--- /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 */