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97 lines
2.4 KiB
Lua
97 lines
2.4 KiB
Lua
-- Statistics module for Lunatic.
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local ffi = require("ffi")
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local math = require("math")
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local string = require("string")
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module(...)
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ffi.cdef[[
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typedef struct {
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double n;
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// vvv internal vvv
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double m, s;
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double min, max;
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} runningstat_t;
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typedef struct {
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const double n;
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const double mean, var, std;
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const double min, max;
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} runningstat_res_t;
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]]
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local NaN = 0/0
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local res_mt = {
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__tostring = function(s)
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return
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string.format("N=%d; mean=%.5g, std=%.5g; min=%.5g, max=%.5g",
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s.n, s.mean, s.std, s.min, s.max)
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end
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}
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local rstatres = ffi.metatype("runningstat_res_t", res_mt)
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local mt = {
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__tostring = function(s)
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-- XXX: with this and the other serializing of ffi types, take care of
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-- NaN and Infs when reading back (e.g. by "nan=0/0" in that context)
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return "stat.new("..s.n..","..s.m..","..s.s..","..s.min..","..s.max..")"
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end,
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-- See: Accurately computing running variance, by John D. Cook
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-- http://www.johndcook.com/standard_deviation.html
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__index = {
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add = function(s, num)
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if (s.n > 0) then
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-- N>0, recurrence
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s.n = s.n+1
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local lastm = s.m
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s.m = lastm + (num-lastm)/s.n
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s.s = s.s + (num-lastm)*(num-s.m)
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if (num < s.min) then s.min = num end
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if (num > s.max) then s.max = num end
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else
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-- N==0, initialization
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s.n = 1
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s.m = num
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s.s = 0
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s.min = num
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s.max = num
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end
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end,
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getstats = function(s)
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local var = s.n > 1 and s.s/(s.n-1) or NaN
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return rstatres(s.n, s.m, var, math.sqrt(var), s.min, s.max)
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end,
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reset = function(s)
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s.n = 0
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s.m, s.s, s.min, s.max = NaN, NaN, NaN, NaN
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end,
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},
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}
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local rstat = ffi.metatype("runningstat_t", mt)
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function new(n,m,s, min,max)
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if (n == nil) then
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-- initialization containing no elements
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return rstat(0, NaN, NaN, NaN, NaN)
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elseif (m == nil) then
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-- same as initialization with N==0 above (one element)
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return rstat(1, n, 0, n, n)
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else
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-- generic initialization (internal use only)
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return rstat(n,m,s, min,max)
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end
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end
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