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Diffstat (limited to 'libparc/parc/statistics/parc_EWMA.h')
| -rwxr-xr-x | libparc/parc/statistics/parc_EWMA.h | 413 |
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(©); + * } + * @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 |