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/*
*
* Copyright 2015, Google Inc.
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are
* met:
*
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above
* copyright notice, this list of conditions and the following disclaimer
* in the documentation and/or other materials provided with the
* distribution.
* * Neither the name of Google Inc. nor the names of its
* contributors may be used to endorse or promote products derived from
* this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
* "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
* LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
* A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
* OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
* DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
* THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*
*/
#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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