
+parcObject_Override(
+ PARCEWMA, PARCObject,
+ .destructor = (PARCObjectDestructor *) _parcEWMA_Destructor,
+ .copy = (PARCObjectCopy *) parcEWMA_Copy,
+ .toString = (PARCObjectToString *) parcEWMA_ToString,
+ .equals = (PARCObjectEquals *) parcEWMA_Equals,
+ .compare = (PARCObjectCompare *) parcEWMA_Compare,
+ .hashCode = (PARCObjectHashCode *) parcEWMA_HashCode,
+ .toJSON = (PARCObjectToJSON *) parcEWMA_ToJSON);
+
+void
+parcEWMA_AssertValid(const PARCEWMA *instance)
+{
+ assertTrue(parcEWMA_IsValid(instance),
+ "PARCEWMA is not valid.");
+}
+
+PARCEWMA *
+parcEWMA_Create(double coefficient)
+{
+ PARCEWMA *result = parcObject_CreateInstance(PARCEWMA);
+ if (result != NULL) {
+ result->initialized = false;
+ result->value = 0;
+ result->coefficient = coefficient;
+ result->coefficient_r = 1.0 - coefficient;
+ }
+
+ return result;
+}
+
+int
+parcEWMA_Compare(const PARCEWMA *instance, const PARCEWMA *other)
+{
+ int result = 0;
+
+ if (instance == other) {
+ result = 0;
+ } else if (instance == NULL) {
+ result = -1;
+ } else if (other == NULL) {
+ result = 1;
+ } else {
+ result = instance->value - other->value;
+ }
+
+ return result;
+}
+
+PARCEWMA *
+parcEWMA_Copy(const PARCEWMA *original)
+{
+ PARCEWMA *result = parcEWMA_Create(original->coefficient);
+ result->initialized = original->initialized;
+ result->value = original->value;
+
+ return result;
+}
+
+void
+parcEWMA_Display(const PARCEWMA *ewma, int indentation)
+{
+ parcDisplayIndented_PrintLine(indentation,
+ "PARCEWMA@%p { .initialized=%s .coefficient=%lf, .value=%" PRId64 " }",
+ ewma,
+ ewma->initialized ? "true" : "false",
+ ewma->coefficient,
+ ewma->value);
+}
+
+bool
+parcEWMA_Equals(const PARCEWMA *x, const PARCEWMA *y)
+{
+ bool result = false;
+
+ if (x == y) {
+ result = true;
+ } else if (x == NULL || y == NULL) {
+ result = false;
+ } else {
+ if (x->initialized == y->initialized) {
+ if (_parcEWMA_FloatEquals(x->coefficient, y->coefficient, 0.00001)) {
+ if (_parcEWMA_FloatEquals(x->value, y->value, 0.00001)) {
+ result = true;
+ }
+ }
+ }
+ }
+
+ return result;
+}
+
+PARCHashCode
+parcEWMA_HashCode(const PARCEWMA *instance)
+{
+ PARCHashCode result = 0;
+
+ return result;
+}
+
+bool
+parcEWMA_IsValid(const PARCEWMA *instance)
+{
+ bool result = false;
+
+ if (instance != NULL) {
+ result = true;
+ }
+
+ return result;
+}
+
+PARCJSON *
+parcEWMA_ToJSON(const PARCEWMA *instance)
+{
+ PARCJSON *result = parcJSON_Create();
+
+ if (result != NULL) {
+ }
+
+ return result;
+}
+
+char *
+parcEWMA_ToString(const PARCEWMA *ewma)
+{
+ char *result = parcMemory_Format("PARCEWMA@%p { .initialized=%s .coefficient=%lf, .value=%" PRId64 " }",
+ ewma,
+ ewma->initialized ? "true" : "false",
+ ewma->coefficient,
+ ewma->value);
+ return result;
+}
+
+int64_t
+parcEWMA_Update(PARCEWMA *ewma, const int64_t value)
+{
+ if (ewma->initialized) {
+ // E_t = a * V + (1 - a) * E_(t-1)
+ double x = (ewma->coefficient * value);
+ double y = (ewma->coefficient_r * ewma->value);
+
+ ewma->value = x + y;
+ } else {
+ ewma->value = value;
+ ewma->initialized = true;
+ }
+ return ewma->value;
+}
+
+int64_t
+parcEWMA_GetValue(const PARCEWMA *ewma)
+{
+ return ewma->value;
+}