Bug 762 fixed: now use unbiased variance estimator in average.h + better API
authorPavel Boyko <boyko@iitp.ru>
Sat, 19 Dec 2009 17:54:08 +0300
changeset 5865 ecd61941c854
parent 5864 291c2b586657
child 5866 75a2025fb72c
Bug 762 fixed: now use unbiased variance estimator in average.h + better API
src/applications/v4ping/v4ping.cc
src/contrib/average.h
--- a/src/applications/v4ping/v4ping.cc	Fri Dec 18 19:10:28 2009 +0100
+++ b/src/applications/v4ping/v4ping.cc	Sat Dec 19 17:54:08 2009 +0300
@@ -243,7 +243,7 @@
       
       if (m_avgRtt.Count () > 0)
         os << "rtt min/avg/max/mdev = " << m_avgRtt.Min() << "/" << m_avgRtt.Avg() << "/"
-                                               << m_avgRtt.Max() << "/" << m_avgRtt.Err()
+                                               << m_avgRtt.Max() << "/" << m_avgRtt.Stddev()
                                                << " ms\n";
       std::cout << os.str();
     }
--- a/src/contrib/average.h	Fri Dec 18 19:10:28 2009 +0100
+++ b/src/contrib/average.h	Sat Dec 19 17:54:08 2009 +0300
@@ -16,56 +16,86 @@
  * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
  *
  * Authors: Pavel Boyko <boyko@iitp.ru>
+ * Corrections and extensions: Timo Bingmann <tbns@idlebox.net>
  */
 
 #ifndef AVERAGE_H
 #define AVERAGE_H
 #include <cmath>
-#include <iostream>
+#include <ostream>
 #include <limits>
 
+namespace ns3 {
+
 /// Simple average, min, max and std. deviation calculator
 template <typename T = double>
 class Average
 {
 public:
-  Average () : 
-    size (0), min (std::numeric_limits<T>::max ()), max (0), avg (0), avg2 (0) 
+  Average ()
+    : m_size (0), m_min (std::numeric_limits<T>::max ()), m_max (0),
+      m_avg (0), m_avg2 (0) 
   {
   }
 
-  /// Add new value
+  /// Add new sample
   void Update (T const & x)
   {
-    min = std::min (x, min);
-    max = std::max (x, max);
-    avg = (size * avg + x) / (size + 1);
-    avg2 = (size * avg2 + x * x) / (size + 1);
-    size++;
+    m_min = std::min (x, m_min);
+    m_max = std::max (x, m_max);
+    m_avg = (m_size * m_avg + x) / (m_size + 1);
+    m_avg2 = (m_size * m_avg2 + x * x) / (m_size + 1);
+    m_size++;
   }
   /// Reset statistics
   void Reset ()
   {
-    size = 0;
-    min = std::numeric_limits<T>::max ();
-    max = 0;
-    avg = 0;
-    avg2 = 0;
+    m_size = 0;
+    m_min = std::numeric_limits<T>::max ();
+    m_max = 0;
+    m_avg = 0;
+    m_avg2 = 0;
   }
 
-  ///\name Access results
+  ///\name Sample statistics
   //\{
-  uint32_t Count () const { return size; }
-  T        Min   () const { return min; }
-  T        Max   () const { return max; }
-  double   Avg   () const { return avg; }
-  double   Err   () const { return sqrt ((avg2 - avg*avg)/(size - 1)); }
+  /// Sample size
+  uint32_t Count   () const { return m_size; }
+  /// Minimum
+  T        Min     () const { return m_min; }
+  /// Maximum
+  T        Max     () const { return m_max; }
+  /// Sample average
+  double   Avg     () const { return m_avg; }
+  /// Estimate of mean, alias to Avg
+  double   Mean    () const { return Avg (); }
+  /// Unbiased estimate of variance
+  double   Var     () const { return Count() / (double)(Count() - 1) * (m_avg2 - m_avg*m_avg); }
+  /// Standard deviation
+  double   Stddev  () const { return sqrt (Var ());}
+  //\}
+  
+  /** 
+   * \name Error of the mean estimates
+   *  
+   * Note that estimates are valid for 
+   *   - uncorrelated measurements, 
+   *   - normal distribution and
+   *   - large enough sample size.
+   */
+  //\{
+  /// Margin of error of the mean for 90% confidence level 
+  double   Error90() const { return 1.645 * sqrt (Var () / Count ()); }
+  /// Margin of error of the mean for 95% confidence level 
+  double   Error95() const { return 1.960 * sqrt (Var () / Count ()); }
+  /// Margin of error of the mean for 99% confidence level 
+  double   Error99() const { return 2.576 * sqrt (Var () / Count ()); }
   //\}
 
 private:
-  uint32_t size;
-  T      min, max;
-  double avg, avg2;
+  uint32_t m_size;
+  T      m_min, m_max;
+  double m_avg, m_avg2;
 };
 
 /// Print avg (err) [min, max]
@@ -73,10 +103,10 @@
 std::ostream & operator<< (std::ostream & os, Average<T> const & x)
 {
   if (x.Count () != 0)
-    os << x.Avg () << " (" << x.Err () << ") [" << x.Min () << ", " << x.Max () << "]";
+    os << x.Avg () << " (" << x.Stddev () << ") [" << x.Min () << ", " << x.Max () << "]";
   else
-    os << "NA"; // not avaliable
+    os << "NA"; // not available
   return os;
 }
-
+}
 #endif /* AVERAGE_H */