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/*
*
* Copyright 2015 gRPC authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*/
#ifndef GRPC_CORE_LIB_IOMGR_TIME_AVERAGED_STATS_H
#define GRPC_CORE_LIB_IOMGR_TIME_AVERAGED_STATS_H
/* This tracks a time-decaying weighted average. It works by collecting
batches of samples and then mixing their average into a time-decaying
weighted mean. It is designed for batch operations where we do many adds
before updating the average. */
typedef struct {
/* The initial average value. This is the reported average until the first
grpc_time_averaged_stats_update_average call. If a positive regress_weight
is used, we also regress towards this value on each update. */
double init_avg;
/* The sample weight of "init_avg" that is mixed in with each call to
grpc_time_averaged_stats_update_average. If the calls to
grpc_time_averaged_stats_add_sample stop, this will cause the average to
regress back to the mean. This should be non-negative. Set it to 0 to
disable the bias. A value of 1 has the effect of adding in 1 bonus sample
with value init_avg to each sample period. */
double regress_weight;
/* This determines the rate of decay of the time-averaging from one period
to the next by scaling the aggregate_total_weight of samples from prior
periods when combining with the latest period. It should be in the range
[0,1]. A higher value adapts more slowly. With a value of 0.5, if the
batches each have k samples, the samples_in_avg_ will grow to 2 k, so the
weighting of the time average will eventually be 1/3 new batch and 2/3
old average. */
double persistence_factor;
/* The total value of samples since the last UpdateAverage(). */
double batch_total_value;
/* The number of samples since the last UpdateAverage(). */
double batch_num_samples;
/* The time-decayed sum of batch_num_samples_ over previous batches. This is
the "weight" of the old aggregate_weighted_avg_ when updating the
average. */
double aggregate_total_weight;
/* A time-decayed average of the (batch_total_value_ / batch_num_samples_),
computed by decaying the samples_in_avg_ weight in the weighted average. */
double aggregate_weighted_avg;
} grpc_time_averaged_stats;
/* See the comments on the members above for an explanation of init_avg,
regress_weight, and persistence_factor. */
void grpc_time_averaged_stats_init(grpc_time_averaged_stats* stats,
double init_avg, double regress_weight,
double persistence_factor);
/* Add a sample to the current batch. */
void grpc_time_averaged_stats_add_sample(grpc_time_averaged_stats* stats,
double value);
/* Complete a batch and compute the new estimate of the average sample
value. */
double grpc_time_averaged_stats_update_average(grpc_time_averaged_stats* stats);
#endif /* GRPC_CORE_LIB_IOMGR_TIME_AVERAGED_STATS_H */
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