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Diffstat (limited to 'resources/libraries/python/jumpavg/avg_stdev_stats.py')
| -rw-r--r-- | resources/libraries/python/jumpavg/avg_stdev_stats.py | 89 |
1 files changed, 89 insertions, 0 deletions
diff --git a/resources/libraries/python/jumpavg/avg_stdev_stats.py b/resources/libraries/python/jumpavg/avg_stdev_stats.py new file mode 100644 index 0000000000..3d6a834919 --- /dev/null +++ b/resources/libraries/python/jumpavg/avg_stdev_stats.py @@ -0,0 +1,89 @@ +# Copyright (c) 2023 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. + +"""Module holding AvgStdevStats class.""" + +import dataclasses +import math +import typing + + +@dataclasses.dataclass +class AvgStdevStats: + """Class for statistics which include average and stdev of a group. + + Contrary to other stats types, adding values to the group + is computationally light without any caching. + + Instances are only statistics, the data itself is stored elsewhere. + """ + + size: int = 0 + """Number of scalar values (samples) participating in this group.""" + avg: float = 0.0 + """Population average of the participating sample values.""" + stdev: float = 0.0 + """Population standard deviation of the sample values.""" + + @classmethod + def for_runs( + cls, + runs: typing.Iterable[typing.Union[float, "AvgStdevStats"]], + ) -> "AvgStdevStats": + """Return new stats instance describing the sequence of runs. + + If you want to append data to existing stats object, + you can simply use the stats object as the first run. + + Instead of a verb, "for" is used to start this method name, + to signify the result contains less information than the input data. + + Here, run is a hypothetical abstract class, an union of float and cls. + Defining that as a real abstract class in Python is too much hassle. + + :param runs: Sequence of data to describe by the new metadata. + :type runs: Iterable[Union[float, cls]] + :returns: The new stats instance. + :rtype: cls + """ + # Using Welford method to be more resistant to rounding errors. + # Adapted from code for sample standard deviation at: + # https://www.johndcook.com/blog/standard_deviation/ + # The logic of plus operator is taken from + # https://www.johndcook.com/blog/skewness_kurtosis/ + total_size = 0 + total_avg = 0.0 + moment_2 = 0.0 + for run in runs: + if isinstance(run, (float, int)): + run_size = 1 + run_avg = run + run_stdev = 0.0 + else: + run_size = run.size + run_avg = run.avg + run_stdev = run.stdev + old_total_size = total_size + delta = run_avg - total_avg + total_size += run_size + total_avg += delta * run_size / total_size + moment_2 += run_stdev * run_stdev * run_size + moment_2 += delta * delta * old_total_size * run_size / total_size + if total_size < 1: + # Avoid division by zero. + return cls(size=0) + # TODO: Is it worth tracking moment_2 instead, and compute and cache + # stdev on demand, just to possibly save some sqrt calls? + total_stdev = math.sqrt(moment_2 / total_size) + ret_obj = cls(size=total_size, avg=total_avg, stdev=total_stdev) + return ret_obj |