summaryrefslogtreecommitdiffstats
path: root/libparc/parc/statistics/parc_EWMA.h
diff options
context:
space:
mode:
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.h
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.h')
-rwxr-xr-xlibparc/parc/statistics/parc_EWMA.h413
1 files changed, 413 insertions, 0 deletions
diff --git a/libparc/parc/statistics/parc_EWMA.h b/libparc/parc/statistics/parc_EWMA.h
new file mode 100755
index 00000000..bbcb53df
--- /dev/null
+++ b/libparc/parc/statistics/parc_EWMA.h
@@ -0,0 +1,413 @@
+/*
+ * 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.
+ */
+
+/**
+ * @file parc_EWMA.h
+ * @ingroup statistics
+ * @brief A simple exponential moving average smoothing filter for integers.
+ *
+ * An exponentially weighted moving average (EWMA) is a type of infinite impulse response filter that
+ * applies weighting factors which decrease exponentially. The weighting for each older datum decreases
+ * exponentially, never reaching zero.
+ *
+ */
+#ifndef PARCLibrary_parc_EWMA
+#define PARCLibrary_parc_EWMA
+#include <stdbool.h>
+
+#include <parc/algol/parc_JSON.h>
+#include <parc/algol/parc_HashCode.h>
+
+struct PARCEWMA;
+typedef struct PARCEWMA PARCEWMA;
+
+/**
+ * Increase the number of references to a `PARCEWMA` instance.
+ *
+ * Note that new `PARCEWMA` is not created,
+ * only that the given `PARCEWMA` reference count is incremented.
+ * Discard the reference by invoking `parcEWMA_Release`.
+ *
+ * @param [in] instance A pointer to a valid PARCEWMA instance.
+ *
+ * @return The same value as @p instance.
+ *
+ * Example:
+ * @code
+ * {
+ * PARCEWMA *a = parcEWMA_Create(0.75);
+ *
+ * PARCEWMA *b = parcEWMA_Acquire();
+ *
+ * parcEWMA_Release(&a);
+ * parcEWMA_Release(&b);
+ * }
+ * @endcode
+ */
+PARCEWMA *parcEWMA_Acquire(const PARCEWMA *instance);
+
+#ifdef PARCLibrary_DISABLE_VALIDATION
+# define parcEWMA_OptionalAssertValid(_instance_)
+#else
+# define parcEWMA_OptionalAssertValid(_instance_) parcEWMA_AssertValid(_instance_)
+#endif
+
+/**
+ * Assert that the given `PARCEWMA` instance is valid.
+ *
+ * @param [in] instance A pointer to a valid PARCEWMA instance.
+ *
+ * Example:
+ * @code
+ * {
+ * PARCEWMA *a = parcEWMA_Create(0.75);
+ *
+ * parcEWMA_AssertValid(a);
+ *
+ * printf("Instance is valid.\n");
+ *
+ * parcEWMA_Release(&b);
+ * }
+ * @endcode
+ */
+void parcEWMA_AssertValid(const PARCEWMA *instance);
+
+/**
+ * Create an instance of PARCEWMA
+ *
+ * The coefficient represents a constant smoothing factor affecting
+ * the degree of prior samples to be applied upon each new update.
+ * Typically the the coefficient is _0 < coefficient < 1.0_.
+ * A higher coefficient discounts older observations faster.
+ *
+ * @return non-NULL A pointer to a valid PARCEWMA instance.
+ * @return NULL An error occurred.
+ *
+ * Example:
+ * @code
+ * {
+ * PARCEWMA *a = parcEWMA_Create(0.75);
+ *
+ * parcEWMA_Release(&a);
+ * }
+ * @endcode
+ */
+PARCEWMA *parcEWMA_Create(double coefficient);
+
+/**
+ * Compares @p instance with @p other for order.
+ *
+ * Returns a negative integer, zero, or a positive integer as @p instance
+ * is less than, equal to, or greater than @p other.
+ *
+ * @param [in] instance A pointer to a valid PARCEWMA instance.
+ * @param [in] other A pointer to a valid PARCEWMA instance.
+ *
+ * @return <0 Instance is less than @p other.
+ * @return 0 Instance a and instance b compare the same.
+ * @return >0 Instance a is greater than instance b.
+ *
+ * Example:
+ * @code
+ * {
+ * PARCEWMA *a = parcEWMA_Create(0.75);
+ * PARCEWMA *b = parcEWMA_Create(0.75);
+ *
+ * if (parcEWMA_Compare(a, b) == 0) {
+ * printf("Instances are equal.\n");
+ * }
+ *
+ * parcEWMA_Release(&a);
+ * parcEWMA_Release(&b);
+ * }
+ * @endcode
+ *
+ * @see parcEWMA_Equals
+ */
+int parcEWMA_Compare(const PARCEWMA *instance, const PARCEWMA *other);
+
+/**
+ * Create an independent copy the given `PARCBuffer`
+ *
+ * A new buffer is created as a complete copy of the original.
+ *
+ * @param [in] original A pointer to a valid PARCEWMA instance.
+ *
+ * @return NULL Memory could not be allocated.
+ * @return non-NULL A pointer to a new `PARCEWMA` instance.
+ *
+ * Example:
+ * @code
+ * {
+ * PARCEWMA *a = parcEWMA_Create(0.75);
+ *
+ * PARCEWMA *copy = parcEWMA_Copy(&b);
+ *
+ * parcEWMA_Release(&b);
+ * parcEWMA_Release(&copy);
+ * }
+ * @endcode
+ */
+PARCEWMA *parcEWMA_Copy(const PARCEWMA *original);
+
+/**
+ * Print a human readable representation of the given `PARCEWMA`.
+ *
+ * @param [in] instance A pointer to a valid PARCEWMA instance.
+ * @param [in] indentation The indentation level to use for printing.
+ *
+ * Example:
+ * @code
+ * {
+ * PARCEWMA *a = parcEWMA_Create(0.75);
+ *
+ * parcEWMA_Display(a, 0);
+ *
+ * parcEWMA_Release(&a);
+ * }
+ * @endcode
+ */
+void parcEWMA_Display(const PARCEWMA *instance, int indentation);
+
+/**
+ * Determine if two `PARCEWMA` instances are equal.
+ *
+ * The following equivalence relations on non-null `PARCEWMA` instances are maintained: *
+ * * It is reflexive: for any non-null reference value x, `parcEWMA_Equals(x, x)` must return true.
+ *
+ * * It is symmetric: for any non-null reference values x and y, `parcEWMA_Equals(x, y)` must return true if and only if
+ * `parcEWMA_Equals(y x)` returns true.
+ *
+ * * It is transitive: for any non-null reference values x, y, and z, if
+ * `parcEWMA_Equals(x, y)` returns true and
+ * `parcEWMA_Equals(y, z)` returns true,
+ * then `parcEWMA_Equals(x, z)` must return true.
+ *
+ * * It is consistent: for any non-null reference values x and y, multiple invocations of `parcEWMA_Equals(x, y)`
+ * consistently return true or consistently return false.
+ *
+ * * For any non-null reference value x, `parcEWMA_Equals(x, NULL)` must return false.
+ *
+ * @param [in] x A pointer to a valid PARCEWMA instance.
+ * @param [in] y A pointer to a valid PARCEWMA instance.
+ *
+ * @return true The instances x and y are equal.
+ *
+ * Example:
+ * @code
+ * {
+ * PARCEWMA *a = parcEWMA_Create(0.75);
+ * PARCEWMA *b = parcEWMA_Create(0.75);
+ *
+ * if (parcEWMA_Equals(a, b)) {
+ * printf("Instances are equal.\n");
+ * }
+ *
+ * parcEWMA_Release(&a);
+ * parcEWMA_Release(&b);
+ * }
+ * @endcode
+ * @see parcEWMA_HashCode
+ */
+bool parcEWMA_Equals(const PARCEWMA *x, const PARCEWMA *y);
+
+/**
+ * Returns a hash code value for the given instance.
+ *
+ * The general contract of `HashCode` is:
+ *
+ * Whenever it is invoked on the same instance more than once during an execution of an application,
+ * the `HashCode` function must consistently return the same value,
+ * provided no information used in a corresponding comparisons on the instance is modified.
+ *
+ * This value need not remain consistent from one execution of an application to another execution of the same application.
+ * If two instances are equal according to the {@link parcEWMA_Equals} method,
+ * then calling the {@link parcEWMA_HashCode} method on each of the two instances must produce the same integer result.
+ *
+ * It is not required that if two instances are unequal according to the
+ * {@link parcEWMA_Equals} function,
+ * then calling the `parcEWMA_HashCode`
+ * method on each of the two objects must produce distinct integer results.
+ *
+ * @param [in] instance A pointer to a valid PARCEWMA instance.
+ *
+ * @return The hashcode for the given instance.
+ *
+ * Example:
+ * @code
+ * {
+ * PARCEWMA *a = parcEWMA_Create(0.75);
+ *
+ * PARCHashCode hashValue = parcEWMA_HashCode(buffer);
+ * parcEWMA_Release(&a);
+ * }
+ * @endcode
+ */
+PARCHashCode parcEWMA_HashCode(const PARCEWMA *instance);
+
+/**
+ * Determine if an instance of `PARCEWMA` is valid.
+ *
+ * Valid means the internal state of the type is consistent with its required current or future behaviour.
+ * This may include the validation of internal instances of types.
+ *
+ * @param [in] instance A pointer to a valid PARCEWMA instance.
+ *
+ * @return true The instance is valid.
+ * @return false The instance is not valid.
+ *
+ * Example:
+ * @code
+ * {
+ * PARCEWMA *a = parcEWMA_Create(0.75);
+ *
+ * if (parcEWMA_IsValid(a)) {
+ * printf("Instance is valid.\n");
+ * }
+ *
+ * parcEWMA_Release(&a);
+ * }
+ * @endcode
+ *
+ */
+bool parcEWMA_IsValid(const PARCEWMA *instance);
+
+/**
+ * Release a previously acquired reference to the given `PARCEWMA` instance,
+ * decrementing the reference count for the instance.
+ *
+ * The pointer to the instance is set to NULL as a side-effect of this function.
+ *
+ * If the invocation causes the last reference to the instance to be released,
+ * the instance is deallocated and the instance's implementation will perform
+ * additional cleanup and release other privately held references.
+ *
+ * @param [in,out] instancePtr A pointer to a pointer to the instance to release.
+ *
+ * Example:
+ * @code
+ * {
+ * PARCEWMA *a = parcEWMA_Create(0.75);
+ *
+ * parcEWMA_Release(&a);
+ * }
+ * @endcode
+ */
+void parcEWMA_Release(PARCEWMA **instancePtr);
+
+/**
+ * Create a `PARCJSON` instance (representation) of the given object.
+ *
+ * @param [in] instance A pointer to a valid PARCEWMA instance.
+ *
+ * @return NULL Memory could not be allocated to contain the `PARCJSON` instance.
+ * @return non-NULL An allocated C string that must be deallocated via parcMemory_Deallocate().
+ *
+ * Example:
+ * @code
+ * {
+ * PARCEWMA *a = parcEWMA_Create(0.75);
+ *
+ * PARCJSON *json = parcEWMA_ToJSON(a);
+ *
+ * char *cString = parcJSON_ToString(json);
+ * printf("JSON representation: %s\n", cString);
+ *
+ * parcMemory_Deallocate(&string);
+ * parcJSON_Release(&json);
+ *
+ * parcEWMA_Release(&a);
+ * }
+ * @endcode
+ */
+PARCJSON *parcEWMA_ToJSON(const PARCEWMA *instance);
+
+/**
+ * Produce a null-terminated string representation of the specified `PARCEWMA`.
+ *
+ * The result must be freed by the caller via {@link parcMemory_Deallocate}.
+ *
+ * @param [in] instance A pointer to a valid PARCEWMA instance.
+ *
+ * @return NULL Cannot allocate memory.
+ * @return non-NULL A pointer to an allocated, null-terminated C string that must be deallocated via {@link parcMemory_Deallocate}.
+ *
+ * Example:
+ * @code
+ * {
+ * PARCEWMA *a = parcEWMA_Create(0.75);
+ *
+ * char *string = parcEWMA_ToString(a);
+ *
+ * parcEWMA_Release(&a);
+ *
+ * parcMemory_Deallocate(&string);
+ * }
+ * @endcode
+ *
+ * @see parcEWMA_Display
+ */
+char *parcEWMA_ToString(const PARCEWMA *instance);
+
+/**
+ * Update the given `PARCEWMA` filter.
+ *
+ * The value of the filter is modified by the input of an updated value
+ *
+ * @param [in] ewma A pointer to a valid `PARCEWMA` instance.
+ *
+ * @return The current exponentitally smoothed value of the filter.
+ *
+ * Example:
+ * @code
+ * {
+ * PARCEWMA *ewma = parcEWMA_Create(0.75);
+ *
+ * for (uint64_t i = 0; i < 10; i++) {
+ * parcEWMA_Update(ewma, i);
+ * }
+ *
+ * int64_t smoothedValue = parcEWMA_GetValue(ewma);
+ *
+ * parcEWMA_Release(&ewma);
+ * }
+ * @endcode
+ */
+int64_t parcEWMA_Update(PARCEWMA *ewma, const int64_t value);
+
+/**
+ * Get the current exponentitally smoothed value of the filter.
+ *
+ * @param [in] ewma A pointer to a valid `PARCEWMA` instance.
+ *
+ * @return The current exponentitally smoothed value of the filter.
+ *
+ * Example:
+ * @code
+ * {
+ * PARCEWMA *ewma = parcEWMA_Create(0.75);
+ *
+ * for (uint64_t i = 0; i < 10; i++) {
+ * parcEWMA_Update(ewma, i);
+ * }
+ *
+ * int64_t smoothedValue = parcEWMA_GetValue(ewma);
+ *
+ * parcEWMA_Release(&ewma);
+ * }
+ * @endcode
+ */
+int64_t parcEWMA_GetValue(const PARCEWMA *ewma);
+#endif