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package org.eclipse.jetty.util.statistic;

import java.util.concurrent.atomic.AtomicLong;
import java.util.concurrent.atomic.LongAccumulator;
import java.util.concurrent.atomic.LongAdder;

Statistics on a sampled value.

Provides max, total, mean, count, variance, and standard deviation of continuous sequence of samples.

Calculates estimates of mean, variance, and standard deviation characteristics of a sample using a non synchronized approximation of the on-line algorithm presented in Donald Knuth's Art of Computer Programming, Volume 2, Semi numerical Algorithms, 3rd edition, page 232, Boston: Addison-Wesley. That cites a 1962 paper by B.P. Welford: Note on a Method for Calculating Corrected Sums of Squares and Products

This algorithm is also described in Wikipedia in the section "Online algorithm": Algorithms for calculating variance.

/** * <p>Statistics on a sampled value.</p> * <p>Provides max, total, mean, count, variance, and standard deviation of continuous sequence of samples.</p> * <p>Calculates estimates of mean, variance, and standard deviation characteristics of a sample using a non synchronized * approximation of the on-line algorithm presented in <cite>Donald Knuth's Art of Computer Programming, Volume 2, * Semi numerical Algorithms, 3rd edition, page 232, Boston: Addison-Wesley</cite>. That cites a 1962 paper by B.P. Welford: * <a href="http://www.jstor.org/pss/1266577">Note on a Method for Calculating Corrected Sums of Squares and Products</a></p> * <p>This algorithm is also described in Wikipedia in the section "Online algorithm": * <a href="https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance">Algorithms for calculating variance</a>.</p> */
public class SampleStatistic { private final LongAccumulator _max = new LongAccumulator(Math::max, 0L); private final AtomicLong _total = new AtomicLong(); private final AtomicLong _count = new AtomicLong(); private final LongAdder _totalVariance100 = new LongAdder();
Resets the statistics.
/** * Resets the statistics. */
public void reset() { _max.reset(); _total.set(0); _count.set(0); _totalVariance100.reset(); }
Records a sample value.
Params:
  • sample – the value to record.
/** * Records a sample value. * * @param sample the value to record. */
public void record(long sample) { long total = _total.addAndGet(sample); long count = _count.incrementAndGet(); if (count > 1) { long mean10 = total * 10 / count; long delta10 = sample * 10 - mean10; _totalVariance100.add(delta10 * delta10); } _max.accumulate(sample); }
Returns:the max value of the recorded samples
/** * @return the max value of the recorded samples */
public long getMax() { return _max.get(); }
Returns:the sum of all the recorded samples
/** * @return the sum of all the recorded samples */
public long getTotal() { return _total.get(); }
Returns:the number of samples recorded
/** * @return the number of samples recorded */
public long getCount() { return _count.get(); }
Returns:the average value of the samples recorded, or zero if there are no samples
/** * @return the average value of the samples recorded, or zero if there are no samples */
public double getMean() { long count = getCount(); return count > 0 ? (double)_total.get() / _count.get() : 0.0D; }
Returns:the variance of the samples recorded, or zero if there are less than 2 samples
/** * @return the variance of the samples recorded, or zero if there are less than 2 samples */
public double getVariance() { long variance100 = _totalVariance100.sum(); long count = getCount(); return count > 1 ? variance100 / 100.0D / (count - 1) : 0.0D; }
Returns:the standard deviation of the samples recorded
/** * @return the standard deviation of the samples recorded */
public double getStdDev() { return Math.sqrt(getVariance()); } @Override public String toString() { return String.format("%s@%x{count=%d,mean=%d,total=%d,stddev=%f}", getClass().getSimpleName(), hashCode(), getCount(), getMax(), getTotal(), getStdDev()); } }