src/tools/model/average.h
changeset 6941 9d2c79c992d7
parent 6903 f1aa310d77f1
child 7192 618768dcbbac
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/src/tools/model/average.h	Thu Mar 24 09:23:44 2011 -0700
@@ -0,0 +1,113 @@
+/* -*- Mode:C++; c-file-style:"gnu"; indent-tabs-mode:nil; -*- */
+/*
+ * Copyright (c) 2009 IITP RAS
+ *
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License version 2 as
+ * published by the Free Software Foundation;
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program; if not, write to the Free Software
+ * 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 <ostream>
+#include <limits>
+#include <stdint.h>
+
+namespace ns3 {
+
+/// Simple average, min, max and std. deviation calculator
+template <typename T = double>
+class Average
+{
+public:
+  Average ()
+    : m_size (0), m_min (std::numeric_limits<T>::max ()), m_max (0),
+      m_avg (0), m_avg2 (0) 
+  {
+  }
+
+  /// Add new sample
+  void Update (T const & x)
+  {
+    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 ()
+  {
+    m_size = 0;
+    m_min = std::numeric_limits<T>::max ();
+    m_max = 0;
+    m_avg = 0;
+    m_avg2 = 0;
+  }
+
+  ///\name Sample statistics
+  //\{
+  /// 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 m_size;
+  T      m_min, m_max;
+  double m_avg, m_avg2;
+};
+
+/// Print avg (err) [min, max]
+template <typename T>
+std::ostream & operator<< (std::ostream & os, Average<T> const & x)
+{
+  if (x.Count () != 0)
+    os << x.Avg () << " (" << x.Stddev () << ") [" << x.Min () << ", " << x.Max () << "]";
+  else
+    os << "NA"; // not available
+  return os;
+}
+}
+#endif /* AVERAGE_H */